up-rs-esp / mkt

Python module to compute the Mann-Kendall test for trend in time series data

mkt

Python module to compute the Mann-Kendall test for trend in time series data.

This module contains a single function 'test' which implements the Mann-Kendall test for a linear trend in a given time series.

Installation

1. Simply clone this repository and copy bpl.py in the directory where you are working in.

2. Alternatively, you can clone this repository to a desired directory of your choice and then create and Python startup file .pythonstartup in your home directory as:

import sys
import os
home = os.path.expanduser("~")
sys.path.append(home + "/<path_to_package>")

Save the file, and that's it! From then on, all python shells should be able to detect (and import) the bpl package without any problem.

Documentation

An overview of the functions and its usage can be found at: http://up-rs-esp.github.io/mkt

Examples

An example script example.py is included in the repository.

License

Copyright (c) 2017 Bedartha Goswami

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301,USA.

Author

Bedartha Goswami [email protected]

About this file

Created: Mon Apr 17, 2017 05:28PM

Last modified: Mon Apr 17, 2017 05:29PM

mkt's Issues

Can not find file bpl.py

Good day,

I am in the process of going through some time series analysis and came across your repository. I tried following installation instructions but got stuck when i could not find the file bpl.py. Please assist.

Kind Regards,

Hariet.

Def 'test' parameters misunderstandings

Hello there,

I found your Mann-Kendall test method on the following: https://up-rs-esp.github.io/mkt/_modules/mkt.html#test

I would like to use your method (the Mann-Kendall statisitcal test) on a list of prices. I thus created a numpy.ndarray with those prices:
array([[Decimal('0.00222420'), Decimal('0.00222803'), ..., Decimal('0.00212490'), Decimal('0.00212490')]], dtype=object)

But I have difficulties to understand properly the different parameters of the method to use. More precisely what should I put as 't', 'x', 'eps'?

Thanks in advance for your help and for your method!

With my best regards,
Viktor