[SciPy-User] Status of TimeSeries SciKit

[Gael Varoquaux]

On Tue, Jul 26, 2011 at 05:58:27PM +0000, Matt Knox wrote:
> In many ways, the timeseries module is a giant hack which tries to work
> around the fact that it is missing these key foundational pieces in
> numpy.

I don't believe this statement is true. If you are doing statistics, you
think that what is really missing in numpy is missing data support. If
you are doing timeseries analysis, you are missing timeseries support. If
you are doing spatial models, you are missing unstructured spatial data
support with builtin interpolation, if you are doing general relativity,
you are missing contra/co-variant tensor support.

In my opinion, the important thing to keep in mind is that while each
domain-specific application calls for different specific data structures,
they are not universal, and you cannot stick them all in one library. The
good new is that with numpy arrays, you can build data structures and
libraries that talk more or less together, sharing the data accross
domain. However, the more you embedded your specificities in your data
structure, the more it becomes alien to people who don't have the same
usecases. For instance the various VTK data structures are amongst the
most beautiful structures for encoding spatial information. Yet most
people not coming from 3D data processing hate them, because they don't
understand them, and others are very busy reinventing the same set of
abstractions. Similarly, R is great for statistics, but people who don't
do statistics find the syntax incomprehensible and the data structures
too restrictive. Matlab is great for linear alegbra, but if you move in
N-dimensional word it gets clumsy.

My point is: let us stop dreaming that a change to core numpy will solve
our problems. I am not saying that it cannot be improved, but in my
opinion, the reason numpy is so successful is that it is actually the
intersection of many different domain-specific requirements, and not the
union.

2 cents from the peanut gallery,

Gael