Time-Series Data

If your data is parametrized by a single _time_ variable, then it is essentially one-dimensional. Data of this type are analyzed in the timeseries module.

There are two distinct but related cases:

• The data is a plain function, \(\mathrbb{R} \to \mathbb{R}\). These are studied with the timeseries.Signal class.
• The data is an embedded curve, \(\mathrbb{R} \to \mathbb{R}^d\). These are studied with the timeseries.SpaceCurve class.

Of course, each component of a timeseries.SpaceCurve could be analyzed as timeserie.Signal, and a timeseries.Signal can be thought of as a timeseries.SpaceCurve with \(d=1\). However, the geometric considerations are often quite different between a simple amplitude-versus-time signal, and a trajectory in space.

timeseries	This module defines tools for geometric analysis of one-dimensional (time-series) data sets.
timeseries.Signal(values[, times])
timeseries.SpaceCurve(tn[, px, py, pz, …])	SpaceCurve is a Python class for studying curves in \(\mathbb{R}^2\) or \(\mathbb{R}^3\).