How do I add a data point into scikits.timeseries
Hi everyone: I am trying to append a tuple of data, (datetime, data), into a scikits.timeserieses. I do not know the size in advance so it must be appended. Is there a way to do it efficiently as this will be a primary operation that in done in order of million times. Thanks, Leon
On Jul 31, 2009, at 2:55 PM, Leon Sit wrote:
Hi everyone:
I am trying to append a tuple of data, (datetime, data), into a scikits.timeserieses. I do not know the size in advance so it must be appended. Is there a way to do it efficiently as this will be a primary operation that in done in order of million times.
Just like with standard arrays, appending to a TimeSeries is not very efficient. Instead, you may want to consider creating a list of tuples and appending as it goes. Then, create a TimeSeries out of it at the very end.
test=[(dt.datetime(2009,01,d),f) for (d,f) in zip(range(1,16),np.random.rand(15))] # Make a tmp array tmp=np.array(test,dtype=[('dates',object),('f',float)]) ts.time_series(tmp['f'],dates=tmp['dates'])
Note that you'd have to define a frequency or you'd end up with an 'undefined' frequency...
participants (2)
-
Leon Sit
-
Pierre GM