[Numpy-discussion] Overlapping time series

Daniele Nicolodi daniele at grinta.net
Tue Feb 11 08:47:19 EST 2014

On 11/02/2014 14:41, Andreas Hilboll wrote:
> On 11.02.2014 14:22, Daniele Nicolodi wrote:
>> On 11/02/2014 14:10, Andreas Hilboll wrote:
>>> On 11.02.2014 14:08, Daniele Nicolodi wrote:
>>>> Hello,
>>>> I have two time series (2xN dimensional arrays) recorded on the same
>>>> time basis, but each with it's own dead times (and start and end
>>>> recording times).  I would like to obtain two time series containing
>>>> only the time overlapping segments of the data.
>>>> Does numpy or scipy offer something that may help in this?
>>>> I can imagine strategies about how to approach the problem, but none
>>>> that would be efficient.  Ideas?
>>> Take a look at pandas.  It has built-in time series functionality.
>> Even using Pandas (and I would like to avoid to have to depend on it) it
>> is not clear to me how I would achieve what I want.  Am I missing something?
> If the two time series are pandas.Series objects and are called s1 and s2:
>     new1 = s1.ix[s2.dropna().index].dropna()
>     new2 = s2.ix[s1.dropna().index].dropna()
>     new1 = new1.ix[s2.dropna().index].dropna()
> Looks hackish, so there might be a more elegant solution.  For further
> questions about how to use pandas, please look at the pydata mailing
> list or stackoverflow.

Correct me if I'm wrong, but this assumes that missing data points are
represented with Nan.  In my case missing data points are just missing.


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