Finding the mean and standard deviation of a timedelta object in pandas df

Question

I would like to calculate the mean and standard deviation of a timedelta by bank from a dataframe with two columns shown

Answer 1

No need to convert timedelta back and forth. Numpy and pandas can seamlessly do it for you with a faster run time. Using your dropped DataFrame:

import numpy as np

grouped = dropped.groupby('bank')['diff']

mean = grouped.apply(lambda x: np.mean(x))
std = grouped.apply(lambda x: np.std(x))

Answer 2

I would suggest passing the numeric_only=False argument to mean as mentioned by Alexander Usikov - this works for pandas version 0.20+.

If you have an older version, the following works:

import pandas pd

df = pd.DataFrame({
    'td': pd.Series([pd.Timedelta(days=i) for i in range(5)]),
    'group': ['a', 'a', 'a', 'b', 'b']
})

(
    df
    .astype({'td': int})         # convert timedelta to integer (nanoseconds)
    .groupby('group')
    .mean()
    .astype({'td': 'timedelta64[ns]'})
)

Answer 3

Pandas mean() and other aggregation methods support numeric_only=False parameter.

dropped.groupby('bank').mean(numeric_only=False)

Found here: Aggregations for Timedelta values in the Python DataFrame

Answer 4

You need to convert timedelta to some numeric value, e.g. int64 by values what is most accurate, because convert to ns is what is the numeric representation of timedelta:

dropped['new'] = dropped['diff'].values.astype(np.int64)

means = dropped.groupby('bank').mean()
means['new'] = pd.to_timedelta(means['new'])

std = dropped.groupby('bank').std()
std['new'] = pd.to_timedelta(std['new'])

Another solution is to convert values to seconds by total_seconds, but that is less accurate:

dropped['new'] = dropped['diff'].dt.total_seconds()

means = dropped.groupby('bank').mean()