time series data and NumPy
BBands
bbands at gmail.com
Fri Jan 26 17:49:23 EST 2007
On Jan 26, 10:46 am, Robert Kern <robert.k... at gmail.com> wrote:
> Yes, one can make numpy arrays with "object" as its type. One can even extend
> the C-level parts as well. For example, we have an experimental package in the
> scipy sandbox for uniform time series that uses mx.DateTime.
>
> http://www.scipy.org/TimeSeriesPackage
I saw that, but I am working with irregular time series.
> This is frequently what I do. For dates, I like Modified Julian Day Numbers
> although I am sure that would horrify some people more knowledgeable than I.
Not horrified, just doing it. ;-)
jab
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