[SciPy-User] Time Series Analysis in SciPy

josef.pktd@gmai... josef.pktd@gmai...
Mon Oct 10 10:23:48 CDT 2011


On Mon, Oct 10, 2011 at 11:22 AM,  <josef.pktd@gmail.com> wrote:
> 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.

too short: and nitime if you are more interested in frequency domain

Josef
>
> 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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>


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