Class for Time Series Data

sdhyok sdhyok at yahoo.com
Fri Feb 20 13:24:32 EST 2004


Not only for ad-hoc calculations.
I am looking for some serious works for time series data,
like ts class in R.

Daehyok

beliavsky at aol.com wrote in message news:<3064b51d.0402200801.6e58c34b at posting.google.com>...
> sdhyok at yahoo.com (sdhyok) wrote in message news:<420ced91.0402191804.49a5d91f at posting.google.com>...
> > Hi, I am trying to build up a system handling time series data a lot.
> > Do you know any well-designed python class specially for time series data?
> > Thanks in advance.
> > 
> > Shin, Daehyok
> 
> I use a 1-D Numeric array to store the data of a time series. What is
> missing in the Numeric array that you want? It is easy to write Python
> functions to compute things like the autocorrelation function or the
> coefficients of an autoregressive model, using the features of Numeric
> and the accompanying LinearAlgebra module, which can fit regressions
> via least squares.



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