freqb - in practiceupsampling lower frequency data to higherregular frequency is fine solutionbut in the more general irregular time series case it may be poor fit consider an irregularly sampled time series from the same general time periodin [ ]dates pd datetimeindex(['''''''''''']in [ ]ts series(np random randn( )index=datesin [ ]ts out[ ]- - - if you wanted to add the "as ofvalues in ts (forward fillingto ts one option would be to resample both to regular frequency then addbut if you want to maintain the date index in ts using reindex is more precise solutionin [ ]ts reindex(ts indexmethod='ffill'out[ ]nan - - - in [ ]ts ts reindex(ts indexmethod='ffill'out[ ]nan - - - - using periods instead of timestamps periods (representing time spansprovide an alternate means of working with different frequency time seriesespecially financial or economic series with annual or quarterly frequency having particular reporting convention for examplea company might announce its quarterly earnings with fiscal year ending in junethus having -jun frequency consider pair of macroeconomic time series related to gdp and inflationin [ ]gdp series([ ]index=pd period_range(' 'periods= freq=' -sep')data munging topics www it-ebooks info