[SciPy-user] scikits.timeseries : how would I plot (or calculate) monthly statistics.

Pierre GM pgmdevlist@gmail....
Wed Mar 4 14:38:46 CST 2009

On Mar 4, 2009, at 11:15 AM, Dharhas Pothina wrote:
> Given 10-15 years of timeseries data

What frequency ? Monthly ? Daily ?

> I know how to read in my timeseries and convert it to a monthly  
> frequency but I'm not sure the best way to proceed from here. I  
> guess one way would be to reshape the monthly timeseries array into  
> 12 columns and then calculate the stats on each column but I was  
> wondering if there was a more appropriate method to do this?

* If you have a monhtly frequency: just use .convert('A') and compute  
the stats for each column.

* If you have a daily frequency:
well, I'm afraid you didn't give enough information: what do you want  
for each month, what is the expected shape of the output ? Statistics  
far all the years (eg, the mean for January irrespectively of the  
year), with an output of shape (12,) ? For each year, with an output  
of shape (n, 12) and n the nb of years?
The generic idea is indeed to first convert to monthly. You end up  
with a (12*n, 31) series that you have to reshape. However, because  
you won't need the dates, I strongly advise you to work only on  
the .series part for the reshaping.

> On another note: shouldn't there be a link on this page (http://scikits.appspot.com/timeseries 
> ) to the timeseries home page http://pytseries.sourceforge.net/  .  
> The link on the appspot page (http://pypi.python.org/pypi/scikits.timeseries 
> ) doesn't work.

Thanks for reporting. We were already aware of the problem, that shall  
be fixed when timeseries will be officially released (and then, we'll  
be able to put it on pypi).

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