[python] Pandas - How to flatten a hierarchical index in columns

The most pythonic way to do this to use map function.

df.columns = df.columns.map(' '.join).str.strip()

Output print(df.columns):

Index(['USAF', 'WBAN', 'day', 'month', 's_CD sum', 's_CL sum', 's_CNT sum',
       's_PC sum', 'tempf amax', 'tempf amin', 'year'],
      dtype='object')

Update using Python 3.6+ with f string:

df.columns = [f'{f} {s}' if s != '' else f'{f}' 
              for f, s in df.columns]

print(df.columns)

Output:

Index(['USAF', 'WBAN', 'day', 'month', 's_CD sum', 's_CL sum', 's_CNT sum',
       's_PC sum', 'tempf amax', 'tempf amin', 'year'],
      dtype='object')

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