Python Time Series Datasets (pytsdatasets)

The pytsdatasets is a python package that provides some time series datasets available R distribution and in astsa R package.

Datasets are in pandas DataFrame format.

This package could be useful for educational and/or scientific purposes.

Author

• Mario Juez-Gil <mariojg@ubu.es> Department of Computer Science - Universidad de Burgos - ADMIRABLE Research Group

Installation

This package can be installed using PIP.

pip install pytsdatasets

Basic Usage

For example, loading jj dataset is as simple as:

import pytsdatasets as tsds
tsds.jj.info()

# >> <class 'pandas.core.frame.DataFrame'>
#    PeriodIndex: 84 entries, 1960Q1 to 1980Q4
#    Freq: Q-DEC
#    Data columns (total 1 columns):
#     #   Column  Non-Null Count  Dtype
#    ---  ------  --------------  -----
#     0   data    84 non-null     float64
#    dtypes: float64(1)
#    memory usage: 1.3 KB

Available datasets

The available datasets are:

• airpassengers: The classic Box & Jenkins airline data. Monthly totals of international airline passengers, 1949 to 1960.
• co2: Monthly mean carbon dioxide (in ppm) measured at Mauna Loa Observatory, Hawaii.
• globaltemp: Global mean land-ocean temperature deviations (from 1951-1980 average), measured in degrees centigrade, for the years 1880-2015. This was an update of gtemp, but gtemp_land and gtemp_ocean are the most recent updates.
• jj: Johnson and Johnson quarterly earnings per share, 84 quarters (21 years) measured from the first quarter of 1960 to the last quarter of 1980.
• uschange: Percentage changes in quarterly personal consumption expenditure, personal disposable income, production, savings and the unemployment rate for the US, 1960 to 2016.
• h02: Total monthly scripts for pharmaceutical products falling under ATC code H02, as recorded by the Australian Health Insurance Commission. Measured in millions of scripts.

Contribute

Feel free to submit any pull requests 😊

Acknowlegments

This work was supported by the pre-doctoral grant (EDU/1100/2017) of the Consejería de Educación of the Junta de Castilla y León, Spain, and the European Social Fund.

License

This work is licensed under GNU GPL v3.

Citation policy

Please, cite this work as:

@software{pytsdatasets,
  author       = {Mario Juez-Gil},
  title        = {{mjuez/pytsdatasets}},
  month        = oct,
  year         = 2020,
  publisher    = {Zenodo},
  version      = {v1.0},
  doi          = {10.5281/zenodo.4063496},
  url          = {https://doi.org/10.5281/zenodo.4063496}
}