Time Series¶
This class represents a univariate time series. It allows for the storage of time indexed values as well as metadata. The constructor guarantees the monotonic increasing character of a time series.
Warning
The aim of a TimeSeries object is to be immutable
Constructor¶
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A TimeSeries object is a series of time indexed values. |
Methods¶
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Creates an empty TimeSeries object with the period as index |
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Plot a TimeSeries |
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Copy a TimeSeries |
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Split a TimeSeries at a defined point and include the splitting point in both as in [start,…,at] and [at,…,end]. |
Split a TimeSeries into chunks of length n |
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Fill a TimeSeries with values |
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Empty the TimeSeries (fill all values with NaNs) |
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Pad a TimeSeries until a given limit |
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Remove NaNs from a TimeSeries start, end or both |
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Merge two time series and make sure all the given indexes are sorted. |
Processing¶
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Wrapper around the Pandas apply function |
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Convert TimeSeries to specified frequency. |
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Groups values by a frequency. |
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Wrapper around the Pandas interpolate() method. |
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Normalize a TimeSeries with a given method |
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Round the values in the series.values |
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Sort a TimeSeries by time stamps |
Analysis¶
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Get the minimum value of a TimeSeries |
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Get the maximum value of a TimeSeries |
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Get the mean value of a TimeSeries |
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Get the median value of a TimeSeries |
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Get the skewness of a TimeSeries |
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Get the kurtosis of a TimeSeries |
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Describe a TimeSeries with the describe function from Pandas |
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Get the first Timestamp of a TimeSeries |
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Get the last Timestamp of a TimeSeries |
Get a tuple with the TimeSeries first and last index |
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Get the frequency of a TimeSeries |
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Get the duration of the TimeSeries |