Making a time series analysis package in python - advice or assistance sought

Ray Tomes ray at tomes.remove.biz
Thu Jul 6 23:24:49 EDT 2006


Hi Folks

I am an old codger who has much experience with computers
in the distant past before all this object oriented stuff.
Also I have loads of software in such languages as FORTRAN
and BASIC, QBASIC etc that is very useful except that it
really doesn't like to run on modern operating systems and
has hopeless graphics resolution and lack of ease of use in
some ways.

My desire is to get all the facilities available in my
old programs working in a modern platform with flexible
and high-res graphics and easy to use. Ideally I might
find some good coders that are interested in the subject
who would assist me, alternatively some help in getting
started because there is so much info and so many resources
and libraries etc that I don't know where to start.

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.

The applications of the package include:
1. Analysis of time series data from many branches of science.
2. Economic / business models including forecasting.
3. Markets, stocks, commodities forecasting.
4. Interdisciplinary causal analysis.
5. Many more

If you are seriously interested in this, then please contact
me by email at ray(at)tomes(dot)biz which is the email from
which this message was sent without the ".remove" part (anti-
spam measure).

Ray Tomes
http://ray.tomes.biz/
http://www.cyclesresearchinstitute.org/



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