Making a time series analysis package in python - advice or assistance sought

[Tim Leslie]

Hi Ray,

As a first step you might want to look at numpy/scipy/matplotlib

numpy (numpy.scipy.org) provides the underlying data structures (array
and matrices among other things) you require. This will handle all
your vector stuff, reading/writing to and from files, "loop macros",
etc.

scipy (www.scipy.org) provides a set of scientific programming
libraries, including stats, fft and many other things. Have a look
around and see if it already does what you want.

matplotlib (http://matplotlib.sourceforge.net/) takes care of all your
plotting needs, and plays nice with numpy and scipy.

HTH

Tim

On 7/7/06, Ray Tomes <ray at tomes.remove.biz> wrote:
> Hi Folks
>
> I am an old codger who has much experience with computers
> in the distant past before all this object oriented stuff.
> Also I have loads of software in such languages as FORTRAN
> and BASIC, QBASIC etc that is very useful except that it
> really doesn't like to run on modern operating systems and
> has hopeless graphics resolution and lack of ease of use in
> some ways.
>
> My desire is to get all the facilities available in my
> old programs working in a modern platform with flexible
> and high-res graphics and easy to use. Ideally I might
> find some good coders that are interested in the subject
> who would assist me, alternatively some help in getting
> started because there is so much info and so many resources
> and libraries etc that I don't know where to start.
>
> My package will have the following capabilities:
> 1. Able to read time series data in a variety of formats.
> 2. Able to create, manipulate and save time series files.
> 3. Able to do vector arithmetic on time series, including
> dozens of functions.
> 4. Loop and macro facilities to simplify repetitive stuff.
> 5. Flexible high-resolution graphic presentation.
> 6. Built in functions to include:
> FFT / fourier analysis, MESA / maximum entropy spectral analysis,
> multiple regression, canonical correlation etc etc etc.
> I have code for all these mostly in FORTRAN, some QBASIC.
>
> The applications of the package include:
> 1. Analysis of time series data from many branches of science.
> 2. Economic / business models including forecasting.
> 3. Markets, stocks, commodities forecasting.
> 4. Interdisciplinary causal analysis.
> 5. Many more
>
> If you are seriously interested in this, then please contact
> me by email at ray(at)tomes(dot)biz which is the email from
> which this message was sent without the ".remove" part (anti-
> spam measure).
>
> Ray Tomes
> http://ray.tomes.biz/
> http://www.cyclesresearchinstitute.org/
> --
> http://mail.python.org/mailman/listinfo/python-list
>