zhengruifeng created SPARK-38844:
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Summary: impl Series.interpolate and DataFrame.interpolate
Key: SPARK-38844
URL: https://issues.apache.org/jira/browse/SPARK-38844
Project: Spark
Issue Type: Sub-task
Components: PySpark
Affects Versions: 3.4.0
Reporter: zhengruifeng
h2. Goal:
[pandas's
interpolate|https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.interpolate.html]
supports many methods, _linear_ is applied by default, other methods ( _pad_
_ffill_ _backfill_ _bifll_ ) can also be implemented in pandas API on spark.
The remainder ones ( including _quadratic_ _cubic_ _spline_ ) can not be
implemented easily since scipy is used internally and the window frame used is
complex.
Since methods ( _pad_ _ffill_ _backfill_ _bifll_ ) were already implemented in
pandas API on spark via {_}fillna{_}, so this work currently focus on
implementing the missing *linear interpolation*
h2.
h2. Impl:
To implement the linear interpolation, two extra window functions are added,
one ( _null_index_ ) is to compute the indices of missing values in each
consecutive seq, the other ({_}last_not_null{_}) is to keep the last no-missing
value.
||index||value||_null_index_forward_||_last_not_null_forward_||_null_index_backward_||_last_not_null_backward_||filled||filled
(limit=1)||
|1|nan|1|nan|1|1|-|-|
|2|1|0|1|0|1| | |
|3|nan|1|1|3|5|2.0|2.0|
|4|nan|2|1|2|5|3.0|-|
|5|nan|3|1|1|5|4.0|-|
|6|5|0|5|0|5| | |
|7|6|0|6|0|6| | |
|8|nan|1|6|2|nan|6.0|6.0|
|9|nan|2|6|1|nan|6.0|-|
* for the NANs at indices (3,4,5), we always compute the filled value via
({_}last_not_null_backward{_} - {_}last_not_null_forward{_}) /
({_}null_index_forward{_} + {_}null_index_backward{_}) * _null_index_forward_ +
_last_not_null_forward_
* for the NaN at index(1), skip it due to the default *limit_direction* =
_forward_
* for the NaN at index(8), fill it like _ffill_ with vlaue
_last_not_null_forward_
* If _limit_ is set, then NaNs with _null_index_forward_ greater than _limit_
will not be interpolated.
h2. Plan
1, impl the basic _linear interpolate_ with param _limit_
2, add param _limit_direction_
3, add param _limit_area_
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