Resampling 2 time series

Question

I have 2 time series which each have a record every 30 seconds with a difference of about 21 seconds
;

ts1 starts at 12:30:00
And the second record at 12:30:30

ts2 starts at 12:30:21
And the second record at 12:30:51

What is the best way to merge them without losing information I want to have the same index for both

Asked By: Husain

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Source

Answer 1

IIUC use merge_asof:

df = pd.merge_asof(ser1.to_frame('a'), 
                   ser2.to_frame('b'), 
                   left_index=True, 
                   right_index=True)

Answered By: jezrael

Answer 2

You can have two separate columns for ts1 and ts2, use pd.concat() which with a default ‘outer’ join method, and resample with ffill(), if necessary.

Answered By: trsen

Resampling 2 time series

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