[SciPy-User] Time Series Analysis in SciPy

josef.pktd@gmai... josef.pktd@gmai...
Mon Oct 10 10:22:14 CDT 2011


On Mon, Oct 10, 2011 at 11:14 AM, Haq, Salman <Salman.Haq@neustar.biz> wrote:
> 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?

short answer: pandas and scikits.statsmodels.

Josef

>  - 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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