mkaranasou / periodicity

Useful tools for periodicity analysis in time series data.

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 implementation
  • celerite implementation
  • pymc3 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.