メインコンテンツへスキップ

ホーム Python

コース

Pythonでの時系列データ操作

中級スキルレベル

更新日 2022/05

このコースでは、時系列データの取り扱いに関する基礎を学んでいただきます。

コースを無料で開始

PythonData Manipulation

4時間

16 ビデオ

55 演習

4,700 XP

71,639

修了証明書

何千もの企業の従業員が支持

チームのトレーニングを担当していますか？

Businessをお試しください

コース説明

このコースでは、時系列データの基本的な操作方法を学びます。時系列データとは、日付や時刻の並びでインデックス付けされたデータのことです。Pandas に組み込まれた機能を使って、このインデックスを扱う方法を学びます。さらに、リサンプリングによって時系列の頻度を変更する方法も学びます。ローリング値や累積値を計算する方法も取り上げます。最後に、実際の株価データから時価総額加重の株価指数を構築し、身につけたスキルを総合的に活用します。

前提条件

Data Manipulation with pandas

1

Working with Time Series in Pandas

This chapter lays the foundations to leverage the powerful time series functionality made available by how Pandas represents dates, in particular by the DateTimeIndex. You will learn how to create and manipulate date information and time series, and how to do calculations with time-aware DataFrames to shift your data in time or create period-specific returns.

How to use dates & times with pandas

Your first time series

Indexing & resampling time series

Create a time series of air quality data

Compare annual stock price trends

Set and change time series frequency

Lags, changes, and returns for stock price series

Shifting stock prices across time

Calculating stock price changes

Plotting multi-period returns

チャプターを開始

2

Basic Time Series Metrics & Resampling

This chapter dives deeper into the essential time series functionality made available through the pandas DataTimeIndex. It introduces resampling and how to compare different time series by normalizing their start points.

Compare time series growth rates

Compare the performance of several asset classes

Comparing stock prices with a benchmark

Plot performance difference vs benchmark index

Changing the time series frequency: resampling

Convert monthly to weekly data

Create weekly from monthly unemployment data

Upsampling & interpolation with .resample()

Use interpolation to create weekly employment data

Interpolate debt/GDP and compare to unemployment

Downsampling & aggregation

Compare weekly, monthly and annual ozone trends for NYC & LA

Compare monthly average stock prices for Facebook and Google

Compare quarterly GDP growth rate and stock returns

Visualize monthly mean, median and standard deviation of S&P500 returns

チャプターを開始

3

Window Functions: Rolling & Expanding Metrics

This chapter will show you how to use window function to calculate time series metrics for both rolling and expanding windows.

Rolling window functions with pandas

Rolling average air quality since 2010 for new york city

Rolling 360-day median & std. deviation for nyc ozone data since 2000

Rolling quantiles for daily air quality in nyc

Expanding window functions with pandas

Cumulative sum vs .diff()

Cumulative return on $1,000 invested in google vs apple I

Cumulative return on $1,000 invested in google vs apple II

Case study: S&P500 price simulation

Random walk I

Random walk II

Random walk III

Relationships between time series: correlation

Annual return correlations among several stocks

チャプターを開始

4

Putting it all together: Building a value-weighted index

This chapter combines the previous concepts by teaching you how to create a value-weighted index. This index uses market-cap data contained in the stock exchange listings to calculate weights and 2016 stock price information. Index performance is then compared against benchmarks to evaluate the performance of the index you created.

Select index components & import data

Explore and clean company listing information

Select and inspect index components

Import index component price information

Build a market-cap weighted index

Calculate number of shares outstanding

Create time series of market value

Calculate & plot the composite index

Evaluate index performance

Calculate the contribution of each stock to the index

Compare index performance against benchmark I

Compare index performance against benchmark II

Index correlation & exporting to Excel

Visualize your index constituent correlations

Save your analysis to multiple excel worksheets

Congratulations!

チャプターを開始

Pythonでの時系列データ操作

コース完了

修了証明書を取得

この修了書をLinkedInや履歴書、CVに追加しましょう
ソーシャルメディアや人事評価で共有しましょう今すぐ登録

19百万人を超える学習者と共にPythonでの時系列データ操作を始めましょう！

DataCamp for Mobileでデータスキルを磨きましょう

モバイルコースと毎日の 5 分間のコーディングチャレンジで、外出先でも進歩できます。