sktime.utils.data_processing.from_nested_to_multi_index

sktime.utils.data_processing.from_nested_to_multi_index(X, instance_index=None, time_index=None)[source]

Converts nested pandas DataFrame (with time series as pandas Series or NumPy array in cells) into multi-indexed pandas DataFrame.

Can convert mixed nested and primitive DataFrame to multi-index DataFrame.

Parameters
  • X (pd.DataFrame) – The nested DataFrame to convert to a multi-indexed pandas DataFrame

  • instance_index (str) – Name of the multi-index level corresponding to the DataFrame’s instances

  • time_index (str) – Name of multi-index level corresponding to DataFrame’s timepoints

Returns

X_mi – The multi-indexed pandas DataFrame

Return type

pd.DataFrame