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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
Jul 18 '05 #1
4 6763
sd****@yahoo.com (sdhyok) wrote in message news:<42**************************@posting.google. com>...
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


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.
Jul 18 '05 #2
Not only for ad-hoc calculations.
I am looking for some serious works for time series data,
like ts class in R.

Daehyok

be*******@aol.com wrote in message news:<30**************************@posting.google. com>...
sd****@yahoo.com (sdhyok) wrote in message news:<42**************************@posting.google. com>...
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


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.

Jul 18 '05 #3
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:
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


Jul 18 '05 #4
sdhyok schrieb:
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

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.org/>: 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.sourceforge.net/>: 3D Data Visualization
Tool
* Numeric 23.1 <http://www.pfdubois.com/numpy/>: Numerical Python
* SciPy 0.2 <http://www.scipy.org>: Scientific Library for Python
* ScientificPython 2.4.3
<http://starship.python.net/%7Ehinsen/ScientificPython/>: 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.sourceforge.net/>: An SQL Relational
Database in Python
* PySQLite 0.4.3 <http://pysqlite.sourceforge.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

Jul 18 '05 #5

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