Class TimeSeries

Treating time series as tuples of corrsponding dates/values

Inheritance

object

TimeSeries

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TimeSeriesAnalysis

Assembly: TimeSeriesAnalysis.dll

Syntax

public class TimeSeries

Methods

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Concat((double[], DateTime[]), (double[], DateTime[]))

Creates a new timeseries that is var1 and var2 concatenated together

Declaration

public static (double[], DateTime[]) Concat((double[], DateTime[]) var1, (double[], DateTime[]) var2)

Parameters

Type	Name	Description
(double[], DateTime[])	var1
(double[], DateTime[])	var2

Returns

Type	Description
(double[], DateTime[])

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GetClosestIndexToDate((double[], DateTime[]), DateTime)

Gt the index of the time-series that is closest to a given date

Declaration

public static int GetClosestIndexToDate((double[], DateTime[]) input, DateTime date)

Parameters

Type	Name	Description
(double[], DateTime[])	input	time-series tuple
DateTime	date	the

Returns

Type	Description
int

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GetGradient((double[], DateTime[]), int, int[])

Get the gradient of a time-series

Declaration

public static RegressionResults GetGradient((double[], DateTime[]) valueDateTuple, int sampleTime_sec = 1, int[] indicesToIgnore = null)

Parameters

Type	Name	Description
(double[], DateTime[])	valueDateTuple	a value/datetime array tuple
int	sampleTime_sec	sample time in which to present the result
int[]	indicesToIgnore	indices to ignore

Returns

Type	Description
RegressionResults	The gradient is the gain of the returned object

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GetSubsetOfDays((double[], DateTime[]), int, int)

Clip out a subset of the given time-series with a given number of days.

By default it gives the last N days, but optionally

Declaration

public static (double[], DateTime[]) GetSubsetOfDays((double[], DateTime[]) input, int nSpanDays, int nDaysBack = 0)

Parameters

Type	Name	Description
(double[], DateTime[])	input	the original time-series to be clipped
int	nSpanDays	the desired length of the returend dataset
int	nDaysBack	the number of days to push the end of the returned dataset back(default is zero, in which case method gets last nSpanDays)

Returns

Type	Description
(double[], DateTime[])

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Reverse((double[], DateTime[]))

Reverses the order of the time-series

Declaration

public static (double[], DateTime[]) Reverse((double[], DateTime[]) input)

Parameters

Type	Name	Description
(double[], DateTime[])	input

Returns

Type	Description
(double[], DateTime[])

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SubSet((double[], DateTime[]), DateTime)

Get a subset starting at a specific date

Declaration

public static (double[], DateTime[]) SubSet((double[], DateTime[]) input, DateTime startDate)

Parameters

Type	Name	Description
(double[], DateTime[])	input
DateTime	startDate

Returns

Type	Description
(double[], DateTime[])

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SubSet((double[], DateTime[]), int, int)

Get a subset of a given value/datetime tuple, given start and end indices

Declaration

public static (double[], DateTime[]) SubSet((double[], DateTime[]) input, int startInd, int endInd)

Parameters

Type	Name	Description
(double[], DateTime[])	input
int	startInd
int	endInd

Returns

Type	Description
(double[], DateTime[])