TimesML 0.0.1

This package is used for time series data analysis

TimesML

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About

This package is used for time series data analysis. In the future, analysis methods such as statistical models and machine learning models will be incorporated so that users can easily use them.

List of module

Math

• Statistics

  This module contains statistics calculation function.

TimeSeriesAnalysis

• Chart

  Time series data related drawing function.

• Model

  This module contains time series models for forecasting.

• ProcessData

  This module contains the access and processing methods of time series data.

Simple example

    import TimeSeriesAnalysis.ProcessData as Data
    import TimeSeriesAnalysis.Chart as Chart
    import TimeSeriesAnalysis.Model as model
    import Math.Statistics as math

    lags = 2
    col_name = 'close'
    file_path = 'test_data/TWD_unittest.csv'
    stock_id = 'TWD'

    # TimeSeriesAnalysis.ProcessData
    data = Data.read_file(file_path, col_name)
    train, test = Data.split_data(data, 0.7)

    #TimeSeriesAnalysis.Chart
    chart = Chart.chart(stock_id)
    chart.historocal_trend_line_chart(data)

    # TimeSeriesAnalysis.Model
    model = model.AutoRegressive(lags)
    model.fit(train)
    model.predict(test)
    print(model.mse)  # 0.12240460258063346

TimesML (github)