/timeseries

Time series modelling and analysis

Primary LanguagePythonMIT LicenseMIT

timeseries

A collection of utilities for time series modelling and analysis

  • Trends
  • Moving averages
  • Decomposition (STL)
  • Forecasting (ETS / ARIMA)
  • Plotting (matplotlib)

See the wiki for more information.

Installation

$ pip install timeseries

Tests

Run the test suite with

$ make check

License

MIT