Hi Diego.
I think the conclusion of that discussion still holds.
We don't do any time-series specific stuff in scikit-learn.
I think it would be good to ask over at pandas what they think about it.

Otherwise, just publish your code on github, I'm sure people will find it useful.
We'd be happy to link to it on the related project page.

Cheers,
Andy



On 01/20/2015 07:36 PM, Diego Ardila wrote:
There was a thread a while ago regarding this.

http://sourceforge.net/p/scikit-learn/mailman/scikit-learn-general/thread/d04b0e2e49ab5e40b298765dbbbc8f5e10937...@mailsvr001.fleet.dns/

Which gave some suggestions on where it would fit in. The result of that discussion seemed to be that Gael Varoquax suggested it wasn't in the scope of sklearn at the time (2 years and change ago) because sklearn doesn't have much support for time series.

I would like to implement it and contribute the code, but wanted to check here first, as suggested on the github.


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