[SciPy-User] timeseries manipulate

Dharhas Pothina Dharhas.Pothina@twdb.state.tx...
Mon Jul 27 10:40:27 CDT 2009


Hi,

>From what I understand there is no direct way to do this in the timeseries package but if you search the list archives for 'pytseries custom frequencies' there is a post describing a workaround to do what you are trying to do.

- dharjhas

>>> massimiliano cannata <massimiliano.cannata@gmail.com> 7/27/2009 6:09 AM >>>
Hi folk,
I'm quite new of python, numpy and timeseries.
I have the following problem, and maybe you can help me:
- I have files with irregular time series data (at different seconds)
- I want 10m regular time series

Looking around I sow that I can get 10min freq by masking a minutely
timeseries, but how to get there?

should I manipulate arrays on my own (loop into dates array and values array
and extrapolate a new dates10min and vals10min) or there is a cheaper and
faster approach I should follow?

Up to now I figure out I could:
1. read the txt file
2. create a time series at "second" frequency
3. convert to "minute" freq with convert('MINUTE',func=ma.sum)

and then?..... I should somehow make a sum of all the values within every
minute and derive a minute freq timeseries with values only every 10min...

I hope you can understand what I mean.. :-)

Thanks,
Maxi



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