[SciPy-User] Time Series Analysis in SciPy

Haq, Salman Salman.Haq@neustar....
Mon Oct 10 10:14:31 CDT 2011


Hi All,

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?
 - etc....

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?

Thanks,
Salman




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