[SciPy-User] Time Series Analysis in SciPy
Mon Oct 10 10:14:31 CDT 2011
I'm dipping my feet in statistical analysis after a long time could use some high-level guidance.
I have several historical time series and I want to be able to answer questions about them like:
- how well does series A track series B?
- is there causality between series A and B?
I think these are common questions about time series data that I'd like to answer.
How do I go about doing this?
- which set of libraries/functions should I most likely explore?
- which type of visualizations will be most intuitive to understand the results?
- implementation-wise, which is the most efficient way to store/load the data if the series are typically under 1000 samples?
- other things or resources I should keep in mind?
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