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Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting is the use of a model to predict future values based on previously observed values.
The conventions of this class calculate the number of days between two dates (e.g., between Date1 and Date2) as the Julian day difference. This is the function Days(StartDate, EndDate). The conventions are distinguished primarily by the amount of the CouponRate they assign to each day of the accrual period.
This problem can be seen in the spreadsheet program Microsoft Excel as of 2023, which stores dates as the number of days since 31 December 1899 (day 1 is 1 January 1900) with a fictional leap day in 1900 if using the default 1900 date system. Alternatively, if using the 1904 date system, the date is stored as the number of days since 1 January ...
Pandas (styled as pandas) is a software library written for the Python programming language for data manipulation and analysis.In particular, it offers data structures and operations for manipulating numerical tables and time series.
The Rata Die method works by adding up the number of days d that has passed since a date of known day of the week D. The day of-the-week is then given by (D + d) mod 7, conforming to whatever convention was used to encode D. For example, the date of 13 August 2009 is 733632 days from 1 January AD 1. Taking the number mod 7 yields 4, hence a ...
For example, the Gregorian date Monday, 2 December 2024 corresponds to day number 1 in the week number 49 of 2024, and is written as 2024-W49-1 (in extended form) or 2024W491 (in compact form). The ISO year is slightly offset to the Gregorian year; for example, Monday 30 December 2019 in the Gregorian calendar is the first day of week 1 of 2020 ...
The number of days between two dates, which is simply the difference in their Julian day numbers. The dates of moveable holidays, like Christian Easter (the calculation is known as Computus) followed up by Ascension Thursday and Pentecost or Advent Sundays, or the Jewish Passover, for a given year. Converting a date between different calendars.
The doomsday's anchor day calculation is effectively calculating the number of days between any given date in the base year and the same date in the current year, then taking the remainder modulo 7. When both dates come after the leap day (if any), the difference is just 365y + y / 4 (rounded down). But 365 equals 52 × 7 + 1, so after ...