Acquiring and Processing Time Series Data
In the previous chapter, we learned what a time series is and established some standard notation and terminology. 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 yet to start working with a few time series datasets. We are going to start working on the dataset we will use throughout this book, process it in the right way, and learn about a few techniques to deal 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
