Time series for dealing with window/point data sources, which has interpolation midful of gaps
Project description
Time Series
A time series built upon pandas for dealing with window/point data sources, which has interpolation mindful of gap’s.
Design
Each window is represented by valid_from, valid_to, value.
During interpolation, the window time range is transformed into a center point datetime.
A constraint on the data model is a predefined length of a window, this length is used to query all suitable data and compute gaps.
Gaps are determined and a mask is applied to the original data frame.
When performing a query on a data frame, missing data at the tail and head are filled in.
Sample data
Below are a visual representation of data within the tests.
Compatibility
This project is compatible with Python 3.5+, Pandas 0.19.
Development state
This library is in alpha state and is subject to revision.
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