Acquiring and Processing Time Series Data

In the previous chapter, we learned what a time series is and established a few standard notations and terminologies. Now, let’s switch tracks from theory to practice. In this chapter, we are going to get our hands dirty and start working with data. Although we said time series data is everywhere, we are still yet to get our hands dirty with a few time series datasets. We are going to start working on the dataset we have chosen to work on throughout this book, process it in the right way, and learn about a few techniques for dealing with missing values.

In this chapter, we will cover the following topics:

• Understanding the time series dataset
• pandas datetime operations, indexing, and slicing – a refresher
• Handling missing data
• Mapping additional information
• Saving and loading files to disk
• Handling longer periods of missing data