pyg-timeseries 0.0.22

Utilities for fast timeseries analysis

pyg-timeseries

pandas is great but pyg-timeseries introduces a few improvements.

• pyg is designed so that for dataframes/series without nans, it matches pandas exactly
• consistent treatments of nan's: unlike pandas, pyg ignores nans everywhere in its calculations.
• np.ndarray and pandas dataframes are treated the same and pyg operates on np.arrays seemlessly
• state-management: pyg introduces a framework for returning not just the timeseries, but also the state of the calculation. This can be fed into the next calculation batch, allowing us not to have to 're-run' everything from the distant past.
• performance-wise, pyg is implemented via numba with performance times comparable to pandas

pip install from https://pypi.org/project/pyg-timeseries/