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Useful tools for periodicity analysis in time series data.

Project description

Periodicity

Useful tools for analysis of periodicities in time series data.

Documentation: https://periodicity.readthedocs.io

Currently includes:

  • Auto-Correlation Function
  • Spectral methods:
    • Lomb-Scargle periodogram
    • Wavelet Transform
    • Hilbert-Huang Transform (WIP)
  • Phase-folding methods:
    • String Length
    • Phase Dispersion Minimization
    • Analysis of Variance (soon™)
  • Gaussian Processes:
    • george implementation
    • celerite implementation
    • pymc3 implementation (soon™)

Quick start

Installing current release from pypi (v0.1.0b2)

$ pip install periodicity

Installing current development version (v1.0b1)

$ git clone https://github.com/dioph/periodicity.git
$ cd periodicity
$ pip install .

Visualization of this example:

gp_example

gp_example

Project details


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