Time Series Data Formats Made Easy

Chris Kuo/Dr. Dataman
Dataman in AI
Published in
14 min readApr 6, 2024

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The Pandas data frame in most cases is sufficient to handle time series data. If the data is univariate time series, a Pandas series with a time index will work just fine. If the data is multivariate time series, a 2-dimensional Pandas data frame will work well. But how about a time series with probabilistic forecasts that have multiple values in each period? Figure (A) shows a multivariate case with the sales and temperature…

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Chris Kuo/Dr. Dataman
Dataman in AI

The Dataman articles are my reflections on data science and teaching notes at Columbia University https://sps.columbia.edu/faculty/chris-kuo