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Topic: incomplete time series - fill in missing time increments
Replies: 2   Last Post: Sep 3, 2013 3:51 PM

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Maciej O

Posts: 4
Registered: 7/15/10
incomplete time series - fill in missing time increments
Posted: Sep 2, 2013 11:27 PM
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Hi All,

I have timeseries data at 15min increments, however, due to failed sensors, loggers, or power issues, the dataset is missing some of the time steps (from hours to months). As a result, the dateset is not continuous. How would you fill in the missing dates (missing time steps)? Missing data is no issue here (it will be filled with NANs); I'm only concerned with time increments. The premise is to generate a continuous dataset, in terms of time steps. The dataset is in MM/DD/YYYY HH:MM format.
I could fill in the missing dates manually, however, there are 5.5*10^5 time steps in the dataset.

Any help would be greatly appreciated. Thanks,

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