[SciPy-dev] timeseries moved to scikits

David Huard david.huard@gmail....
Thu Jan 24 09:22:31 CST 2008

Hi Bradford,

Before putting too much time on our respective side, maybe we should discuss
the basic implementation plan to make sure we agree on requirements and the
general layout of the code.

1) In my draft, I divided the date sequence, the data and the mask into
three separate entities. Do this seem also reasonable to you ?

2) Data is stored in a table for record arrays, and EArrray for simple
ndarrays. Using this setup, object arrays cannot be stored. One solution
could be to convert them to record arrays and store them in a table with a
flag indicating that when loaded, the data should be returned as an object

3) Dates are stored in a ISO compliant string EArray. I used EArray because
they are enlargeable. This could become handy eventually, but I don't know
if there are any counter-indications (file size, load speed, etc)

4) The mask is stored similary to the data. The only exception is that when
the mask is scalar (eg. all masked values are False), the mask is simply
stored as an attribute of the data.

5) We should decide on how and where attributes are stored (eg. fill_value,

6) Each array has its own group, so that multiple arrays can be stored in
the same file. Although this is flexible, we should think about how to
access each individual array, and possibly provide a list of the available
arrays within a file.

Waiting for your comments,


2008/1/24, Bradford Cross <bradford.n.cross@gmail.com>:
> congrats matt...i am working with someone now on merging our code that
> creates a time series repository using numy + pytables + timeseries ...
> ability to store timeseries in pytables as timeseries, numpy arrays, or ad
> hoc for heterogeneous arrays...
> On Jan 22, 2008 8:28 PM, Matt Knox <mattknox_ca@hotmail.com> wrote:
> >  The timeseries module has been moved to the scikits svn repository (
> > http://svn.scipy.org/svn/scikits/trunk/timeseries) and removed from the
> > sandbox. It installs as a scikits namespace package as per the scikits
> > convention.
> >
> > The maskedarray branch of numpy (only available in svn) is currently
> > required for the timeseries scikit. This requirement will go away once the
> > maskedarray merging is complete and an official  release of numpy has been
> > made with the new masked array module.
> >
> > I'll try to whip up a quick page on the trac site for the timeseries
> > module some time this week and port the existing documentation over to
> > there.
> >
> > - Matt
> >
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