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Time series integrity

Open ncooder opened this issue 6 months ago • 0 comments

Add built-in schema validation capabilities to pandera. It should check time series gaps based on datestamp gaps. Time series data typically requires continuous timestamps without gaps. Currently, users have to implement their own custom solutions to check for missing periods. A built-in method would be useful to verify the continuity of timestamps. For example, if you have a time series with daily data from 2010-01-01 to 2020-01-01, there shouldn't be any gaps, such as a missing entry for 2019-01-02 or any other date. This method should work for various frequencies, not just daily data.

ncooder avatar Aug 17 '24 20:08 ncooder