Class TimeSeries

Namespace

TimeSeriesAnalysis

Assembly

TimeSeriesAnalysis.dll

Treating time series as tuples of corresponding dates/values

public class TimeSeries

Inheritance

object

TimeSeries

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Methods

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

Creates a new timeseries that is var1 and var2 concatenated together

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

Parameters

var1 (double[], DateTime[])

var2 (double[], DateTime[])

Returns

(double[], DateTime[])

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

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

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

Parameters

input (double[], DateTime[])

time-series tuple

date DateTime

the

Returns

int

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

Get the gradient of a time-series

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

Parameters

valueDateTuple (double[], DateTime[])

a value/datetime array tuple

sampleTime_sec int

sample time in which to present the result

indicesToIgnore int[]

indices to ignore

Returns

RegressionResults

The gradient is the gain of the returned object

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

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

Parameters

input (double[], DateTime[])

the original time-series to be clipped

nSpanDays int

the desired length of the returned dataset

nDaysBack int

the number of days to push the end of the returned dataset back(default is zero, in which case method gets last nSpanDays)

Returns

(double[], DateTime[])

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

Reverses the order of the time-series

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

Parameters

input (double[], DateTime[])

Returns

(double[], DateTime[])

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

Get a subset starting at a specific date

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

Parameters

input (double[], DateTime[])

startDate DateTime

Returns

(double[], DateTime[])

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

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

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

Parameters

input (double[], DateTime[])

startInd int

endInd int

Returns

(double[], DateTime[])