The scikits.timeseries module is no longer undergoing active development. There is an outstanding list of bugs that are unlikely to be fixed. The plan is for the core functionality of this module to be implemented in pandas. If you wish to see this module live on independently of pandas, feel free to fork the code and take it over.
The scikits.timeseries module provides classes and functions for manipulating, reporting, and plotting time series of various frequencies. The focus is on convenient data access and manipulation while leveraging the existing mathematical functionality in numpy and scipy.
If the following scenarios sound familiar to you, then you will likely find the scikits.timeseries module useful:
These are just some of the scenarios that are made very simple with the scikits.timeseries module.
The code can be found in a subvesion repository, at http://svn.scipy.org/svn/scikits/trunk/timeseries.