[SciPy-User] Calculating avgerage values on 20 minute time frequency

Martin van Leeuwen vanleeuwen.martin@gmail....
Fri Mar 18 13:25:20 CDT 2011

Hi Mike,

date2num and datestr2num from pylab let you treat datetimes as floats
which may make things more flexible. If you have a lot of data (e.g.
from a weather network) using a database and accessing these data
using psycopg2 maybe also be an option as SQL also allows averaging

def smooth(dates, signal, halfWindowWidth):

	# signal is a one dimensional array
	# dates is a one dimensional array of datatype float with times in
units days (e.g. from datestr2num)
        # elements in dates correspond to those in signal
	# halfWindowWidth (int or float) indicates half the window width in seconds
	# datestr2num returns a float with units days, thus halfWindowWidth
should be divided by the number of seconds in a day to get the same
units as datestr2num uses
	d = float(halfWindowWidth)/float(3600*24)

	smoothed = scipy.zeros((scipy.size(signal) ))

	for date in dates:
		t_num_start = date - d
		t_num_end = date + d

		s = scipy.argmin(abs(dates-t_num_start))	#get closest time to start
of time window
		e = scipy.argmin(abs(dates-t_num_end))	#get closest time to end of time window

		av = scipy.average(signal[s:e])

		smoothed[i] = av

	return smoothed

Hope that helps a bit. Notice the window attracts the closest datetime
in your series, not necessarily what's within the window.


2011/3/18 Michael T Tate <mttate@usgs.gov>:
> I have a time series date set that contains a date/time field and data
> fields (sonic temperature, WS-U, WS-V, WS-W). The data are recorded at 10hz.
> I would like to calculate an average for each of the data fields on a 20min
> frequency so it can be matched up with data collected by another instrument.
> It is pretty straightforward to calculate hourly averages using convert from
> scikits.timeseries.
> Does anyone have any ideas on how I would calculate 20min averages for this
> data?
> Thanks in advance
> Mike
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