va-timeseries 1.0.5

Timeseries Analysis

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

• matplotlib
• NumPy

License

Apache-2.0

Credits

• Henderson adapted from Mark Graph's Implementation