Aak HN: What time series metrics API should I emulate?

  • My first thought is that time series data sets vary drastically in scale.

    For instance, there are two CPI numbers that come out once a month for about 80 years so far, or 1920 numbers total. That's "small data". Other systems collect that many numbers in a millisecond.

    I like the time series handling capabilities in pandas myself.