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A library for Time-Series exploration, analysis & modelling.

Project description

tseuler

A library for Time Series exploration, analysis & modelling. This includes -

As of now, this libray is in pre-alpha phase, i.e there is a lot of work still left before its first stable release.

TSMAD - Time Series Mini Analysis DashBoard.

Functionalities Include

- A mini Dashboard for Time Series Analysis, with multiple variations to each kind of analysis
- Inbuilt Freqency Variation analysis
- Intervention Analysis (In Future) 

TSSTATS - Time Series Statistical & Modelling Functions

Functionalities Include:

- Rolling Origin Framework (Currently Supports - statsmodels, sklearn, sklearn) for both multi-variate and uni-variate
- Residual Diagnostics
- Statistical Tests
- Entropy Calculations
- Intervention Analysis (In Future)

Example


Installation


Installation

pip install tseuler

Usage


  • Instantiating a DashBoard

    import pandas as pd
    import tseuler as tse
    # Read the Time Series DataFrame
    dataDF = pd.read_csv('Raw Data/stocks_data.csv', index_col=0)
    tsmadObj = tse.TSMAD(tsdata = dataDF, data_desc = 'Stocks Data',
                     target_columns = ['close'], categorical_columns = ['Name'],
                     dt_format = '%Y-%m-%d', dt_freq = 'B',
                     how_aggregate = {'open':'first', 'high':'max', 'low':'min', 'close':'last'},
                     force_interactive = True)
    tsmadObj.get_board()
    

tseuler has been built upon:-


  • pandas
  • numpy
  • panel
  • altair
  • matplotlib
  • statsmodels

History


v0.0.4dev0 : Development Package

  • Added TSMAD
  • Added TSSTATS

Project details


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