Pandas Time Series Analysis 3: Holidays

Time series analysis is very important in financial data analysis space. Pandas has in built support of time series functionality that makes analyzing time serieses extremely easy and efficient. In this tutorial we will cover how to handle holidays in time series analysis. Using CustomBusinessDay and AbstractHolidayCalendar you can create custom holiday calendar. USFederalHolidayCalendar is ready made calendar available in pandas library that serves as an example for those who want to create their own custom calendar.

Topics that are covered in this Python Pandas Video:
0:00 Introduction
2:12 Import USFederalHolidayCalendar classes
4:00 How to create own custom calendar in pandas?
8:11 Use observance argument in custom calendar
10:10 Weekmask argument in CustomBusinessDay()

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[khrokibul]

You are the Best Tutor for Beginners!!

[storiesshubham]

I can't believe you created custom holiday calendar 🔥🔥

[mrmuranga]

thanks.. extremely useful.. haven't seen this covered anywhere else

[ayyasamy]

You are giving nice tutorial and all the process follows step by step, awesome !!

[skkkks]

Quite comprehensive information, and yes doing alogh watching is best way to learn, Thanks

[dtsleite]

Man! Thanks for all your videos! I´ve been learn a lot!

[flamboyantperson]

Really you are the best. Just because of you I have learned python. Thank you so much. Please make videos on machine learning.

[tupaiadhikari]

Amazing. Thanks for the videos. I will now wish you on Teachers Day :-)

[himanshushekhar]

Lesson: when your basic is crystal clear then you can play with your concept.

[codebasics]

Machine learning tutorials with exercises are available at:

[garylanigan]

Fantastic video... again! Really enjoying, and learning, everything you are putting out in your videos.
Would be nice to be to import other countries' calendars besides the USFederalHolidayCalendar. A Canadian calendar would be nice, although a custom calendar is not difficult to create. Especially after watching your video!

[devanshusachdev]

Hi team codebasis,
First of all, thanks a lot for posting such a great content.
I wanna know that if we can specify holidays in the 'holidays' parameter in 'CustomBusinessDay()' (12:47) and create custom calendar then why do we need to follow the steps in the second topic of this video(How to create own custom calendar in pandas? 4:00) to do the same thing?

[DavidHernandez-cpwu]

to handle particular Holidays it is better to define a series with holidays and use a list comprehension to exclude them. So it will be always editable
rng =
holidays = pd.Series([ '2018-06-15', ....])

rng_noHolidays = pd.Series([x for x in rng if x not in holidays])

[codebasics]

Machine learning tutorials with exercises:

[Falamneaus]

love your videos man, they are super easy to get that stuff quickly!
Can I ask if you could do a series about networking and machine learning ?? that would be great !!

[asutoshpandey]

hey, dhaval watching your video in 2022, btw my birthday is also 15th of April so we are bday buddies.😄

[ArunKumar-ybjn]

Is this Time Series as in the statistical concept or just Time and Series as in pandas?

[sullivansantananajera]

I am facing this error

'ValueError: Length mismatch: Expected 22 rows, received array of length 14'

in this line:
df.set_index(rng, inplace = True)

How can I fix it?

[eatbreathedatascience]

How to have the holidays but retain the weekends ?

[muhammadmusaab]

hello sir I am having problem in code
df.set_index(rng, inplace=True)
df
it is giving error please solve it