Timeseries Analysis
Project description
timeseries
A Python library for the interpretation and treatment of time-series data.
pip install va-timeseries
What is it?
A set of methods to process timeseries data.
Main Features
Seasonal Decomposition -> trend -> detrend -> seasonal -> residual -> plot()
Seasonal Adjustment
timeseries.seasonal_pattern (series, period)
timeseries.series_frequencies (series)
timeseries.cycle_periods (series) <- estimate
Trending
timeseries.linear_regression (x, y)
timeseries.henderson (series, window)
timeseries.rolling_average (series, window)
Methods for identifying and describing trends in data.
Control Charts
cc = timeseries.control_chart(series, samples=8)
Predict
// predict (cycles)
Helper Methods
timeseries.fillna (series, filler=0)
timeseries.mean (series)
timeseries.standard_deviation (series)
timeseries.variance (series)
timeseries.matches (series, rule)
timeseries.f_x (series, function)
Dependencies
License
Credits
- Henderson adapted from Mark Graph's Implementation
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