Which the best programming language to handle time series?

I work with CSV files containing 10-minute data of temperatures of some years of a station, and I usually perform some calculations: mean, average, correlations between two stations, correlations in different seasons, correlations day/night, …

I program this calculations by using plain Python or Microsoft Excel VBA, by using loops and simple calculations. It’s not very hard to code, but I wonder if there is a Python library or any other programming environment which helps me to save time and lines of code.

I’ve heard about ScyPy and R, and I would be very grateful if you could share any experience with these tools.

Answer

Both Python and R are excellent choices for this type of work.

If you are already using Python, then the easiest option might be to start using Numerical Python (NumPy). The tutorial provides a basic introduction. For further pointers, see the top answer to numpy: learning resources.

If you are interested in learning R, the following thread provides lots of pointers: Books for learning the R language.

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Source : Link , Question Author : user56380 , Answer Author : Community

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