[SciPy-User] scikits.timeseries 'Combine TimeSeries objects'

[Pierre GM]

On Feb 8, 2010, at 4:12 PM, Nancy Lee wrote:
> 
> Thanks, Pierre, it helps a lot.
> Actually, I am working on second or micro-second data, so timeseries for one date might contain big data-set.

I figured that would be the case ;)

> I noticed that the minimum frequency for scikites.timeseries package is per second. Is it possible to convert it to per micro second? Is there any modified package available for the micro seconds timeseries?

No, not yet. It's on the to-do list, but we haven't come to it yet. It's not especially complicated (we'd just have to write some conversion functions, mostly), just time consuming. 
An alternative would be to use the upcoming "datetime74" dtype in numpy, that will allow far more flexibility in terms of frequency definition. Unfortunately, it's still very experimental, and I haven't started working on mergng it w/ our DateArray class.
So, sorry but you're unfortunately out of luck for the moment.
In any case, let us know how it goes.