[SciPy-Dev] pySmooth: An Object-oriented Library for Time Series Analysis

[Kenneth Odoh]

Dear Sir,

I was thinking of adding a time series library to scipy. The Python
ecosystem seems to be lacking in time series tool in comparison to their R
counterpart. I had written a library that implements a number of popular
algorithms, alongside some exotic ones.

Pysmooth ( https://github.com/kenluck2001/pySmooth ) is a new time series
library that I had written that implements the following algorithms.


   - Time difference model
   - Online ARIMA Model
   - Discrete Kalman Filter
   - Extended Kalman Filter
   - Unscented Kalman Filter

The design goals for the project consist of the following.

   - A real-time model for time series analysis.
   - A less computational intensive model thereby resulting in scalability.
   - A support for multivariate / univariate time series data.

Kindly let me know of your opinion on this package.


Kenneth Odoh
Software Engineer


############################################################
###################
All communication through this channel is considered confidential, and
should be deleted by the receiving party if it is a wrong recipient. Thanks.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/scipy-dev/attachments/20171107/2a6d4f05/attachment.html>