Skipper, thanks for your input. On Fri, Mar 7, 2014 at 2:18 PM, Skipper Seabold <jsseab...@gmail.com> wrote: > On Fri, Mar 7, 2014 at 2:01 PM, Vijay Desai <vijay.de...@gmail.com> wrote: >> >> It is actually commodities futures data. >> >> Another way to handle missing data could be to estimate covariance >> matrix by ignoring the missing values and then determine eigenvectors >> of the covariance matrix to obtain principal components. > > > I'm dealing with similar issues in macroeconomics/forecasting (diffusion > indexes, factor analysis). I'm using pandas and imputing some values before > doing dimension reduction via moving average or Kalman smoother. YMMV. > > Skipper > > ------------------------------------------------------------------------------ > Subversion Kills Productivity. Get off Subversion & Make the Move to > Perforce. > With Perforce, you get hassle-free workflows. Merge that actually works. > Faster operations. Version large binaries. Built-in WAN optimization and > the > freedom to use Git, Perforce or both. Make the move to Perforce. > http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general >
------------------------------------------------------------------------------ Subversion Kills Productivity. Get off Subversion & Make the Move to Perforce. With Perforce, you get hassle-free workflows. Merge that actually works. Faster operations. Version large binaries. Built-in WAN optimization and the freedom to use Git, Perforce or both. Make the move to Perforce. http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
