title: pd.Timedelta conversion on a dataframe column
body: <p>I am trying to convert a dataframe column to a timedelta but am having issues.  The format that the column comes in looks like '+XX:XX:XX' or '-XX:XX:XX'</p>
  
  <p>My dataframe:</p>
  
  <pre><code>    df = pd.DataFrame({'time':['+06:00:00', '-04:00:00'],})
  </code></pre>
  
  <p>My approach:</p>
  
  <pre><code>    df['time'] = pd.Timedelta(df['time'])
  </code></pre>
  
  <p>However, I get the error:</p>
  
  <pre><code>    ValueError: Value must be Timedelta, string, integer, float, timedelta or convertible
  </code></pre>
  
  <p>When I do a simpler example:</p>
  
  <pre><code>    time = pd.Timedelta('+06:00:00')
  </code></pre>
  
  <p>I get my desired output:</p>
  
  <pre><code>    Timedelta('0 days 06:00:00')
  </code></pre>
  
  <p>What would be the approach if I wanted to convert a series into a timedelta with my desired output?</p>