Package for time series analysis in python

python pandas time-series forecasting statsmodels
foc picture foc · Oct 4, 2012 · Viewed 26.8k times · Source

I am working on time series in python. The libraries which I found useful and promising are

  • pandas;
  • statsmodel (for ARIMA);
  • simple exponential smoothing is provided from pandas.

Also for visualization: matplotlib

Does anyone know a library for exponential smoothing?

Answer

jseabold picture jseabold · Oct 4, 2012

Pandas has exponentially weighted moving moment functions

http://pandas.pydata.org/pandas-docs/dev/computation.html?highlight=exponential#exponentially-weighted-moment-functions

By the way, there shouldn't be any functionality leftover in the scikits.timeseries package that is not also in pandas.

Edit: Since this is still a popular question, there is now a work in progress pull request to add more fully featured exponential smoothing to statsmodels here

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