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Mastering pandas for Finance by Michael Heydt

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Chapter 4. Time-series

A time-series is a sequence of data points, typically consisting of successive measurements made at a regular frequency and over a specific time interval. Time-series analysis is composed of various methods for making decisions based upon the data in a time-series by extracting meaningful statistics. Time-series forecasting is the process of developing a model based upon data in a time-series, and using it to predict future values based upon previously observed values. Regression analysis is the process of testing whether one or more independent time-series affect the current value of another time-series.

There is extensive support for working with time-series data in pandas. In this chapter, we will examine representing ...

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