title: Converting a dataset into an HDF5 dataset
body: <p>I have a dataset that I would like to convert to an <em>HDF5</em> format. 
  It is a dataset from <a href="ftp://ftp.ncdc.noaa.gov/pub/data/ghcn/daily/" rel="nofollow">NOAA</a>.
  The directory structure is something like:</p>
  
  <pre><code>NOAA
  ├── code
  ├── ghcnd_all
  ├── ghcnd_all.tar.gz
  ├── ghcnd-stations.txt
  ├── ghcnd-version.txt
  ├── readme.txt
  └── status.txt
  </code></pre>
  
  <p>I am working with <em>pandas</em> for data analysis. The main reason I am interested in doing this is to save space, the dataset is ~25Gb.</p>
  
  <p>How can I convert this dataset into a single <em>.hdf5</em> file?</p>