Making a time series analysis package in python - advice or assistancesought

[Terry Reedy]

"Ray Tomes" <ray at tomes.remove.biz> wrote in message 
news:e8kk4u$8b6$1 at lust.ihug.co.nz...
> My package will have the following capabilities:
> 1. Able to read time series data in a variety of formats.
> 2. Able to create, manipulate and save time series files.
> 3. Able to do vector arithmetic on time series, including
> dozens of functions.
> 4. Loop and macro facilities to simplify repetitive stuff.
> 5. Flexible high-resolution graphic presentation.
> 6. Built in functions to include:
> FFT / fourier analysis, MESA / maximum entropy spectral analysis,
> multiple regression, canonical correlation etc etc etc.
> I have code for all these mostly in FORTRAN, some QBASIC.

As Tim said, work with numpy/scipy.  I believe it include programs or 
modules to wrap Fortran and make Fortran function accessible from Python. 
I believe these are the same as what they used for some of the functions 
included.

If you find some broadly useful functions missing, consider making a 
contribution.  I know FFT is already included but I do not know about MESA.

Terry Jan Reedy