business-science / pytimetk

Time series easier, faster, more fun. Pytimetk.
https://business-science.github.io/pytimetk/
MIT License
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pandas polars time time-series timeseries timeseries-analysis
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pytimetk

Time series easier, faster, more fun. Pytimetk.

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Introducing pytimetk: Simplifying Time Series Analysis for Everyone

Time series analysis is fundamental in many fields, from business forecasting to scientific research. While the Python ecosystem offers tools like pandas, they sometimes can be verbose and not optimized for all operations, especially for complex time-based aggregations and visualizations.

Enter pytimetk. Crafted with a blend of ease-of-use and computational efficiency, pytimetk significantly simplifies the process of time series manipulation and visualization. By leveraging the polars backend, you can experience speed improvements ranging from 3X to a whopping 3500X. Let's dive into a comparative analysis.

Features/Properties pytimetk pandas (+matplotlib)
Speed πŸš€ 3X to 3500X Faster 🐒 Standard
Code Simplicity πŸŽ‰ Concise, readable syntax πŸ“œ Often verbose
plot_timeseries() 🎨 2 lines, no customization 🎨 16 lines, customization needed
summarize_by_time() πŸ• 2 lines, 13.4X faster πŸ• 6 lines, 2 for-loops
pad_by_time() β›³ 2 lines, fills gaps in timeseries ❌ No equivalent
anomalize() πŸ“ˆ 2 lines, detects and corrects anomalies ❌ No equivalent
augment_timeseries_signature() πŸ“… 1 line, all calendar features πŸ• 29 lines of dt extractors
augment_rolling() 🏎️ 10X to 3500X faster 🐒 Slow Rolling Operations

As evident from the table, pytimetk is not just about speed; it also simplifies your codebase. For example, summarize_by_time(), converts a 6-line, double for-loop routine in pandas into a concise 2-line operation. And with the polars engine, get results 13.4X faster than pandas!

Similarly, plot_timeseries() dramatically streamlines the plotting process, encapsulating what would typically require 16 lines of matplotlib code into a mere 2-line command in pytimetk, without sacrificing customization or quality. And with plotly and plotnine engines, you can create interactive plots and beautiful static visualizations with just a few lines of code.

For calendar features, pytimetk offers augment_timeseries_signature() which cuts down on over 30 lines of pandas dt extractions. For rolling features, pytimetk offers augment_rolling(), which is 10X to 3500X faster than pandas. It also offers pad_by_time() to fill gaps in your time series data, and anomalize() to detect and correct anomalies in your time series data.

Join the revolution in time series analysis. Reduce your code complexity, increase your productivity, and harness the speed that pytimetk brings to your workflows.

Explore more at our pytimetk homepage.

Installation

Install the latest stable version of pytimetk using pip:

pip install pytimetk

Alternatively you can install the development version:

pip install git+https://github.com/business-science/pytimetk.git

Quickstart:

This is a simple code to test the function summarize_by_time:

import pytimetk as tk
import pandas as pd

df = tk.datasets.load_dataset('bike_sales_sample')
df['order_date'] = pd.to_datetime(df['order_date'])

df \
    .groupby("category_2") \
    .summarize_by_time(
        date_column='order_date', 
        value_column= 'total_price',
        freq = "MS",
        agg_func = ['mean', 'sum'],
        engine = "polars"
    )

Documentation

Get started with the pytimetk documentation

Developers (Contributors): Installation

To install pytimetk using Poetry, follow these steps:

1. Prerequisites

Make sure you have Python 3.9 or later installed on your system.

2. Install Poetry

To install Poetry, you can use the official installer provided by Poetry. Do not use pip.

3. Clone the Repository

Clone the pytimetk repository from GitHub:

git clone https://github.com/business-science/pytimetk

4. Install Dependencies

Use Poetry to install the package and its dependencies:

poetry install

or you can create a virtualenv with poetry and install the dependencies

poetry shell
poetry install

πŸ† More Coming Soon...

We are in the early stages of development. But it's obvious the potential for pytimetk now in Python. 🐍