Commit 65e9a779 authored by Aurélien Campéas's avatar Aurélien Campéas
Browse files

doc: consolidate purpose and principles

parent 87d110b07385
......@@ -10,9 +10,15 @@ postgres database, tracking their successive versions.
## Purpose
`tshistory` is targetted at applications where
[backtesting][backtesting] is an essential feature of the time series
long term handling and storage.
`tshistory` is targetted at applications using time series where
[backtesting][backtesting] and [cross-validation][cross-validation]
are an essential feature.
It provides exhaustivity and efficiency of the storage, with a simple
Python api.
It can be used as a building block for machine learning, model
optimization and validation, both for inputs and outputs.
## Principles
......@@ -22,18 +28,13 @@ and `tshistory` provides two things:
* a base python API which abstracts away the underlying storage
* a postgres model, which uses BYTEA fields to store chunks of the
series data.
* a postgres model, which emphasizes the compact storage of successive
states of series (not unlike modern version control system)
The core idea of tshistory is to handle successive versions of
timeseries as they grow in time, allowing to get older states of any
series.
Series state can be indexed by either a timestamp (which typically
matches the moment a new insertion took place) or a `changeset id`
which is a numeric index denoting the exact change leading to a given
version.
# Basic usage
......@@ -243,3 +244,4 @@ For instance, the [tsview][tsview] python package provides such a
[tsview]: https://bitbucket.org/pythonian/tsview
[backtesting]: https://en.wikipedia.org/wiki/Backtesting
[cross-validation]: https://en.wikipedia.org/wiki/Cross-validation_(statistics)
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