[SciPy-User] scikits.timeseries question

Pierre GM pgmdevlist@gmail....
Mon Nov 30 18:12:52 CST 2009

On Nov 30, 2009, at 6:58 PM, Christopher Barker wrote:
> HI all,
> Maybe I'm missing something, but I can't seem to get this to work as I'd 
> like.

I guess you're confusing DateArrays and TimeSeries. DateArrays are just arrays of dates (think a ndarray of datetime objects, or a ndarray with a datetime64 dtype). TimeSeries are like MaskedArrays, the combination of a ndarray of values with 2 others ndarrays: one array of booleans (the mask), one DateArray.

> I have a bunch of data that is indexed by "day since Jan 1, 2001". It 
> seemed I should be able to do a DateArray like this:
> In [40]: import scikits.timeseries as ts
> In [41]: sd = ts.Date(freq='D', year=2001, month=1, day=1)
> In [42]: sd
> Out[42]: <D : 01-Jan-2001>

All is well here.

> In [43]: da = ts.date_array((1,2,3,4), start_date=sd)

Check the doc for date_array: the first argument can be
        * an existing :class:`DateArray` object;
        * a sequence of :class:`Date` objects with the same frequency;
        * a sequence of :class:`datetime.datetime` objects;
        * a sequence of dates in string format;
        * a sequence of integers corresponding to the representation of 
          :class:`Date` objects.

So, what you're trying to do is to build a an array of four dates (1,2,3,4)
Instead, use that:

>>> ts.time_series((1,2,3,4),start_date=sd) 
timeseries([1 2 3 4],
   dates = [01-Jan-2001 ... 04-Jan-2001],
   freq  = D)

If you think the doc is confusing to that respect, please let me know how to improve it.
And of course, don't hesitate to contact me if you need further info

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