[SciPy-User] scikits.timeseries 'Combine TimeSeries objects'

Nancy Lee nancy.leelee@yahoo....
Mon Feb 8 15:12:08 CST 2010


Thanks, Pierre, it helps a lot.
Actually, I am working on second or micro-second data, so timeseries for one date might contain big data-set.
I noticed that the minimum frequency for scikites.timeseries package is per second. Is it possible to convert it to per micro second? Is there any modified package available for the micro seconds timeseries?
Thank you :)

Nancy
 



________________________________
From: Pierre GM <pgmdevlist@gmail.com>
To: SciPy Users List <scipy-user@scipy.org>
Sent: Mon, February 8, 2010 2:15:50 PM
Subject: Re: [SciPy-User] scikits.timeseries 'Combine TimeSeries objects'

On Feb 8, 2010, at 3:09 PM, Nancy Lee wrote:
> 
>  
> Hi everyone,
>  
> I have one question about the scikits.timeseries TimeSeries objects.
> Is there any function that can combine multiple timeseries objects into one in the correctchronological order?
> For example,  I have A timeseries object with '2009-02-03' data, and B timeseries object with '2009-02-04' data, and C with '2009-02-05' data, how can I get one timeseries from 2009-02-03 to 2009-02-05 ?
> Any suggestion? thanks a lot!

Only one date per TimeSeries ? Mmh, that's not really how it's supposed to work, but hey...
Try ts.concatenate
>>>  A=ts.time_series([1],start_date="2010-01",freq="M")
>>> B=ts.time_series([2],start_date="2009-12",freq="M")
>>> C=ts.time_series([3],start_date="2010-02",freq="M")
>>> ts.concatenate((A,B,C))
timeseries([2 1 3],
  dates = [Dec-2009 ... Feb-2010],
  freq  = M)
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