time travel and time series analysis with pandas + statsmodels

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Time Travel and Time Series Analysis with pandas & statsmodels Alexander C. S. Hendorf @hendorf PYCON SETTE, Florence, 2016

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Page 1: Time travel and time series analysis with pandas + statsmodels

Time Travel and Time Series Analysis with pandas & statsmodels

Alexander C. S. Hendorf @hendorf

PYCON SETTE, Florence, 2016

Page 2: Time travel and time series analysis with pandas + statsmodels

Alexander C. S. Hendorf

CTO Königsweg GmbH

15+ years in software development

Always love data and new ideas

Mannheim mongoDB meet-up Organizer

mongoDB master, certified mongoDB DBA

EuroPython organizer + program chair

speaker mongoDB world NYC, CEBIT,…

Hobbies: see above

@hendorf

Page 3: Time travel and time series analysis with pandas + statsmodels

Pandas • data analysis library • simple interface • making data analysis fast, efficient and easy • started by Wes McKinney in 2008 • DataFrame object for data manipulation with integrated indexing (R) • Reshape & pivot data • Merge & join data • high-level building block for doing practical, real world data analysis in Python • database like operations • import pandas as pd

Statsmodels

is a Python module that allows users to explore data, estimate statistical models, and perform statistical tests

Page 4: Time travel and time series analysis with pandas + statsmodels

1 2 3 4 5 6 7 8 9

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pd.Series

index

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pd.DataFrame

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pandas Q'n'D

Page 6: Time travel and time series analysis with pandas + statsmodels

Year

12 Months

February

90% of March

31 31

31 31 31

31 31

30

30

30 30

28

Page 7: Time travel and time series analysis with pandas + statsmodels

RomanyearusedtostartinMarchandhad10months

2monthstherewas"no"month

solar|topicalyear

quick&funnyexplanation:https://www.youtube.com/watch?v=AgKaHTh-_Gs

Page 8: Time travel and time series analysis with pandas + statsmodels

?

Page 9: Time travel and time series analysis with pandas + statsmodels

use case

Page 10: Time travel and time series analysis with pandas + statsmodels
Page 11: Time travel and time series analysis with pandas + statsmodels

salesreport27.11.11-01.01.2012

5weeks

4weeks

4weeks

typicalquarter

November

January

DBstoredonlyassoldinmajoritymonth

Page 12: Time travel and time series analysis with pandas + statsmodels
Page 13: Time travel and time series analysis with pandas + statsmodels

2nd Call for Proposals reserved for Hot Topics

~first week of June

ADVERTISEMENT

Page 14: Time travel and time series analysis with pandas + statsmodels

Data Mangling with mongoDB the Right Way

tomorrow@17:15

Page 15: Time travel and time series analysis with pandas + statsmodels

Alexander C. S. Hendorf

@hendorf

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