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pythonpandasjointime-seriesintervals

LEFT JOIN on time interval and timestamp in pandas


I have 2 dataframes:

labels:

import pandas as pd
marker_labels = pd.DataFrame({'cohort_id':[1,1, 1], 'marker_type':['a', 'b', 'a'], 'start':['2020-01-2', '2020-01-04 05', '2020-01-06'], 'end':[np.nan, '2020-01-05 16', np.nan]})
marker_labels['start'] = pd.to_datetime(marker_labels['start'])
marker_labels['end'] = pd.to_datetime(marker_labels['end'])
marker_labels.loc[marker_labels['end'].isnull(), 'end'] =  marker_labels.start + pd.Timedelta(days=1) - pd.Timedelta(seconds=1)

and data:

import pandas as pd
from pandas import Timestamp
df = pd.DataFrame({'hour': {36: Timestamp('2020-01-04 04:00:00'), 37: Timestamp('2020-01-04 04:00:00'), 38: Timestamp('2020-01-04 04:00:00'), 39: Timestamp('2020-01-04 04:00:00'), 40: Timestamp('2020-01-04 04:00:00'), 41: Timestamp('2020-01-04 04:00:00'), 42: Timestamp('2020-01-04 04:00:00'), 43: Timestamp('2020-01-04 04:00:00'), 44: Timestamp('2020-01-04 04:00:00'), 45: Timestamp('2020-01-04 05:00:00'), 46: Timestamp('2020-01-04 05:00:00'), 47: Timestamp('2020-01-04 05:00:00'), 48: Timestamp('2020-01-04 05:00:00'), 49: Timestamp('2020-01-04 05:00:00'), 50: Timestamp('2020-01-04 05:00:00'), 51: Timestamp('2020-01-04 05:00:00'), 52: Timestamp('2020-01-04 05:00:00'), 53: Timestamp('2020-01-04 05:00:00')}, 'metrik_0': {36: -0.30098661551885625, 37: -0.6402837079024638, 38: -2.6953511655638778, 39: 0.4036062912674384, 40: -0.035627996627399204, 41: -0.06510225503176624, 42: -1.9745426914329782, 43: 1.4112111331287631, 44: 0.18641277342651516, 45: 0.10780795451690242, 46: 0.31822895003286417, 47: -1.0804164740649171, 48: -1.6676697601556636, 49: -1.0354359757914047, 50: 1.8570215568670299, 51: 0.9055795225472866, 52: -0.020539970820695173, 53: -0.7975048293123836}, 'cohort_id': {36: 1, 37: 1, 38: 1, 39: 1, 40: 1, 41: 1, 42: 1, 43: 1, 44: 1, 45: 1, 46: 1, 47: 1, 48: 1, 49: 1, 50: 1, 51: 1, 52: 1, 53: 1}, 'device_id': {36: 6, 37: 5, 38: 11, 39: 20, 40: 18, 41: 1, 42: 14, 43: 9, 44: 12, 45: 9, 46: 14, 47: 11, 48: 20, 49: 5, 50: 1, 51: 12, 52: 6, 53: 18}})
df

I want to perform a LEFT JOIN on the column cohort_id and time interval(hour is BETWEEN(start, end)).

Similar questions were:

So far I have multiple approaches but nut a final solution:

First one: slow, no fully outputted / accessible result in simple pandas columns:

def join_on_matching_interval(x):
    result = marker_labels[(marker_labels.cohort_id == x.cohort_id) & (x.hour >= marker_labels.start) & (x.hour <= marker_labels.end)]
    if len(result) == 0:
        result = []
    return result
    
df['marker_labels'] = df.apply(join_on_matching_interval, axis=1)
print(df.shape[0])
#df = df.explode('marker_labels') # this fails to work
df['size'] = df.marker_labels.apply(lambda x: len(x))
df[(df['size'] > 0)].head()

How could the results be made accessible as columns?

Second one: correct columns but invalid number of rows (and fast):

Following the links I shared above:

print(len(df))
print(len(marker_labels))
merged_res = df.merge(marker_labels, left_on=['cohort_id'], right_on=['cohort_id'], how='left')
print(len(merged_res)) # the number of rows has increased
merged_res = merged_res[(merged_res.hour.between(merged_res.start,merged_res.end)) | (merged_res.start.isnull())]
print(len(merged_res)) # but now not enough rows are left over.
  1. Case 1: no match (is handled correctly)
  2. Case 2: full match (handled correctly)
  3. Case 3: partial match (not handled -> records are dropped)

In particular for 3 this means:

  • I do not want to receive any duplicates
  • all the results from the LEFT side
  • and a match in case the time interval and timestamp overlap

How could I include this 3rd case in the conditions?


Solution

  • Do you mean merge and query, then join back:

    tmp = (df.reset_index()
             .merge(marker_labels, on='cohort_id', how='left')
             .query('start <= hour <= end')
             .set_index('index')
             .reindex(df.index)
          )
    
    out = tmp.combine_first(df)
    

    Output:

          cohort_id    device_id  end                  hour                 marker_type      metrik_0  start
    --  -----------  -----------  -------------------  -------------------  -------------  ----------  -------------------
    36            1            6  NaT                  2020-01-04 04:00:00  nan            -0.300987   NaT
    37            1            5  NaT                  2020-01-04 04:00:00  nan            -0.640284   NaT
    38            1           11  NaT                  2020-01-04 04:00:00  nan            -2.69535    NaT
    39            1           20  NaT                  2020-01-04 04:00:00  nan             0.403606   NaT
    40            1           18  NaT                  2020-01-04 04:00:00  nan            -0.035628   NaT
    41            1            1  NaT                  2020-01-04 04:00:00  nan            -0.0651023  NaT
    42            1           14  NaT                  2020-01-04 04:00:00  nan            -1.97454    NaT
    43            1            9  NaT                  2020-01-04 04:00:00  nan             1.41121    NaT
    44            1           12  NaT                  2020-01-04 04:00:00  nan             0.186413   NaT
    45            1            9  2020-01-05 16:00:00  2020-01-04 05:00:00  b               0.107808   2020-01-04 05:00:00
    46            1           14  2020-01-05 16:00:00  2020-01-04 05:00:00  b               0.318229   2020-01-04 05:00:00
    47            1           11  2020-01-05 16:00:00  2020-01-04 05:00:00  b              -1.08042    2020-01-04 05:00:00
    48            1           20  2020-01-05 16:00:00  2020-01-04 05:00:00  b              -1.66767    2020-01-04 05:00:00
    49            1            5  2020-01-05 16:00:00  2020-01-04 05:00:00  b              -1.03544    2020-01-04 05:00:00
    50            1            1  2020-01-05 16:00:00  2020-01-04 05:00:00  b               1.85702    2020-01-04 05:00:00
    51            1           12  2020-01-05 16:00:00  2020-01-04 05:00:00  b               0.90558    2020-01-04 05:00:00
    52            1            6  2020-01-05 16:00:00  2020-01-04 05:00:00  b              -0.02054    2020-01-04 05:00:00
    53            1           18  2020-01-05 16:00:00  2020-01-04 05:00:00  b              -0.797505   2020-01-04 05:00:00