Hello,
I am currently working in the field of climate and environmental data analysis which is a lot founded on the analysis, preparation and combination of time series.

About a bit more than one year ago I started to use python and the marvellous timeseries module [1]. Which offers a very convenient way to handle time series. This decision bases also on some experiences of other users [2]. Recently, I got drawn to R because the statistical functions in python are still in somewhat development. On my to do list is a result based comparison for some use cases. I am still new to R but hope to use it more often through the Rpy interface.


For an actual project I would like to use a function to apply the distribution characteristics of a short-time series on a modelled long-term time series which encloses the shorter one.

Which functions/libraries can you suggest?
Is there already a use case for this?

Thanks and kind regards,
Timmie

[1] http://pytseries.sourceforge.net/
[2] time series: Python vs. R - http://article.gmane.org/gmane.comp.python.scientific.user/14393

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