[Numpy-discussion] Overlapping time series

[Andreas Hilboll]

On 11.02.2014 14:08, Daniele Nicolodi wrote:
> Hello,
> 
> I have two time series (2xN dimensional arrays) recorded on the same
> time basis, but each with it's own dead times (and start and end
> recording times).  I would like to obtain two time series containing
> only the time overlapping segments of the data.
> 
> Does numpy or scipy offer something that may help in this?
> 
> I can imagine strategies about how to approach the problem, but none
> that would be efficient.  Ideas?

Take a look at pandas.  It has built-in time series functionality.

Andreas.