[SciPy-user] time series analysis

Pierre GM pgmdevlist@gmail....
Mon Nov 5 10:03:07 CST 2007


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

The package TimeSeries was designed to perform the kind of operations you want 
(filtering, frequency conversion, handling missing data...). It is currently 
available in the sandbox of scipy. More info here:
http://www.scipy.org/SciPyPackages/TimeSeries

> * filling data gaps for days or hours without valid data using statistical
> methods like regression

This one might be a tad trickier. You may want to give pyloess a try, it's a 
wrapper around the dloess functions. Also available in the scipy sandbox.


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