def create_time_feature(series, window_size):
    """
    Transform time string of format "DD:MM:YY HH:MM:SS" into "DD:MM:YY {Number}"
    Parameters
    ----------
    series: object
        The time strings as series
    window_size: int
        Number of hours for one time step

    Returns
    -------
    Transformed time strings
    """
    # Timestring is of format
    time_strings = series.astype('str').str.split(' ')
    # After splitting it is of format: "DD:MM:YY" and "HH:MM:SS"
    # Extract the HH and divide them by window_size to get the portion of the day this hour lies in
    # Then add it to the day part of the string
    return time_strings.apply(lambda x: f'{x[0]}_' + str(int(int(x[1].split(':')[0]) / window_size)))