Skip to content

Time Series Manipulation

adamklein edited this page Mar 15, 2012 · 11 revisions

Purpose

It has been agreed upon on the Mailing List, that functionality of the TimeSeries Scikit into Pandas. This page shall list

  • workflows in different fields of science
  • required functionality
  • link to already developed code as input

Maybe that needed functionality already exists with pandas. In this case, useful examples are needed.

Workflows

Please list your workflows below in order to enable fellow developers to consider your use case.

Required Functionality from TimeSeries Scikit

The following functions from the scikit shall be ported to pandas:

Additional functionality

Following functionality could be added for convenient timeseries manipulation:

  • support for aggregated series: e.g. long-term averages of hourly data

3/15 Remaining missing features from skts code

  • all the frequency constants
  • extras.py
    • convert_to_annual
    • guess_freq
    • tsfromtxt (ts file loading, saving)
  • parser.py
    • incorporate in addition to default dateutil parser
  • tseries.py
    • has_missing_dates
    • is_full (opposite of has_missing dates)
    • pct, pct_log, pct_symmetric
  • lib/plotlib.py
    • fancy plotting

additional notes: need to expose strftime on interval to user code

Clone this wiki locally