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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,

Apr 26 '07 #1
0 1054

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