6 Aug
2007
6 Aug
'07
5:03 p.m.
Just doing through it now. It would be very useful. Some quick questions and comments based on very brief perusal. 1. How does one handle missing (time-series) values in this framework? So, for example, I have set up my time-series with a certain discretization and then at some point(s) along the series, I receive no data, what would be an elegant way of dealing with this situation in the library. We would also need a policy to ignore or interpolate the values of missing data. 2. I like the resampling support (Coarse_grain and Fine_grain) 3. Did I say, the library would be extremely useful. -- Sanjeev