[hdf-forum] time data

[Francesc Alted]

A Tuesday 16 June 2009 13:26:35 Mag Gam escrigué:
> If I would like to store time series data in the x column, what is the
> best data type to use?
>
> My data looks like this:
>
> 2009-10-10 12:33:43.33242
> 2009-10-10 12:33:43.33245
> 2009-10-10 12:33:43.63433
> 2009-10-10 12:33:43.73242
> 2009-10-10 12:33:43.83242
> 2009-10-10 12:33:43.93242
> 2009-10-10 12:33:43.99443
> 2009-10-10 12:33:44.43242
>
> Any thoughts?

A possibility is to use the scikits.timeseries [1] module that provides 
classes and functions for manipulating, reporting, and plotting time series of 
various frequencies.  It is a module for Python, but seems very powerful and 
also supports HDF5 (via PyTables) [2].

Of course, this is a long departure if what you want is writing a C app, but 
if you don't have this limitation, scikits.timeseries can be very fast as it 
makes a heavy use of NumPy, a high-performance module for multi-dimensional 
arrays.

[1] http://pytseries.sourceforge.net/
[2] http://pytseries.sourceforge.net/lib.database.html#pytables-hdf5

Hope that helps,

-- 
Francesc Alted

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