[SciPy-User] Status of TimeSeries SciKit

Wes McKinney wesmckinn@gmail....
Sun Aug 7 15:26:28 CDT 2011


On Sat, Jul 30, 2011 at 7:40 AM, Tim Michelsen
<timmichelsen@gmx-topmail.de> wrote:
>>> Since most of my code for meteorological data evaluations is based on
>>> it, I would be happy to receive infomation on the conclusion and how I
>>> need to adjust my code to upkeep with new developments.
>>
>> When it gets to that point I'd be happy to help (including looking at
>> some of your existing code and data).

Sorry I've been out of commission for the last week or so.

> In short my process goes like:
> * QC of incoming measurements data
> * visualisation and statistics (basics, disribution analysis)
> * reporting
> * back & forcasting with other (modeled) data
> * preparation of result data sets
>
> When it comes to QC I would need:
> * check on missing dates (i.e. failure of aquisitition equipment)
> * check on double dates (= failure of data logger)
> * data integrity and plausability tests with certain filters/flags
>
> All these need to be reported on:
> * data recovery
> * invalid data by filter/flag type
>
> So far, I have been using the masked arrays. Mainly because it is heaily
>  used in the time series scikit and transfering masks from on array to
> another is quite once you learned the basics.
>
> Would you work these items out in pandas, as well?

I would need to look at code and see the concrete use cases. As with
anything else, you adapt solutions to your problems based on your
available tools.

> P.S. Your presentation "Time series analysis in Python with statsmodels"
> is really cool and has shown me good aspects about the HP filters
>

Thanks...still lots to do on the TSA front. The filtering work has all
been Skipper's.

> Regards,
> Timmie
>
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