我认为您使用 read_excel 和参数 parse_cols、header、index_col。然后通过iloc 和最后concat 从每一对创建DataFrames:
import pandas as pd
df = pd.read_excel('f_name.xlsx', parse_cols=[0, 1, 3, 4, 7 , 8], index_col=0, header=0)
#if you need reset NaT in index, but it is not necessary
#df.index = df.index.to_series().fillna(0)
print df
Column_val1 Unnamed: 1 Column_val2 Unnamed: 3 Column_val3
1999-01-01 4 2000-01-01 5 2000-01-01 5
1999-01-02 1 2000-01-02 7 2000-01-02 7
1999-01-03 2 2000-01-03 8 2000-01-03 8
1999-01-04 3 2000-01-04 3 2000-01-04 3
1999-01-05 3 2000-01-05 6 2000-01-05 6
1999-01-06 3 2000-01-06 9 2000-01-06 9
1999-01-07 4 2000-01-07 1 2000-01-07 1
1999-01-08 6 2000-01-08 5 2000-01-08 5
1999-01-09 8 2000-01-09 2 2000-01-09 2
1999-01-10 2 2000-01-10 3 2000-01-10 3
1999-01-11 4 2000-01-11 47 2000-01-11 47
1999-01-12 5 2000-01-12 2 2000-01-12 2
NaT NaN 2000-01-13 8 2000-01-13 8
NaT NaN 2000-01-14 2 2000-01-14 2
NaT NaN 2000-01-15 87 2000-01-15 87
NaT NaN 2000-01-16 6 2000-01-16 6
NaT NaN 2000-01-17 89 2000-01-17 89
NaT NaN NaT NaN 2000-01-18 7
NaT NaN NaT NaN 2000-01-19 8
print df['Column_val1']
1999-01-01 4
1999-01-02 1
1999-01-03 2
1999-01-04 3
1999-01-05 3
1999-01-06 3
1999-01-07 4
1999-01-08 6
1999-01-09 8
1999-01-10 2
1999-01-11 4
1999-01-12 5
NaT NaN
NaT NaN
NaT NaN
NaT NaN
NaT NaN
NaT NaN
NaT NaN
Name: Column_val1, dtype: float64
print df.set_index(df.iloc[:, 1])['Column_val2']
Unnamed: 1
2000-01-01 5
2000-01-02 7
2000-01-03 8
2000-01-04 3
2000-01-05 6
2000-01-06 9
2000-01-07 1
2000-01-08 5
2000-01-09 2
2000-01-10 3
2000-01-11 47
2000-01-12 2
2000-01-13 8
2000-01-14 2
2000-01-15 87
2000-01-16 6
2000-01-17 89
NaT NaN
NaT NaN
Name: Column_val2, dtype: float64
print df.set_index(df.iloc[:, 3])['Column_val3']
Unnamed: 3
2000-01-01 5
2000-01-02 7
2000-01-03 8
2000-01-04 3
2000-01-05 6
2000-01-06 9
2000-01-07 1
2000-01-08 5
2000-01-09 2
2000-01-10 3
2000-01-11 47
2000-01-12 2
2000-01-13 8
2000-01-14 2
2000-01-15 87
2000-01-16 6
2000-01-17 89
2000-01-18 7
2000-01-19 8
Name: Column_val3, dtype: int64
df = pd.concat([df['Column_val1'],
df.set_index(df.iloc[:, 1])['Column_val2'],
df.set_index(df.iloc[:, 3])['Column_val3'] ])
#better is use sort index
df = df.sort_index()
print df
NaT NaN
NaT NaN
NaT NaN
NaT NaN
NaT NaN
NaT NaN
NaT NaN
NaT NaN
NaT NaN
1999-01-01 4
1999-01-02 1
1999-01-03 2
1999-01-04 3
1999-01-05 3
1999-01-06 3
1999-01-07 4
1999-01-08 6
1999-01-09 8
1999-01-10 2
1999-01-11 4
1999-01-12 5
2000-01-01 5
2000-01-01 5
2000-01-02 7
2000-01-02 7
2000-01-03 8
2000-01-03 8
2000-01-04 3
2000-01-04 3
2000-01-05 6
2000-01-05 6
2000-01-06 9
2000-01-06 9
2000-01-07 1
2000-01-07 1
2000-01-08 5
2000-01-08 5
2000-01-09 2
2000-01-09 2
2000-01-10 3
2000-01-10 3
2000-01-11 47
2000-01-11 47
2000-01-12 2
2000-01-12 2
2000-01-13 8
2000-01-13 8
2000-01-14 2
2000-01-14 2
2000-01-15 87
2000-01-15 87
2000-01-16 6
2000-01-16 6
2000-01-17 89
2000-01-17 89
2000-01-18 7
2000-01-19 8
dtype: float64
#if you need remove rows where index is NaT
print df[pd.notnull(df.index)]
1999-01-01 4
1999-01-02 1
1999-01-03 2
1999-01-04 3
1999-01-05 3
1999-01-06 3
1999-01-07 4
1999-01-08 6
1999-01-09 8
1999-01-10 2
1999-01-11 4
1999-01-12 5
2000-01-01 5
2000-01-01 5
2000-01-02 7
2000-01-02 7
2000-01-03 8
2000-01-03 8
2000-01-04 3
2000-01-04 3
2000-01-05 6
2000-01-05 6
2000-01-06 9
2000-01-06 9
2000-01-07 1
2000-01-07 1
2000-01-08 5
2000-01-08 5
2000-01-09 2
2000-01-09 2
2000-01-10 3
2000-01-10 3
2000-01-11 47
2000-01-11 47
2000-01-12 2
2000-01-12 2
2000-01-13 8
2000-01-13 8
2000-01-14 2
2000-01-14 2
2000-01-15 87
2000-01-15 87
2000-01-16 6
2000-01-16 6
2000-01-17 89
2000-01-17 89
2000-01-18 7
2000-01-19 8
dtype: float64