I tried this code:
ubt = WeatherData["Ulaanbaatar",
"Temperature" , {{2006, 1, 1, 0, 0}, {2006, 1, 2, 0, 0}},
TimeZone -> +8];
shifted = TimeSeriesShift[ubt, Quantity[8, "Hour"]];
Export["UbShift2.txt", shifted]
My result is
first colums information is date and time. How to convert this absulute time to local time . For example 2015 6 1 3 0 0. Help me. :)