Pandas resample interpolate behavior is odd

Question

When asking pandas to resample this dataframe using interpolate it fails to do so properly simply propagating the first value forwards. Can someone explain this behavior? Using a recent version of pandas and using python 3.8

import pandas as pd
data = {'time': pd.to_timedelta([0., 1.1, 2.2, 3.3, 4.4], unit='s'), 'data':[100, 140, 50, 300, 400]}
df1 = pd.DataFrame(data=data).set_index('time')
df2 = df1.resample('1s').interpolate()
print(df1)
print(df2)
                        data
time                        
0 days 00:00:00          100
0 days 00:00:01.100000   140
0 days 00:00:02.200000    50
0 days 00:00:03.300000   300
0 days 00:00:04.400000   400
                  data
time                  
0 days 00:00:00  100.0
0 days 00:00:01  100.0
0 days 00:00:02  100.0
0 days 00:00:03  100.0
0 days 00:00:04  100.0

Asked By: Adam Schulz

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Source

Answer 1

You need to first resample to a smaller unit and interpolate to get intermediate values. Then resample to seconds to get the data with equidistant timesteps.

df1.resample('ms').interpolate().resample('s').asfreq()

                       data
time                       
0 days 00:00:00  100.000000
0 days 00:00:01  136.363636
0 days 00:00:02   66.363636
0 days 00:00:03  231.818182
0 days 00:00:04  363.636364

Answered By: Rabinzel

Pandas resample interpolate behavior is odd

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