Re: Class for Time Series Data

beliavsky_at_aol.com
Date: 02/20/04 

Date: 20 Feb 2004 08:01:37 -0800

sdhyok@yahoo.com (sdhyok) wrote in message news:<420ced91.0402191804.49a5d91f@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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