Time Series Analysis
Master datetime manipulation. Resampling, rolling windows, and handling time-indexed data.
Master datetime manipulation. Resampling, rolling windows, and handling time-indexed data. This hands-on tutorial focuses on practical implementation of time series analysis concepts.
Module 8: Time Series Analysis
Pandas was originally built for financial modeling, so its Time Series capabilities are world-class. It handles dates, time zones, and frequency conversions with ease.
Lesson 17: Working with Dates
The datetime dtype is magical.
pd.to_datetime(col): Smartly converts strings to datetime objects.- Accessors:
.dt.year,.dt.month,.dt.day_name().
The DatetimeIndex
If you set a datetime column as the Index, you unlock powerful slicing features like df['2024-01'].
Lesson 18: Resampling & Rolling Windows
Resampling
Changing the frequency of your data (e.g., Daily -> Monthly).
df.resample('M').mean(): Calculate monthly averages.df.resample('D').sum(): Calculate daily totals.
Rolling Windows
Calculations that "slide" across the data (Moving Averages).
df.rolling(window=7).mean(): 7-day moving average.
Practice: Stock Trader
Challenge:
- Create a
pd.date_rangeof 10 days. - Create a Series with random prices for those days.
- Calculate the 3-day moving average of the price.
Quiz
Question 1 of 5Which function converts changing string dates into actual Datetime objects?
Key Takeaways
✅ pd.to_datetime is the first step for any time series.
✅ resample is like groupby, but for time frequencies.
✅ rolling is crucial for trends and moving averages.