Python Machine Learning Cookbook

Extracting statistics from time series data

One of the main reasons that we want to analyze time series data is to extract interesting statistics from it. This provides a lot of information regarding the nature of the data. In this recipe, we will take a look at how to extract these stats.

How to do it…

1. Create a new Python file, and import the following packages:

   import numpy as np
   import pandas as pd
   import matplotlib.pyplot as plt
   
   from convert_to_timeseries import convert_data_to_timeseries

2. We will use the same text file that we used in the previous recipes for analysis:

   # Input file containing data
   input_file = 'data_timeseries.txt'

3. Load both the data columns (third and fourth columns):

   # Load data data1 = convert_data_to_timeseries(input_file, 2) ...