[SciPy-User] Status of TimeSeries SciKit

Wes McKinney wesmckinn at gmail.com
Wed Jul 27 10:23:17 EDT 2011


On Wed, Jul 27, 2011 at 10:12 AM, Gael Varoquaux
<gael.varoquaux at normalesup.org> wrote:
> On Wed, Jul 27, 2011 at 01:06:21PM +0000, Matt Knox wrote:
>> Ok, perhaps my statement was a bit harsh :) . But the point I was
>> trying to make is that the timeseries module could be dramatically
>> simplified and cleaned up internally with some of those forthcoming
>> foundational pieces in numpy,
>
> Eventhough I do not know the timeseries module, I wouldn't be surprised
> that it is indeed the case. It is probably very valuable if you are able
> to identify localized enhancements to numpy that make your life easier,
> as they might make many other people's life easier.
>
>> It just so happens that Wes' use cases (from my understanding) are
>> basically the same as mine (finance, etc). So from my own selfish point
>> of view, the idea of pandas swallowing up the timeseries module and
>> incorporating its functionality sounds kind of nice since that would
>> give ME (and probably most of the people that work in the finance
>> domain)
>
> I think that it is really great if the different packages doing time
> series analysis unite. It will probably give better packages technically,
> and there is a lot of value to the community in such work.

I agree. I already have 50% or more of the features in
scikits.timeseries, so this gets back to my fragmentation argument
(users being stuck with a confusing choice between multiple
libraries). Let's make it happen!

> Gael
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