statistical functions for Date/Time data series

John Henry john106henry at hotmail.com
Fri Apr 27 01:13:07 CEST 2007


I am looking for a simple Python function for handling a set of time
series data.  For instance, I might have the following raw data
(year's worth):

1/1/2005	12:00 AM	11.24
1/1/2005	12:10 AM	12.31
1/1/2005	12:20 AM	12.06
1/1/2005	12:30 AM	11.61
1/1/2005	12:40 AM	11.12
1/1/2005	12:50 AM	11.74
1/1/2005	1:00 AM          12.59
1/1/2005	1:10 AM	         11.46
1/1/2005	1:20 AM	12.51
1/1/2005	1:30 AM	12.78
1/1/2005	1:40 AM	12.43
1/1/2005	1:50 AM	11.87
1/1/2005	2:00 AM	12.42
1/1/2005	2:10 AM	12.11
1/1/2005	2:20 AM	12.11
1/1/2005	2:30 AM	10.06
1/1/2005	2:40 AM	10.44
1/1/2005	2:50 AM	10.19
1/1/2005	3:00 AM	10.34
1/1/2005	3:10 AM	10.28
1/1/2005	3:20 AM	9.88
1/1/2005	3:30 AM	9.85
.....

and I want to know, for instance, what's the average value between
1:00AM and 2:00AM everyday for winter months, or average value every
15 minutes.....

Does anybody know if there is a package that can do rudimentary time-
series statistical analysis before I roll my own?

Thanks,




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