Fill in missing pandas data with previous non-missing value, grouped by key

Question:

I am dealing with pandas DataFrames like this:

   id    x
0   1   10
1   1   20
2   2  100
3   2  200
4   1  NaN
5   2  NaN
6   1  300
7   1  NaN

I would like to replace each NAN ‘x’ with the previous non-NAN ‘x’ from a row with the same ‘id’ value:

   id    x
0   1   10
1   1   20
2   2  100
3   2  200
4   1   20
5   2  200
6   1  300
7   1  300

Is there some slick way to do this without manually looping over rows?

Asked By: ChrisB

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Answers:

You could perform a groupby/forward-fill operation on each group:

import numpy as np
import pandas as pd

df = pd.DataFrame({'id': [1,1,2,2,1,2,1,1], 'x':[10,20,100,200,np.nan,np.nan,300,np.nan]})
df['x'] = df.groupby(['id'])['x'].ffill()
print(df)

yields

   id      x
0   1   10.0
1   1   20.0
2   2  100.0
3   2  200.0
4   1   20.0
5   2  200.0
6   1  300.0
7   1  300.0
Answered By: unutbu
df
   id   val
0   1   23.0
1   1   NaN
2   1   NaN
3   2   NaN
4   2   34.0
5   2   NaN
6   3   2.0
7   3   NaN
8   3   NaN

df.sort_values(['id','val']).groupby('id').ffill()

    id  val
0   1   23.0
1   1   23.0
2   1   23.0
4   2   34.0
3   2   34.0
5   2   34.0
6   3   2.0
7   3   2.0
8   3   2.0

use sort_values, groupby and ffill so that if you have Nan value for the first value or set of first values they also get filled.

Answered By: S_Ymln

Solution for multi-key problem:

In this example, the data has the key [date, region, type]. Date is the index on the original dataframe.

import os
import pandas as pd

#sort to make indexing faster
df.sort_values(by=['date','region','type'], inplace=True)

#collect all possible regions and types
regions = list(set(df['region']))
types = list(set(df['type']))

#record column names
df_cols = df.columns

#delete ffill_df.csv so we can begin anew
try:
    os.remove('ffill_df.csv')
except FileNotFoundError:
    pass

# steps:
# 1) grab rows with a particular region and type
# 2) use forwardfill to fill nulls
# 3) use backwardfill to fill remaining nulls
# 4) append to file
for r in regions:
    for t in types:
        group_df = df[(df.region == r) & (df.type == t)].copy()
        group_df.fillna(method='ffill', inplace=True)
        group_df.fillna(method='bfill', inplace=True)
        group_df.to_csv('ffill_df.csv', mode='a', header=False, index=True) 

Checking the result:

#load in the ffill_df
ffill_df = pd.read_csv('ffill_df.csv', header=None, index_col=None)
ffill_df.columns = df_reindexed_cols
ffill_df.index= ffill_df.date
ffill_df.drop('date', axis=1, inplace=True)
ffill_df.head()

#compare new and old dataframe
print(df.shape)        
print(ffill_df.shape)
print()
print(pd.isnull(ffill_df).sum())
Answered By: Renel Chesak