Class for Time Series Data

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  • sdhyok
    #1

    Class for Time Series Data

    Hi, I am trying to build up a system handling time series data a lot.
    Do you know any well-designed python class specially for time series data?
    Thanks in advance.

    Shin, Daehyok
    Tags: None
    • beliavsky@aol.com
      #2
      Re: Class for Time Series Data

      sdhyok@yahoo.co m (sdhyok) wrote in message news:<420ced91. 0402191804.49a5 d91f@posting.go ogle.com>...[color=blue]
      > Hi, I am trying to build up a system handling time series data a lot.
      > Do you know any well-designed python class specially for time series data?
      > Thanks in advance.
      >
      > Shin, Daehyok[/color]

      I use a 1-D Numeric array to store the data of a time series. What is
      missing in the Numeric array that you want? It is easy to write Python
      functions to compute things like the autocorrelation function or the
      coefficients of an autoregressive model, using the features of Numeric
      and the accompanying LinearAlgebra module, which can fit regressions
      via least squares.

        Comment

        • sdhyok
          #3
          Re: Class for Time Series Data

          Not only for ad-hoc calculations.
          I am looking for some serious works for time series data,
          like ts class in R.

          Daehyok

          beliavsky@aol.c om wrote in message news:<3064b51d. 0402200801.6e58 c34b@posting.go ogle.com>...[color=blue]
          > sdhyok@yahoo.co m (sdhyok) wrote in message news:<420ced91. 0402191804.49a5 d91f@posting.go ogle.com>...[color=green]
          > > Hi, I am trying to build up a system handling time series data a lot.
          > > Do you know any well-designed python class specially for time series data?
          > > Thanks in advance.
          > >
          > > Shin, Daehyok[/color]
          >
          > I use a 1-D Numeric array to store the data of a time series. What is
          > missing in the Numeric array that you want? It is easy to write Python
          > functions to compute things like the autocorrelation function or the
          > coefficients of an autoregressive model, using the features of Numeric
          > and the accompanying LinearAlgebra module, which can fit regressions
          > via least squares.[/color]

            Comment

            • selwyn
              #4
              Re: Class for Time Series Data

              I have found Gustavo Niemeyer's DateUtil to be very helpful.

              https://moin.conectiva.com.br/DateUtil


              seems to have similar capabilities to R's ts...

              it extends the datetime class introduced in python2.3

              HTH
              Selwyn.

              sdhyok wrote:[color=blue]
              > Hi, I am trying to build up a system handling time series data a lot.
              > Do you know any well-designed python class specially for time series data?
              > Thanks in advance.
              >
              > Shin, Daehyok[/color]

                Comment

                • b-blochl
                  #5
                  Re: Class for Time Series Data

                  sdhyok schrieb:
                  [color=blue]
                  >Hi, I am trying to build up a system handling time series data a lot.
                  >Do you know any well-designed python class specially for time series data?
                  >Thanks in advance.
                  >
                  >Shin, Daehyok
                  >
                  >[/color]
                  Just by chance I found a new (new for me) compilation of different
                  python tools at the adress
                  http://www.enthought.com/python/


                  The content of the compilation is:


                  Python 2.3 for Windows (Enthought Edition)

                  In addition to all of the features provided with the standard Python 2.3
                  distribution, *Python 2.3 for Windows (Enthought Edition)* also includes
                  the following additional packages:

                  * wxPython 2.4.1.2 <http://www.wxpython.or g/>: wxWindows for Python
                  * PIL 1.1.4 <http://www.pythonware. com/products/pil/>: Python
                  Imaging Library
                  * VTK 4.2.2 <http://public.kitware. com/VTK/>: 3D Visualization Toolkit
                  * MayaVi 1.2 <http://mayavi.sourcefo rge.net/>: 3D Data Visualization
                  Tool
                  * Numeric 23.1 <http://www.pfdubois.co m/numpy/>: Numerical Python
                  * SciPy 0.2 <http://www.scipy.org>: Scientific Library for Python
                  * ScientificPytho n 2.4.3
                  <http://starship.python .net/%7Ehinsen/ScientificPytho n/>: A
                  collection of Python modules for scientific computing
                  * F2PY 2.35.229-1505 <http://cens.ioc.ee/projects/f2py2e/>: A
                  Fortran to Python interface generator
                  * Chaco 0.1.0 <http://www.scipy.org/site_content/chaco>: Plotting
                  toolkit for Python
                  * Traits 1.0.2 <http://www.scipy.org/site_content/traits>: Strong
                  typing for Python
                  * PyCrust 0.7.2 <http://sourceforge.net/projects/pycrust/>:
                  GUI-based Python shell
                  * ZODB3 3.1 <http://sourceforge.net/projects/zodb/>: ZODB and ZEO
                  Object DataBase
                  * Gadfly 1.0.0 <http://gadfly.sourcefo rge.net/>: An SQL Relational
                  Database in Python
                  * PySQLite 0.4.3 <http://pysqlite.source forge.net/>: A Python
                  Extension for the SQLite embedded relational database

                  May be you find there what you are looking for? (There is also a
                  compilation for python2.2 available.)

                  Basically for time series analyses you always first need a management
                  tool for the data. I think you my find that at
                  http://www.pfdubois.com/numpy/. Second you need numeric methods to
                  analyse the data. Many helpful tools you may find at
                  http://starship.python.net/~hinsen/ScientificPython/ or
                  http://www.scipy.org/. Third, may be you will have graphical
                  presentation - you also will find pythontools on the net for different
                  graphic systems.

                  For a precise answer to your specific needs you should specify your plan
                  more precisly. Time series analyses is a huge filed of interest with
                  many centers of application.

                  Best regards
                  Bernhard

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