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
implementationcelerite
implementationpymc3
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:
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