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/

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Author: Yoav Git

License

GNU General Public License v3 (GPLv3)

Requires

Python >=3.6

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