[Numpy-discussion] Overlapping time series

[Daniele Nicolodi]

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.

Cheers,
Daniele