[SciPy-user] roadmap/plans for timeseries package

Pierre GM pgmdevlist@gmail....
Sun Jan 6 23:45:48 CST 2008


>
> Definitions aside, yes the timeseries module will probably be moving to a
> scikit at some point in the not too distant future. 

I concur.

> I haven't really spoke to Pierre about the details of this yet, but I
> suspect we'll probably start doing actual "releases" once we move to a
> scikit, and providing windows binaries.

Yep. Cleaning up our sandbox on a monthly or every-other-month basis is quite 
feasible.

> > * a example data set for at least one year on a high temporal resolution:
> > 15min or at least 1h. Having such a common data set one could set up
> > tutorials examples and debug or ask questions easier because all will
> > have the same (non-confidetial) data on the disk.

For hours, you have the 'hourly' frequency. For 15min, you have the 'minutely' 
frequency, from which you can select every other 15th point.

> There was talk about sample data being included in scipy a while ago, not
> sure if this ever got anywhere. But I agree that it is worthwhile,
> especially for a timeseries module.

At the same time, there's a nice page on the scipy wiki. Maybe we could use 
that as a basis.

> > * being able to access the datetime information for calculations:
> > as I understand from my oberservation, the datetime information is not
> > really a part of the array and therefore not really available as
> > reference in a calculations. 

Mmh, not sure what you mean here. The date/time info is as much part of the 
TimeSeries object  as the mask in a masked array. Matt's example speaks for 
itself. If you think about it, that's the only real interest of the current 
version of timeseries: we don't have any real time series analysis functions 
yet (understand, finding the parameters of a ARIMA model, for example), but 
we're doing pretty good on indexing data with date/time information, and 
retrieving the data.

> > * The maskedarray function is not really good documented when it come
> > comes to some infomation behind what's in the docstrings. There are no
> > examples how to mask and data in array based upon different criteria. I
> > find it kinda hard to get the data in a datetime object in a clean
> > manner.

I'm afraid I'll side with Matt: could you be more explicit ? I have 
difficulties picturing what you mean.

> > Can I already submit bug/feature requests for time series?
> > Where?
>
> Once it becomes a scikit there may be a more systematic way of doing this,
> but for now I would recommend just emailing Pierre or myself.

Same advice. It's gonna be far faster. You can find our contact emails in 
every file (not ultra wise, yes, but eh, that's consumer service ;)


More information about the SciPy-user mailing list