[SciPy-user] time series analysis

Timmie timmichelsen@gmx-topmail...
Mon Nov 5 07:19:56 CST 2007


Dear list members,
I am looking for some hints and recommendations.

I want to use python to analyse and evaluate (measurement) time series.

Therefore I am looking for some modules and documentation or tutorials which
could help me in

* filtering time series for a cetain criteria
* reduce them to a lower time resolution: e.g. from houly values to daily mean
values
* filling data gaps for days or hours without valid data using statistical
methods like regression
* general data quality and trend assessment

I found a conversion of the |Stat ("pipe-stat") programs written by Gary Perlman
into a python module: pstat.py -
http://www.nmr.mgh.harvard.edu/Neural_Systems_Group/gary/python/pstat.py

This can be used as a start. But I am interested in what you could recommend.

Thanks.

Kind regards,
Timmie






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