How to Convert Irregular Time Series to Regular Monthly/Daily Frequency for Model Input?

[shengweixu-2]

Hello,

I am currently working with a time series dataset where the dates are irregular (for example, the first entry is on January 15th, 2020, the second entry is on February 27th, 2020, and the third entry is on April 2nd, 2020). The data does not follow a fixed frequency, and I need to modify the time series so that it fits a regular frequency (such as monthly or daily) to be used as input for a model.

Could someone help guide me on how to handle this situation? What steps can I take to convert my irregular time series into a regular time series with fixed intervals?

Any advice or resources would be greatly appreciated!

Thank you!