[SciPy-user] time series analysis

Timmie timmichelsen at gmx-topmail.de
Mon Nov 5 14:24:24 EST 2007


Thanks for your answer. 

> The package TimeSeries was designed to perform the kind of operations you want 
> (filtering, frequency conversion, handling missing data...). It is currently 
> available in the sandbox of scipy. More info here:
> http://www.scipy.org/SciPyPackages/TimeSeries
Wow, this looks great. But a little complex ;-)
Well, one could write functions for common tasks that fascilitate it a bit...


> > * filling data gaps for days or hours without valid data using statistical
> > methods like regression
> 
> This one might be a tad trickier. You may want to give pyloess a try, it's a 
> wrapper around the dloess functions. Also available in the scipy sandbox.

Any idea when there will be a first binary release of all this together with
maskedarray?

Has anyone else done this kind of things?
Maybe with a interface to R?

Regards,
Timmie




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