In this quick article, we will review the two basic techniques to handle missing values in Time Series.

The two techniques are the following :

  • take the last known value and make a “forward fill”, i.e to fill the values with the last known value until a new value is met
  • take the first known value after the missing values, and full the values backward

Both techniques can be illustrated this way :

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To perform a forward fill, run the following command on your data frame :

df.ffill(axis = 0)
value date
1991-07-01 3.526591
1991-08-01 3.180891
1991-09-01 3.252221

To perform a backward fill, run the following command on your data frame :

df.bfill(axis = 0)

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