PySpark-上采样/重采样时间序列数据

问题描述

是否有一种有效的方法可以对频率大约为13-15分钟到15分钟的数据进行上采样/重采样。我有多个id和200M +行。

dataframe=spark.createDataFrame([("J1","2019-12-29 12:07:38",100),("J1","2019-12-29 12:24:25",200),"2019-12-29 12:37:58",("J8","2020-09-09 13:06:36",300),"2020-09-09 13:21:37","2020-09-09 13:36:38",400)],["id","date_time","some_value"]).show()

+---+-------------------+----------+
| id|               date|some_value|
+---+-------------------+----------+
| J1|2019-12-29 12:07:38|       100|
| J1|2019-12-29 12:24:25|       200|
| J1|2019-12-29 12:37:58|       100|
| J8|2020-09-09 13:06:36|       300|
| J8|2020-09-09 13:21:37|       200|
| J8|2020-09-09 13:36:38|       400|
+---+-------------------+----------+

所需数据框:

+---+-------------------+----------+
| id|               date|some_value|
+---+-------------------+----------+
| J1|2019-12-29 12:15:00|       100|
| J1|2019-12-29 12:30:00|       200|
| J1|2019-12-29 12:45:00|       100|
| J8|2020-09-09 13:00:00|       300|
| J8|2020-09-09 13:15:00|       200|
| J8|2020-09-09 13:30:00|       400|
+---+-------------------+----------+

解决方法

有一个功能window。它同时生成startend。您可能需要应用其他功能来选择最接近的。

from pyspark.sql import functions as F

df.withColumn("date_time",F.window("date_time","15 minutes")["end"]).show()
+---+-------------------+----------+
| id|          date_time|some_value|
+---+-------------------+----------+
| J1|2019-12-29 12:15:00|       100|
| J1|2019-12-29 12:30:00|       200|
| J1|2019-12-29 12:45:00|       100|
| J8|2020-09-09 13:15:00|       300|
| J8|2020-09-09 13:30:00|       200|
| J8|2020-09-09 13:45:00|       400|
+---+-------------------+----------+