Data:
0    09:30:38
1    13:40:27
2    18:05:24
3    04:58:08
4    09:00:09
Essentially what I'd like to do is split this into three columns [hour, minute, second]
I've tried the following code but none seem to be working:
train_sample.time.hour
AttributeError: 'Series' object has no attribute 'hour'
train_sample.time.dt.hour
AttributeError: Can only use .dt accessor with datetimelike values 
pd.DatetimeIndex(train_sample.time).hour
TypeError: <class 'datetime.time'> is not convertible to datetime
This seems so simple but I can't figure it out. Any help would be much appreciated.
Use list comprehension with extract attributes of times:
import datetime as datetime
df = pd.DataFrame({'time': [datetime.time(9, 30, 38), 
                            datetime.time(13, 40, 27), 
                            datetime.time(18, 5, 24),
                            datetime.time(4, 58, 8), 
                            datetime.time(9, 0, 9)]})
print (df)
       time
0  09:30:38
1  13:40:27
2  18:05:24
3  04:58:08
4  09:00:09
df[['h','m','s']] = pd.DataFrame([(x.hour, x.minute, x.second) for x in df['time']])
Or convert to strings, split and convert to int:
df[['h','m','s']] = df['time'].astype(str).str.split(':', expand=True).astype(int)
print (df)
       time   h   m   s
0  09:30:38   9  30  38
1  13:40:27  13  40  27
2  18:05:24  18   5  24
3  04:58:08   4  58   8
4  09:00:09   9   0   9
Splitting using : and creating a dataframe with each of the split as separate column values.
import pandas as pd
d = {0: '09:30:38', 
     1: '13:40:27', 
     2: '18:05:24',
     3: '04:58:08',
     4: '09:00:09'}
df = pd.DataFrame([v.split(':') for v in d.values()], columns=['hour', 'minute', 'second'])
print(df)
Result:
  hour minute second
0   09     30     38                                        
1   13     40     27                                        
2   18     05     24                                        
3   04     58     08                                        
4   09     00     09      
Looks like your problem is really just missing the datetime accessor Use dt at the end of your Series then you can extract with the .hour method
train_sample['hour'] = train_sample.dt.hour
train_sample['minute'] = train_sample.dt.minute
train_sample['second'] = train_sample.dt.second
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