Timeseries computation and analysis: tsTools

tsTools.cwt_a(signal, scales, sampling_scale=1.0, wavelet=<function morlet_FT at 0x76ee140>)

Continuous wavelet transform via fft. Scales version.

tsTools.expfit(x, y, rcond=None, full=False, w=None, cov=False)

Fit an exponential polynomial

tsTools.morlet_FT(f, f0=6)

Fourier transform of the approximate Morlet wavelet

tsTools.relative_entropy(ts1, ts2)

Compute the relative entropy between two time series, assuming they follow a normal distribution