概述

s = pd.Series([[0,1],[2,3,4]],index=[2011,2012])

s
Out[103]: 
2011       [0,1]
2012    [2,4]
dtype: object

s.apply(pd.Series).stack()
Out[104]: 
2011  0    0.0
      1    1.0
2012  0    2.0
      1    3.0
      2    4.0
dtype: float64

a = list(range(14))
b = list(range(20,34))

df = pd.DataFrame({'ID': [11111,11111,11112,11112],'Year': [2011,2012,2011,2012],'A': [a[:3],a[3:7],a[7:10],a[10:14]],'B': [b[:3],b[3:7],b[7:10],b[10:14]]})

df
Out[108]: 
                  A                 B     ID  Year
0         [0,1,2]      [20,21,22]  11111  2011
1      [3,4,5,6]  [23,24,25,26]  11111  2012
2         [7,8,9]      [27,28,29]  11112  2011
3  [10,11,12,13]  [30,31,32,33]  11112  2012

# set an index (each column will inherit it)
df2 = df.set_index(['ID','Year'])
# the trick
unnested_lst = []
for col in df2.columns:
    unnested_lst.append(df2[col].apply(pd.Series).stack())
result = pd.concat(unnested_lst,axis=1,keys=df2.columns)

result
Out[115]: 
                 A     B
ID    Year              
11111 2011 0   0.0  20.0
           1   1.0  21.0
           2   2.0  22.0
      2012 0   3.0  23.0
           1   4.0  24.0
           2   5.0  25.0
           3   6.0  26.0
11112 2011 0   7.0  27.0
           1   8.0  28.0
           2   9.0  29.0
      2012 0  10.0  30.0
           1  11.0  31.0
           2  12.0  32.0
           3  13.0  33.0

# DatetimeIndex
years = pd.to_datetime(result.index.get_level_values(1).astype(str))
# timedeltaIndex
days = pd.to_timedelta(result.index.get_level_values(2),unit='D')
# If the above line doesn't work (a bug in pandas),try this:
# days = result.index.get_level_values(2).astype('timedelta64[D]')

# the sum is again a DatetimeIndex
dates = years + days
dates.name = 'Date'

new_index = pd.MultiIndex.from_arrays([result.index.get_level_values(0),dates])

result.index = new_index

result
Out[130]: 
                     A     B
ID    Date                  
11111 2011-01-01   0.0  20.0
      2011-01-02   1.0  21.0
      2011-01-03   2.0  22.0
      2012-01-01   3.0  23.0
      2012-01-02   4.0  24.0
      2012-01-03   5.0  25.0
      2012-01-04   6.0  26.0
11112 2011-01-01   7.0  27.0
      2011-01-02   8.0  28.0
      2011-01-03   9.0  29.0
      2012-01-01  10.0  30.0
      2012-01-02  11.0  31.0
      2012-01-03  12.0  32.0
      2012-01-04  13.0  33.0

总结

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