statistical functions for Date/Time data series

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  • John Henry

    #1

    statistical functions for Date/Time data series

    I am looking for a simple Python function for handling a set of time
    series data. For instance, I might have the following raw data
    (year's worth):

    1/1/2005 12:00 AM 11.24
    1/1/2005 12:10 AM 12.31
    1/1/2005 12:20 AM 12.06
    1/1/2005 12:30 AM 11.61
    1/1/2005 12:40 AM 11.12
    1/1/2005 12:50 AM 11.74
    1/1/2005 1:00 AM 12.59
    1/1/2005 1:10 AM 11.46
    1/1/2005 1:20 AM 12.51
    1/1/2005 1:30 AM 12.78
    1/1/2005 1:40 AM 12.43
    1/1/2005 1:50 AM 11.87
    1/1/2005 2:00 AM 12.42
    1/1/2005 2:10 AM 12.11
    1/1/2005 2:20 AM 12.11
    1/1/2005 2:30 AM 10.06
    1/1/2005 2:40 AM 10.44
    1/1/2005 2:50 AM 10.19
    1/1/2005 3:00 AM 10.34
    1/1/2005 3:10 AM 10.28
    1/1/2005 3:20 AM 9.88
    1/1/2005 3:30 AM 9.85
    ......

    and I want to know, for instance, what's the average value between
    1:00AM and 2:00AM everyday for winter months, or average value every
    15 minutes.....

    Does anybody know if there is a package that can do rudimentary time-
    series statistical analysis before I roll my own?

    Thanks,

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