Periodicity
Useful tools for periodicity analysis in time series data.
Documentation: https://periodicity.readthedocs.io
Currently includes:
- Auto-Correlation Function
- Spectral methods:
- Lomb-Scargle periodogram
- Wavelet Transform
- Hilbert-Huang Transform (WIP)
- Phase-folding methods:
- String Length
- Phase Dispersion Minimization
- Analysis of Variance (soon™)
- Gaussian Processes:
george
implementationcelerite
implementationpymc3
implementation (soon™)
Installation
The latest version is available to download via PyPI: pip install periodicity
.
Alternatively, you can build the current development version from source by cloning this repo (git clone https://github.com/dioph/periodicity.git
) and running pip install ./periodicity
.