PUBLIC MARKS from ogrisel with tags programming & "open source"

Modular toolkit for Data Processing (MDP) is a Python data processing framework. Implemented algorithms include: Principal Component Analysis (PCA), Independent Component Analysis (ICA), Slow Feature Analysis (SFA), Independent Slow Feature Analysis (ISFA), Growing Neural Gas (GNG), Factor Analysis, Fisher Discriminant Analysis (FDA), Gaussian Classifiers, and Restricted Boltzmann Machines. Read the full list.

The TimeSeries scikits module provides classes and functions for manipulating, reporting, and plotting time series of various frequencies.