dateindex.scala

import com.cloudera.sparkts._ 
import java.time.{LocalDateTime, ZoneId, ZonedDateTime}

val zone = ZoneId.systemDefault() // We need to get a time zone, so I'll just use whatever is on the machine processing the data.
// Ideally, you would have the time zone for each data point before hand.

val dtIndex = DateTimeIndex.uniformFromInterval(
  ZonedDateTime.of(LocalDateTime.parse("2016-01-04T00:00:00"), zone), // Look over a window from The first of January to the 3rd of october
  ZonedDateTime.of(LocalDateTime.parse("2016-10-03T00:00:00"), zone),
  new DayFrequency(7)) // Every seven days from Monday - Sunday will be an index