Tests Test Coverage Latest release BSD-3 clause license PyPI - Python Version

Python API Function Summary

tstoolbox.accumulate([input_ts, columns, ...])

Calculate accumulating statistics.

tstoolbox.add_trend(start_offset, end_offset)

Add a trend.

tstoolbox.aggregate([input_ts, groupby, ...])

Take a time series and aggregate to specified frequency.

tstoolbox.calculate_fdc([input_ts, columns, ...])

Return the frequency distribution curve.

tstoolbox.calculate_kde([input_ts, ...])

Return the kernel density estimation (KDE) curve.

tstoolbox.clip([input_ts, start_date, ...])

Return a time-series with values limited to [a_min, a_max].

tstoolbox.convert([input_ts, columns, ...])

Convert values of a time series by applying a factor and offset.

tstoolbox.convert_index(to[, interval, ...])

Convert datetime to/from Julian dates from different epochs.

tstoolbox.convert_index_to_julian([...])

DEPRECATED: Use convert_index instead.

tstoolbox.converttz(fromtz, totz[, ...])

Convert the time zone of the index.

tstoolbox.correlation(lags[, method, ...])

Develop a correlation between time-series and potentially lags.

tstoolbox.createts([input_ts, freq, ...])

Create empty time series, optionally fill with a value.

tstoolbox.date_offset(intervals, offset[, ...])

Apply a date offset to a time-series index.

tstoolbox.date_slice([input_ts, columns, ...])

Print out data to the screen between start_date and end_date.

tstoolbox.describe([input_ts, columns, ...])

Calculate descriptive statistics for the input time-series.

tstoolbox.dtw([input_ts, columns, ...])

Dynamic Time Warping.

tstoolbox.equation(equation_str[, input_ts, ...])

Apply <equation_str> to the time series data.

tstoolbox.ewm_window([input_ts, columns, ...])

Calculate exponential weighted functions.

tstoolbox.expanding_window([input_ts, ...])

Calculate an expanding window statistic.

tstoolbox.fill([input_ts, method, ...])

Fill missing values (NaN) with different methods.

tstoolbox.filter(filter_types, filter_pass)

Apply different filters to the time-series.

tstoolbox.fit(method[, lowess_frac, ...])

Fit model to data.

tstoolbox.gof([obs_col, sim_col, stats, ...])

Calculate goodness of fit statistics between two time-series.

tstoolbox.lag(lags[, input_ts, print_input, ...])

Create a series of lagged time-series.

tstoolbox.normalization([input_ts, columns, ...])

Return the normalization of the time series.

tstoolbox.pca([input_ts, columns, ...])

Return the principal components analysis of the time series.

tstoolbox.pct_change([input_ts, columns, ...])

Return the percent change between times.

tstoolbox.peak_detection([input_ts, ...])

Peak and valley detection.

tstoolbox.pick(columns[, input_ts, ...])

Pick a column or list of columns from input [DEPRECATED].

tstoolbox.plot([input_ts, columns, ...])

Plot data.

tstoolbox.rank([input_ts, columns, ...])

Compute numerical data ranks (1 through n) along axis.

tstoolbox.read(*filenames[, force_freq, ...])

Combine time-series from different sources into single dataset.

tstoolbox.regression(method, x_train_cols, ...)

Regression of one or more time-series or indices to a time-series.

tstoolbox.remove_trend([input_ts, columns, ...])

Remove a trend.

tstoolbox.replace(from_values, to_values[, ...])

Return a time-series replacing values with others.

tstoolbox.rolling_window(statistic[, ...])

Calculate a rolling window statistic.

tstoolbox.stack([input_ts, columns, ...])

Return the stack of the input table.

tstoolbox.stdtozrxp([input_ts, columns, ...])

Print out data to the screen in a WISKI ZRXP format.

tstoolbox.tstopickle(filename[, input_ts, ...])

Pickle the data into a Python pickled file.

tstoolbox.unstack([column_names, input_ts, ...])

Return the unstack of the input table.