On Oct 23, 7:52 pm, Virgil Stokes <v...@it.uu.se> wrote: > I am working with some rather large data files (>100GB) that contain time > series > data. The data (t_k,y(t_k)), k = 0,1,...,N are stored in ASCII format. I > perform > various types of processing on these data (e.g. moving median, moving average, > and Kalman-filter, Kalman-smoother) in a sequential manner and only a small > number of these data need be stored in RAM when being processed. When > performing > Kalman-filtering (forward in time pass, k = 0,1,...,N) I need to save to an > external file several variables (e.g. 11*32 bytes) for each (t_k, y(t_k)). > These > are inputs to the Kalman-smoother (backward in time pass, k = N,N-1,...,0). > Thus, I will need to input these variables saved to an external file from the > forward pass, in reverse order --- from last written to first written. > > Finally, to my question --- What is a fast way to write these variables to an > external file and then read them in backwards?
Have you tried gdbm/bsddbm? They are meant for such (I believe). Probably needs to be installed for windows; works for linux. If I were you I'd try out with the giant data on linux and see if the problem is solved, then see how to install for windows -- http://mail.python.org/mailman/listinfo/python-list
