vtools.data.timeseries

Time series module Helpers for creating regular and irregular time series, transforming irregular to regular and analyzing gaps.

Functions

datetime_elapsed(index_or_ts[, reftime, ...])

Convert a time series or DatetimeIndex to an integer/double series of elapsed time

elapsed_datetime(index_or_ts[, reftime, ...])

Convert a time series or numerical Index to a Datetime index or series

example()

extrapolate_ts(ts[, start, end, method, val])

Extend a regular time series with newer start/end

rts(data, start, freq[, columns, props])

Create a regular or calendar time series from data and time parameters

rts_formula(start, end, freq[, valfunc])

Create a regular time series filled with constant value or formula based on elapsed seconds

time_overlap(ts0, ts1[, valid])

Check for overlapping time coverage between series Returns a tuple of start and end of overlapping periods.