Pyvorin for Time Series Analysis

Rolling Statistics

Moving average, standard deviation, and percentiles in compiled loops.

def rolling_mean(series, window):
    result = []
    s = sum(series[:window])
    result.append(s / window)
    for i in range(window, len(series)):
        s += series[i] - series[i-window]
        result.append(s / window)
    return result

Seasonal Decomposition

Trend, seasonal, and residual extraction.

Forecasting

ARIMA and exponential smoothing parameter estimation.