I have the following 15 minute data as a dataframe
for 3 years. With the first two columns being the index.
2014-01-01 00:15:00 1269.6
2014-01-01 00:30:00 1161.6
2014-01-01 00:45:00 1466.4
2014-01-01 01:00:00 1365.6
2014-01-01 01:15:00 1362.6
2014-01-01 01:30:00 1064.0
2014-01-01 01:45:00 1171.2
2014-01-01 02:00:00 1171.0
2014-01-01 02:15:00 1330.4
2014-01-01 02:30:00 1309.6
2014-01-01 02:45:00 1308.4
2014-01-01 03:00:00 1494.0
I have used resample
to get a second series with monthly averages.
data_Monthly = data.resample('1M', how='mean')
How can I divide the values in the last column by their monthly average with the result being still a time series on 15 minute granularity?
First make a grouper:
import pandas as pd
In [1]: grouper = pd.Grouper(freq="1M")
Then make your new column:
In [2]: df['normed'] = df.groupby(grouper).transform(lambda x: x/x.mean())
By passing grouper to the groupby
method you group your data into one month chunks. Within each chunk you divide the 15 minute interval datum by the mean for that month.