[SciPy-dev] time series implementation approach

Pierre GM pgmdevlist at gmail.com
Wed Dec 13 10:21:19 CST 2006


On Wednesday 13 December 2006 10:31, Matt Knox wrote:
> Hi David,

David,
We're working on the same kind of data. I already have routines for my 
TimeSeries to group daily data to season (a season being defined as a group 
of months such as DJF, MAM...), and compute whatever stats on those groups. 
The bottleneck is the grouping of the data, done  entirely in Python as I 
speak no C whatsoever. It works pretty fine, but it's slow. And that's 
somehow an easy case. Matt gave me some far more gruesome examples of 
manipulation...

> Computing monthly variance can not be done easily at the moment. The
> frequency conversion code is implemented in C and the method of conversion
> is applied at the same time in one step (averaged in this example).  Pierre
> made a good suggestion that I am going to look at doing shortly, which is
> to just group the data in C and return a 2 dimensional array to python,

Well, ultimately the idea would to group a 2D array (where each column 
represents a 1D series) in C, and get a 3D array. 


> I'm still wavering on the ShiftingArray vs sub-classing MaskedArray
> approach as the backbone of the TimeSeries object. At this moment I think I
> am leaning more towards sub-classing MaskedArray (bet you didn't expect
> that, Pierre!), but who knows what I will feel like this afternoon.

Oh, you'll probably still be leaning towards MA (I'll make sure of that). And 
we can still have the ShiftingTimeSeries approach in parallel


More information about the Scipy-dev mailing list