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sigmet

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Installation

Sigmet (Signal Metrics Toolkit) is an end-to-end solution for the detection and measurement of negative shocks in time series data.

Sigmet requires the following packages:

  • Pandas: primary data format for easy data manipulation and datetime functionality
  • Numpy: for computation
  • Statsmodels: AU3 uses statsmodel’s ARIMA and SARIMAX models for prediction
  • Matplotlib: plotting for .graph() method

To install, run the following on the command line

pip install sigmet

Example

First we instantiate an AU3 object

from sigmet import Sigmet

data = pd.read_csv('time-series.csv')
ex = Sigmet(start, end, data)
ex.fit(window_start, window_end)

# graph the result as follows
import matplotlib.pyplot as plt
fig, ax = plt.subplots()
ax = ex.graph()
plt.show()

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License

The project is licensed under the GNU General Public License.

Release files for sigmet 0.9.0

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