From the course: Practical Python for Time Series Analysis

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Combine multiple time series datasets

Combine multiple time series datasets - Python Tutorial

From the course: Practical Python for Time Series Analysis

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Combine multiple time series datasets

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- [Instructor] Join and preprocess multiple time series data. Starting from individual files from the Federal Reserve, you will learn how to load multiple indicators so that you can combine them in a single data frame to visualize the historical evolution of each one of them and compare throughout the years as we see in this interactive Plotly chart, however many problems will arise. The first one is that we are loading the data files individually, and not all of them follow the same frequency. For example, the CPI inflation, the first table is on a monthly basis. However, the mortgage rate, it's on a weekly basis. By the time that you combine them, you will see missing data that needs to be handled through other techniques. So we differentiate between the inner join versus the outer join. However, we are missing variation in the small data inside each one of the months because the data with lower granularity is weekly.…

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