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Conversion of TimeSeries

... to other frequencies

The following methods converts TimeSeries from one frequency to another.



Be careful not to confuse the two methods asfreq and convert.

  • asfreq simply takes every date in the dates attribute of the TimeSeries instance and changes it to the specified frequency, so the resulting series will have the same shape as the original series.
  • convert is a more complicated function that takes a series with no missing nor duplicated dates and creates a series at the new frequency with no missing nor duplicated dates and intelligently places the data from the original series into appropriate points in the new series.