From: Sanjeev Mohindra (smohindra_at_[hidden])
Date: 2007-08-06 13:03:11
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