2/22/25, 10:03 AM Time Series - Jupyter Notebook

Working with Time Series

Pandas has an extensive set of tools for working with dates, times, and timeindexed data.

Date and time data comes in a few flavors,

which we will discuss here:

Dates and Times in Python

Native Python dates and times: datetime and

dateutil
Python’s basic objects for working with dates and times reside in the built-in date time module.

Along with the third-party dateutil module, you can use it to quickly perform a host of useful
functionalities on dates and times.

For example, you can manually build a date using the datetime type:

In [1]:  from datetime import datetime

datetime(year=2015, month=7, day=4)

Out[1]: datetime.datetime(2015, 7, 4, 0, 0)

In [2]:  #using the dateutil module, you can parse dates from a variety of string fo

In [2]:  from dateutil import parser

date = parser.parse("4th of July, 2015")
date

Out[2]: datetime.datetime(2015, 7, 4, 0, 0)

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In [4]:  #Once you have a datetime object, you can do things like printing the day o
#%A- day, %w- Weekday as no..., %b-month short

In [9]:  date.strftime('%w')

Out[9]: '6'

In [6]:  #one of the standard string format codes for printing dates ("%A"),
#which can read in the strftime section of Python’s datetime documentation.

Pandas Time Series: Indexing by Time

In [7]:  #Pandas time series tools really become useful when you begin to index data
#For example, we can construct a Series object that has timeindexed data:

In [9]:  import pandas as pd

import numpy as np

In [10]:  index = pd.DatetimeIndex(['2014-07-04', '2014-08-04', '2015-07-04', '2015-0

data = pd.Series([0, 1, 2, 3], index=index)
data

Out[10]: 2014-07-04 0
2014-08-04 1
2015-07-04 2
2015-08-04 3
dtype: int64

In [11]:  #Series indexing patterns

In [12]:  data['2014-07-04':'2015-07-04']

Out[12]: 2014-07-04 0
2014-08-04 1
2015-07-04 2
dtype: int64

In [13]:  #date-only indexing operations, such as passing a year to

#obtain a slice of all data from that year:

In [14]:  data['2015']

Out[14]: 2015-07-04 2
2015-08-04 3
dtype: int64

Pandas Time Series Data Structures

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2/22/25, 10:03 AM Time Series - Jupyter Notebook

Data structures for working with time series data:

In [15]:  #pd.to_datetime() function, which can parse a wide variety of formats.

#Passing a single date to pd.to_datetime() yields a Timestamp;
#Passing a series of dates by default yields a DatetimeIndex:

In [16]:  dates = pd.to_datetime([datetime(2015, 7, 3), '4th of July, 2015',

'2015-Jul-6', '07-07-2015', '20150708'])
dates

Out[16]: DatetimeIndex(['2015-07-03', '2015-07-04', '2015-07-06', '2015-07-07',

'2015-07-08'],
dtype='datetime64[ns]', freq=None)

In [17]:  #DatetimeIndex can be converted to a PeriodIndex with the to_period() funct

#with the addition of a frequency code; here we’ll use 'D' to indicate dail

In [41]:  dates.to_period('D')

Out[41]: PeriodIndex(['2015-07-03', '2015-07-04', '2015-07-06', '2015-07-07',

'2015-07-08'],
dtype='period[D]')

In [19]:  #TimedeltaIndex is created, for example, when one date is subtracted from a

In [20]:  dates - dates[0]

Out[20]: TimedeltaIndex(['0 days', '1 days', '3 days', '4 days', '5 days'], dtype
='timedelta64[ns]', freq=None)

In [21]:  #Regular sequences: pd.date_range()

#pd.date_range() for timestamps,
#pd.period_range() for periods
#pd.timedelta_range() for time deltas.

In [22]:  pd.date_range('2015-07-03', '2015-07-10')

Out[22]: DatetimeIndex(['2015-07-03', '2015-07-04', '2015-07-05', '2015-07-06',

'2015-07-07', '2015-07-08', '2015-07-09', '2015-07-10'],
dtype='datetime64[ns]', freq='D')

In [25]:  pd.date_range('2015-07-03', periods=8)

Out[25]: DatetimeIndex(['2015-07-03', '2015-07-04', '2015-07-05', '2015-07-06',

'2015-07-07', '2015-07-08', '2015-07-09', '2015-07-10'],
dtype='datetime64[ns]', freq='D')

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In [26]:  pd.date_range('2015-07-03', periods=8, freq='H')

Out[26]: DatetimeIndex(['2015-07-03 00:00:00', '2015-07-03 01:00:00',

'2015-07-03 02:00:00', '2015-07-03 03:00:00',
'2015-07-03 04:00:00', '2015-07-03 05:00:00',
'2015-07-03 06:00:00', '2015-07-03 07:00:00'],
dtype='datetime64[ns]', freq='H')

In [27]:  #monthly periods:

In [28]:  pd.period_range('2015-07', periods=8, freq='M')

Out[28]: PeriodIndex(['2015-07', '2015-08', '2015-09', '2015-10', '2015-11', '2015

-12',
'2016-01', '2016-02'],
dtype='period[M]')

In [29]:  #sequence of durations increasing by an hour:

In [30]:  pd.timedelta_range(0, periods=10, freq='H')

Out[30]: TimedeltaIndex(['0 days 00:00:00', '0 days 01:00:00', '0 days 02:00:00',
'0 days 03:00:00', '0 days 04:00:00', '0 days 05:00:00',
'0 days 06:00:00', '0 days 07:00:00', '0 days 08:00:00',
'0 days 09:00:00'],
dtype='timedelta64[ns]', freq='H')

Frequencies and Offsets

Codes to specify any desired frequency spacing.

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In [31]:  pd.timedelta_range(0, periods=10, freq='T')

Out[31]: TimedeltaIndex(['0 days 00:00:00', '0 days 00:01:00', '0 days 00:02:00',
'0 days 00:03:00', '0 days 00:04:00', '0 days 00:05:00',
'0 days 00:06:00', '0 days 00:07:00', '0 days 00:08:00',
'0 days 00:09:00'],
dtype='timedelta64[ns]', freq='T')

#The monthly, quarterly, and annual frequencies are all marked at the end of the specified
period. Adding an S suffix to any of these marks it instead at the beginning

In [32]:  #For a frequency of 2 hours 30 minutes,

#we can combine the hour (H) and minute (T) codes as follows:

In [33]:  pd.timedelta_range(0, periods=9, freq="2H30T")

Out[33]: TimedeltaIndex(['0 days 00:00:00', '0 days 02:30:00', '0 days 05:00:00',
'0 days 07:30:00', '0 days 10:00:00', '0 days 12:30:00',
'0 days 15:00:00', '0 days 17:30:00', '0 days 20:00:00'],
dtype='timedelta64[ns]', freq='150T')

In [34]:  #we can create a business day offset directly as follows:

In [35]:  from pandas.tseries.offsets import BDay

pd.date_range('2015-07-01', periods=5, freq=BDay())

Out[35]: DatetimeIndex(['2015-07-01', '2015-07-02', '2015-07-03', '2015-07-06',

'2015-07-07'],
dtype='datetime64[ns]', freq='B')

In [ ]:  ​

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