[SciPy-user] time series analysis

Ben Sulman bnsulman@wisc....
Wed Dec 12 00:04:26 CST 2007


Matt Knox <mattknox_ca <at> hotmail.com> writes:

> 
> > > Wow, this looks great. But a little complex 
> > 
> > > Well, one could write functions for common tasks that fascilitate it a
> > > bit...
> 
> If you have any ideas for simplifying/improving things, we are certainly open 
> to suggestions and would love the feedback. Being a sandbox package currently, 
> there is no better time then now to get your ideas incorporated into the 
> timeseries module.
> 



Hi, I was just looking through this list for ideas on how I could better use
scipy.  My issue is that I'm working with time series data, with missing values,
that is in half-hour increments.  As far as I can tell, with the current
implementation of timeseries many operations will only work if the data has a
point for every increment of a built in frequency.  This means I have to either
put my data in hourly form, which would require averaging, or convert it to
minute frequency with missing values, which expands the size of my data by 30x.
 Is there a way around this, where I could just process half-hourly data?

Thanks for your help!  Timeseries looks like a really useful package if I can
get it to play well with my data!

Ben Sulman








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