In [98]: pd.DataFrame({'v':[1,2,3]},index=pd.to_timedelta([1,2,3], unit="d")).interpolate(method="time") --------------------------------------------------------------------------- ValueError Traceback (most recent call last) <ipython-input-98-9c399944f329> in <module>() ----> 1 pd.DataFrame({'v':[1,2,3]},index=pd.to_timedelta([1,2,3], unit="d")).interpolate(method="time") /usr/lib64/python2.7/site-packages/pandas/core/generic.py in interpolate(self, method, axis, limit, inplace, downcast, **kwargs) 2530 inplace=inplace, 2531 downcast=downcast, -> 2532 **kwargs) 2533 2534 if inplace: /usr/lib64/python2.7/site-packages/pandas/core/internals.py in interpolate(self, *args, **kwargs) 2402 2403 def interpolate(self, *args, **kwargs): -> 2404 return self.apply('interpolate', *args, **kwargs) 2405 2406 def shift(self, *args, **kwargs): /usr/lib64/python2.7/site-packages/pandas/core/internals.py in apply(self, f, *args, **kwargs) 2373 2374 else: -> 2375 applied = getattr(blk, f)(*args, **kwargs) 2376 2377 if isinstance(applied, list): /usr/lib64/python2.7/site-packages/pandas/core/internals.py in interpolate(self, method, axis, index, values, inplace, limit, fill_value, coerce, downcast, **kwargs) 819 inplace=inplace, 820 downcast=downcast, --> 821 **kwargs) 822 823 raise ValueError("invalid method '{0}' to interpolate.".format(method)) /usr/lib64/python2.7/site-packages/pandas/core/internals.py in _interpolate(self, method, index, values, fill_value, axis, limit, inplace, downcast, **kwargs) 880 881 # interp each column independently --> 882 interp_values = np.apply_along_axis(func, axis, data) 883 884 blocks = [make_block(interp_values, self.items, self.ref_items, /usr/lib64/python2.7/site-packages/numpy/lib/shape_base.pyc in apply_along_axis(func1d, axis, arr, *args) 77 outshape = asarray(arr.shape).take(indlist) 78 i.put(indlist, ind) ---> 79 res = func1d(arr[tuple(i.tolist())],*args) 80 # if res is a number, then we have a smaller output array 81 if isscalar(res): /usr/lib64/python2.7/site-packages/pandas/core/internals.py in func(x) 877 return com.interpolate_1d(index, x, method=method, limit=limit, 878 fill_value=fill_value, --> 879 bounds_error=False, **kwargs) 880 881 # interp each column independently /usr/lib64/python2.7/site-packages/pandas/core/common.py in interpolate_1d(xvalues, yvalues, method, limit, fill_value, bounds_error, **kwargs) 1362 if not getattr(xvalues, 'is_all_dates', None): 1363 # if not issubclass(xvalues.dtype.type, np.datetime64): -> 1364 raise ValueError('time-weighted interpolation only works ' 1365 'on Series or DataFrames with a ' 1366 'DatetimeIndex') ValueError: time-weighted interpolation only works on Series or DataFrames with a DatetimeIndex