Command line script to manipulate time series files.

## Project description

## TSToolbox - Quick Guide

The tstoolbox is a Python script to manipulate time-series on the command line or by function calls within Python. Uses pandas (http://pandas.pydata.org/) or numpy (http://numpy.scipy.org) for any heavy lifting.

### Requirements

- pandas - on Windows this is part scientific Python distributions like Python(x,y), Anaconda, or Enthought.
- mando - command line parser

### Installation

Should be as easy as running `pip install tstoolbox` or `easy_install
tstoolbox` at any command line. Not sure on Windows whether this will bring
in pandas, but as mentioned above, if you start with scientific Python
distribution then you shouldn’t have a problem.

### Usage - Command Line

Just run ‘tstoolbox –help’ to get a list of subcommands

- usage: tstoolbox [-h]
{fill,about,createts,filter,read,date_slice,describe,peak_detection,convert,equation,pick,stdtozrxp,tstopickle,accumulate,rolling_window,aggregate,replace,clip,add_trend,remove_trend,calculate_fdc,stack,unstack,plot,dtw,pca,normalization,converttz,convert_index_to_julian,pct_change,rank,date_offset} …

- about
- Display version number and system information.
- accumulate
- Calculate accumulating statistics.
- add_trend
- Add a trend.
- aggregate
- Take a time series and aggregate to specified frequency.
- calculate_fdc
- Return the frequency distribution curve.
- clip
- Return a time-series with values limited to [a_min, a_max].
- convert
- Convert values of a time series by applying a factor and offset.
- convert_index_to_julian
- Convert date/time index to Julian dates from different epochs.
- converttz
- Convert the time zone of the index.
- createts
- Create empty time series, optionally fill with a value.
- date_offset
- Apply an offset to a time-series.
- date_slice
- Print out data to the screen between start_date and end_date.
- describe
- Print out statistics for the time-series.
- dtw
- Dynamic Time Warping.
- equation
- Apply <equation_str> to the time series data.
- fill
- Fill missing values (NaN) with different methods.
- filter
- Apply different filters to the time-series.
- normalization
- Return the normalization of the time series.
- pca
- Return the principal components analysis of the time series.
- pct_change
- Return the percent change between times.
- peak_detection
- Peak and valley detection.
- pick
- Will pick a column or list of columns from input.
- plot
- Plot data.
- rank
- Compute numerical data ranks (1 through n) along axis.
- read
- Collect time series from a list of pickle or csv files.
- remove_trend
- Remove a ‘trend’.
- replace
- Return a time-series replacing values with others.
- rolling_window
- Calculate a rolling window statistic.
- stack
- Return the stack of the input table.
- stdtozrxp
- Print out data to the screen in a WISKI ZRXP format.
- tstopickle
- Pickle the data into a Python pickled file.
- unstack
- Return the unstack of the input table.

The default for all of the subcommands is to accept data from stdin (typically a pipe). If a subcommand accepts an input file for an argument, you can use “–input_ts=input_file_name.csv”, or to explicitly specify from stdin (the default) “–input_ts=’-‘”.

For the subcommands that output data it is printed to the screen and you can then redirect to a file.

### Usage - API

You can use all of the command line subcommands as functions. The function signature is identical to the command line subcommands. The return is always a PANDAS DataFrame. Input can be a CSV or TAB separated file, or a PANDAS DataFrame and is supplied to the function via the ‘input_ts’ keyword.

Simply import tstoolbox:

from tstoolbox import tstoolbox # Then you could call the functions ntsd = tstoolbox.fill(method='linear', input_ts='tests/test_fill_01.csv') # Once you have a PANDAS DataFrame you can use that as input to other # tstoolbox functions. ntsd = tstoolbox.aggregate(statistic='mean', agg_interval='daily', input_ts=ntsd)

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