In pandas, I can interpolate based on a datetimes like this:
import polars as pl
from datetime import datetime
df1 = pl.DataFrame(
{
"ts": [
datetime(2020, 1, 1),
datetime(2020, 1, 3, 0, 0, 12),
datetime(2020, 1, 3, 0, 1, 35),
datetime(2020, 1, 4),
],
"value": [1, None, None, 3],
}
)
df1.to_pandas().set_index('ts').interpolate(method='index')
Outputs:
value
ts
2020-01-01 00:00:00 1.000000
2020-01-03 00:00:12 2.333426
2020-01-03 00:01:35 2.334066
2020-01-04 00:00:00 3.000000
Is there a similar method in polars?
Update: Expr.interpolate_by was added in Polars 0.20.28
df1.with_columns(pl.col("value").interpolate_by("ts"))
shape: (4, 2)
┌─────────────────────┬──────────┐
│ ts ┆ value │
│ --- ┆ --- │
│ datetime[μs] ┆ f64 │
╞═════════════════════╪══════════╡
│ 2020-01-01 00:00:00 ┆ 1.0 │
│ 2020-01-03 00:00:12 ┆ 2.333426 │
│ 2020-01-03 00:01:35 ┆ 2.334066 │
│ 2020-01-04 00:00:00 ┆ 3.0 │
└─────────────────────┴──────────┘