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Florian WilhelmFlorian Wilhelm
Florian Wilhelm
authored and
Florian Wilhelm
committed
Added some example timeseries
1 parent 3739ce6 commit 677c3cc

14 files changed

+1349
-12
lines changed

‎COPYING

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@@ -27,3 +27,15 @@ CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
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LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
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OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
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DAMAGE.
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-------------------------------------------------------------------------------
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The time series data provided by PyDSE in the pydse/data folder are subject
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to the "default open license" of DataMarket (http://datamarket.com/):
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Licence summary
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You may copy and redistribute the data. You may make derivative works from the
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data. You may use the data for commercial purposes. You may not sublicence the
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data when redistributing it. You may not redistribute the data under a
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different license. Source attribution on any use of this data: Must refer
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source.

‎MANIFEST.in

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include versioneer.py
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include *.txt
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include *.rst
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include pydse/data/*.csv
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recursive-include pydse *.py *.c *.h *.pxd *.pyx
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recursive-include docs *.rst *.py

‎pydse/arma.py

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@@ -66,23 +66,20 @@ def _get_num_non_consts(self):
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@property
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def non_consts(self):
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A = self.A[~self.Aconst]
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B = self.B[~self.Bconst]
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C = self.C[~self.Cconst]
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return np.hstack([A, B, C])
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a = self.A[~self.Aconst]
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b = self.B[~self.Bconst]
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c = self.C[~self.Cconst]
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return np.hstack([a, b, c])
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@non_consts.setter
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def non_consts(self, values):
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a, b, c = self._get_num_non_consts()
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if values.size != a + b + c:
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parts = np.cumsum(self._get_num_non_consts())
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if values.size != parts[2]:
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raise ARMAError("Number of values does not equal number "
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"of non-constants")
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A_values = values[:a]
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B_values = values[a:a + b]
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C_values = values[a + b:a + b + c]
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self.A[~self.Aconst] = A_values
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self.B[~self.Bconst] = B_values
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self.C[~self.Cconst] = C_values
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self.A[~self.Aconst] = values[:parts[0]]
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self.B[~self.Bconst] = values[parts[0]:parts[1]]
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self.C[~self.Cconst] = values[parts[1]:parts[2]]
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def _check_consistency(self, A, B, C, TREND):
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if A is None:

‎pydse/data/__init__.py

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# -*- encoding: utf-8 -*-
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"""
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Example data files taken from DataMarket (http://datamarket.com/).
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Data is under the default open license:
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http://datamarket.com/data/license/0/default-open-license.html
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"""
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from __future__ import division, print_function, absolute_import
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import os
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import inspect
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import numpy as np
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import pandas as pd
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__author__ = "Florian Wilhelm"
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__copyright__ = "Blue Yonder"
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__license__ = "new BSD"
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__location__ = os.path.join(
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os.getcwd(), os.path.dirname(inspect.getfile(inspect.currentframe())))
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def _get_df_from_file(filename):
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path = os.path.join(__location__, filename)
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return pd.DataFrame.from_csv(path, sep=";")
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def airline_passengers():
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"""
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Monthly totals of international airline passengers in thousands,
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Jan 1949 - Dec 1960
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"""
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return _get_df_from_file("international-airline-passengers.csv")
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def m1_us():
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"""
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Monthly M1 U.S., Jan 1959 - Feb 1992
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"""
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return _get_df_from_file("m1-us-1959119922.csv")
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def cpi_canada():
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"""
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Monthly CPI, Canada, Jan 1950 - Dec 1973
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"""
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return _get_df_from_file("monthly-cpi-canada-19501973.csv")
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def sales_product():
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"""
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Monthly sales of a plastic manufacturer'product, Jan 2001 - May 2012
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"""
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return _get_df_from_file("monthly-sales-of-product-a-for-a.csv")
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def sales_cola():
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"""
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Monthly sales of Tasty Cola, Jan 2001 - Mar 2012
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"""
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return _get_df_from_file("monthly-sales-of-tasty-cola.csv")
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def sales_shampoo():
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"""
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Monthly sales of shampoo, Jan 2001 - Mar 2012
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"""
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return _get_df_from_file("sales-of-shampoo-over-a-three-ye.csv")
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def sales_petroleum():
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"""
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Monthly sales of petroleum and related products in the U.S.,
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Jan 1971 - Dec 1991
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"""
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return _get_df_from_file("us-monthly-sales-of-petroleum-an.csv")

