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MaxBenChrist / awesome_time_series_in_python

This curated list contains python packages for time series analysis
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The number of time series formats is too damn high! #1

Open MaxBenChrist opened 7 years ago

MaxBenChrist commented 7 years ago

I started a file at

https://github.com/MaxBenChrist/awesome_time_series_in_python/blob/master/standardize_time_series_formats.md

to trigger a discussion regarding the time series formats for python packages to analyze time series data.

This issue should be used to discuss the file.

rtavenar commented 6 years ago

On this point, I can just inform about the choice made for tslearn (probably not ideal).

Our time series are 3d numpy arrays (to allow for multidimensional time series). As for now, we do not tackle the irregular sampling case. And to allow for time series of varying lengths to be stored in a single array, we pad shorter time series with nans. Then, in tslearn, we have a ts_size function that takes a time series and returns its actual size (when ignoring padded nans).

microprediction commented 3 years ago

I hear you loud and clear, having just put together a few examples. Every package has its own ideas. No two are the same it seems. https://github.com/microprediction/timeseries-notebooks I need a drink

mloning commented 3 years ago

@microprediction we'd welcome your feedback on sktime which tries to remedy some of these issues.

microprediction commented 3 years ago

Thanks, I'm taking a look. Btw my own most recent ruminations are embodied at https://github.com/microprediction/timemachines but I hasten to add that my scope is probably smaller. I'll try to bring in some more people to this thread, unless someone thinks there is a better place to discuss time series and canonical representations of data and models.