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At the core of time-series data is time. Time-series data is a sequence of observations or data points captured in successive order and at regular time intervals. In the context of a pandas DataFrame, time-series data has an ordered index of type DatetimeIndex
, as you have seen in earlier chapters. The DatetimeIndex offers an easy and efficient slicing, indexing, and time-based grouping of data.
Being familiar with manipulating date and time in time-series data is an essential component of time series analysis and modeling. In this chapter, you will find recipes for common scenarios when working with date and time in time-series data.
Python has several built-in modules for working with date and time, such as the datetime
, time
, calendar
, and zoneinfo
modules. Additionally, there are other popular libraries in Python that further extend the capability to work with and manipulate date and time, such as dateutil
, pytz
, and arrow...