Reputation: 21961
I have the foll. dataframe:
vals
2017-07-08 0.169524
2017-07-09 0.167619
2017-07-10 0.165714
2017-07-11 0.163810
2017-07-12 0.161905
Based on Extend pandas datetime index to present date, I extend the index to present day and then I want to fill in values by interpolation. I do this:
df.interpolate(how='bicubic', inplace=True)
and get this:
vals
2017-07-11 0.163810
2017-07-12 0.161905
2017-07-13 0.161905
2017-07-14 0.161905
2017-07-15 0.161905
However, I want the last 3 values from 2017-07-13
to 2017-07-15
not to be the same as the value for 2017-07-12
but be based on whatever trend was happening over the last few values. How can I fix this?
Upvotes: 0
Views: 683
Reputation: 316
What you are trying to do is actually extrapolation, not interpolation, and unfortunately pnd.DataFrame
does not have a method for it.
You will need to define an extrapolation model, for example by fitting a polynomial curve from your known data and extrapolating it to the remaining index. There is nice explanation on how to do this with time-series indexes over here.
Upvotes: 1