[SciPy-User] scipy.signal.resample muffs my timestamps?

[Skip Montanaro]

I want to resample a large (400k+) dataset where x are datetime
objects and y are floats. The x data are epoch seconds from the past
week. For the purposes of this example, I've crudely downsampled them,
choosing every 10 elements (Python prompt changed to "... " to fool
Gmane).

... len(t)
43051
... len(x)
43051
... pprint([datetime.datetime.fromtimestamp(_) for _ in t[:10]])
[datetime.datetime(2015, 1, 12, 0, 0),
 datetime.datetime(2015, 1, 12, 0, 0, 46, 742044),
 datetime.datetime(2015, 1, 12, 0, 1, 3, 320089),
 datetime.datetime(2015, 1, 12, 0, 1, 23, 700560),
 datetime.datetime(2015, 1, 12, 0, 1, 44, 583401),
 datetime.datetime(2015, 1, 12, 0, 1, 57, 733937),
 datetime.datetime(2015, 1, 12, 0, 2, 38, 30245),
 datetime.datetime(2015, 1, 12, 0, 3, 35, 336342),
 datetime.datetime(2015, 1, 12, 0, 4, 23, 833251),
 datetime.datetime(2015, 1, 12, 0, 4, 48, 272131)]
... pprint([datetime.datetime.fromtimestamp(_) for _ in t[-10:]])
[datetime.datetime(2015, 1, 19, 23, 56, 9, 996926),
 datetime.datetime(2015, 1, 19, 23, 56, 12, 104080),
 datetime.datetime(2015, 1, 19, 23, 56, 12, 158963),
 datetime.datetime(2015, 1, 19, 23, 56, 12, 280701),
 datetime.datetime(2015, 1, 19, 23, 56, 12, 337853),
 datetime.datetime(2015, 1, 19, 23, 56, 22, 169709),
 datetime.datetime(2015, 1, 19, 23, 56, 29, 676865),
 datetime.datetime(2015, 1, 19, 23, 57, 14, 570601),
 datetime.datetime(2015, 1, 19, 23, 58, 56, 394975),
 datetime.datetime(2015, 1, 19, 23, 59, 37, 707367)]

So, let's get started, downsampling our 43k points to 250:

... res_x, res_t = signal.resample(x, 250, t)
(Final Jeopardy tune plays...)
...

If I understand correctly, signal.resample should generate 250 evenly
spaced points from each of the inputs.

... len(res_x)
250
... len(res_t)
250

So far, so good. Now, look at the range of res_t:

... pprint([datetime.datetime.fromtimestamp(_) for _ in res_t[:10]])
[datetime.datetime(2015, 1, 12, 0, 0),
 datetime.datetime(2015, 1, 12, 2, 14, 9, 166940),
 datetime.datetime(2015, 1, 12, 4, 28, 18, 333880),
 datetime.datetime(2015, 1, 12, 6, 42, 27, 500820),
 datetime.datetime(2015, 1, 12, 8, 56, 36, 667761),
 datetime.datetime(2015, 1, 12, 11, 10, 45, 834701),
 datetime.datetime(2015, 1, 12, 13, 24, 55, 1641),
 datetime.datetime(2015, 1, 12, 15, 39, 4, 168581),
 datetime.datetime(2015, 1, 12, 17, 53, 13, 335521),
 datetime.datetime(2015, 1, 12, 20, 7, 22, 502461)]
... pprint([datetime.datetime.fromtimestamp(_) for _ in res_t[-10:]])
[datetime.datetime(2015, 2, 3, 8, 36, 40, 65638),
 datetime.datetime(2015, 2, 3, 10, 50, 49, 232578),
 datetime.datetime(2015, 2, 3, 13, 4, 58, 399518),
 datetime.datetime(2015, 2, 3, 15, 19, 7, 566458),
 datetime.datetime(2015, 2, 3, 17, 33, 16, 733398),
 datetime.datetime(2015, 2, 3, 19, 47, 25, 900338),
 datetime.datetime(2015, 2, 3, 22, 1, 35, 67279),
 datetime.datetime(2015, 2, 4, 0, 15, 44, 234219),
 datetime.datetime(2015, 2, 4, 2, 29, 53, 401159),
 datetime.datetime(2015, 2, 4, 4, 44, 2, 568099)]

That doesn't look right at all.

I'm sure I'm using an outdated version of scipy:

... scipy.version.version
'0.9.0'

but it's what I have available (it's a long story).

If this is a bug requiring upgrade, I'll beat on the powers that be to
get a newer version of scipy. I'm happy to provide my data to anyone
who would be willing to try this exercise out using a more recent
version.

Thanks,

Skip Montanaro