‎pydse/data/international-airline-passengers.csv

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"Month";"Passengers"
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"1949-01";112
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"1949-02";118
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"1949-03";132
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"1949-04";129
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"1949-05";121
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"1949-06";135
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"1949-07";148
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"1949-08";148
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"1949-09";136
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"1949-10";119
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"1949-11";104
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"1949-12";118
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"1950-01";115
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"1950-02";126
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"1950-03";141
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"1950-04";135
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"1950-05";125
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"1950-06";149
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"1950-07";170
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"1950-08";170
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"1950-09";158
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"1950-10";133
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"1950-11";114
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"1950-12";140
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"1951-01";145
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"1951-02";150
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"1951-03";178
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"1951-04";163
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"1951-05";172
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"1951-06";178
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"1951-07";199
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"1951-08";199
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"1951-09";184
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"1951-10";162
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"1951-11";146
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"1951-12";166
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"1952-01";171
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"1952-02";180
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"1952-03";193
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"1952-04";181
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"1952-05";183
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"1952-06";218
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"1952-07";230
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"1952-08";242
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"1952-09";209
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"1952-10";191
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"1952-11";172
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"1952-12";194
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"1953-01";196
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"1953-02";196
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"1953-03";236
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"1953-04";235
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"1953-05";229
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"1953-06";243
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"1953-07";264
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"1953-08";272
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"1953-09";237
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"1953-10";211
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"1953-11";180
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"1953-12";201
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"1954-01";204
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"1954-02";188
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"1954-03";235
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"1954-04";227
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"1954-05";234
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"1954-06";264
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"1954-07";302
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"1954-08";293
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"1954-09";259
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"1954-10";229
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"1954-11";203
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"1954-12";229
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"1955-01";242
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"1955-02";233
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"1955-03";267
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"1955-04";269
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"1955-05";270
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"1955-06";315
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"1955-07";364
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"1955-08";347
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"1955-09";312
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"1955-10";274
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"1955-11";237
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"1955-12";278
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"1956-01";284
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"1956-02";277
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"1956-03";317
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"1956-04";313
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"1956-05";318
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"1956-06";374
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"1956-07";413
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"1956-08";405
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"1956-09";355
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"1956-10";306
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"1956-11";271
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"1956-12";306
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"1957-01";315
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"1957-02";301
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"1957-03";356
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"1957-04";348
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"1957-05";355
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"1957-06";422
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"1957-07";465
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"1957-08";467
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"1957-09";404
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"1957-10";347
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"1957-11";305
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"1957-12";336
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"1958-01";340
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"1958-02";318
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"1958-03";362
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"1958-04";348
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"1958-05";363
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"1958-06";435
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"1958-07";491
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"1958-08";505
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"1958-09";404
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"1958-10";359
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"1958-11";310
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"1958-12";337
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"1959-01";360
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"1959-02";342
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"1959-03";406
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"1959-04";396
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"1959-05";420
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"1959-06";472
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"1959-07";548
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"1959-08";559
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"1959-09";463
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"1959-10";407
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"1959-11";362
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"1959-12";405
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"1960-01";417
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"1960-02";391
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"1960-03";419
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"1960-04";461
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"1960-05";472
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"1960-06";535
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"1960-07";622
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"1960-08";606
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"1960-09";508
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"1960-10";461
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"1960-11";390
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"1960-12";432

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