How to save index/name of data in prediction/training

Hello guys,

I am working on a time-series prediction project, where we used about 20 features each time step to predict future data with few layers of neural network.

My problem is that to train and evaluate model with Neural Network, the index/name/date of data has to be deleted.

However in later steps I need to connect the predicted data with index/name/date, which is confusing because the predicted data are purely array of numebrs.

I wonder if there is any solution to this issue?

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Why?