Class TimeSeriesDataSet

A class that holds time-series data for any number of tags, and with built in support for serlalizing/deserializing to a csv-file.

Time is either treated by giving a timeBase in seconds and a starting time, or by specifying a vector of timestamps.

Inheritance

object

TimeSeriesDataSet

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 TimeSeriesDataSet

Constructors

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TimeSeriesDataSet()

Default constructor

Declaration

[JsonConstructor]
public TimeSeriesDataSet()

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TimeSeriesDataSet(string, char, string)

Constructor that builds a dataset object from a csv-file, by loading LoadFromCsv(). If file does not exist, it is created

Declaration

public TimeSeriesDataSet(string csvFileName, char separator = ';', string dateTimeFormat = "yyyy-MM-dd HH:mm:ss")

Parameters

Type	Name	Description
string	csvFileName	name of csv-file
char	separator	the separator in the csv-file
string	dateTimeFormat	the format of date-time strings in the csv-file

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TimeSeriesDataSet(TimeSeriesDataSet)

Constructor that copies another dataset into the returned object

Declaration

public TimeSeriesDataSet(TimeSeriesDataSet inputDataSet)

Parameters

Type	Name	Description
TimeSeriesDataSet	inputDataSet

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TimeSeriesDataSet(CsvContent, char, string)

Constructor that builds a dataset object from a csv-file, by loading LoadFromCsv() This version of the constructor is useful when receiving the csv-data across an API.

Declaration

public TimeSeriesDataSet(CsvContent csvContent, char separator = ';', string dateTimeFormat = "yyyy-MM-dd HH:mm:ss")

Parameters

Type	Name	Description
CsvContent	csvContent	the csv data loaded into a CsvContent object
char	separator	the separator in the csv-file
string	dateTimeFormat	the format of date-time strings in the csv-file

Methods

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Add(string, double[])

Add an entire time-series to the dataset

Declaration

public bool Add(string signalName, double[] values)

Parameters

Type	Name	Description
string	signalName
double[]	values

Returns

Type	Description
bool

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AddConstant(string, double)

Add a constant value to the time-series to the dataset

Declaration

public bool AddConstant(string signalName, double value)

Parameters

Type	Name	Description
string	signalName
double	value

Returns

Type	Description
bool

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AddDataPoint(string, int, double)

Add a single data point

Declaration

public bool AddDataPoint(string signalID, int idx, double value)

Parameters

Type	Name	Description
string	signalID
int	idx
double	value

Returns

Type	Description
bool	returns false if signal does not already exist or if index is beyond dataset size

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AddNoiseToSignal(string, double, int)

Adds noise to a given signal in the datset. (This is mainly intended for testing identification algorithms against simulated data.)

Declaration

public bool AddNoiseToSignal(string signalName, double noiseAmplitude, int seed)

Parameters

Type	Name	Description
string	signalName	name of signal to have noise added to it
double	noiseAmplitude	the amplutide of noise, the noise will be [-noiseAmplitude, noiseAmplitude]
int	seed	a integer seed number is

Returns

Type	Description
bool

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AddSet(TimeSeriesDataSet)

Adds all signals in a given set to this set

Declaration

public bool AddSet(TimeSeriesDataSet inputDataSet)

Parameters

Type	Name	Description
TimeSeriesDataSet	inputDataSet

Returns

Type	Description
bool

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AppendDataPoint(string, double)

Append a single value to a given signal.The signal is added if the signal name does not exist. This method is useful for logging values in a for-loop. Combine with AppendTimeStamp to ensure there is a time-stamp. If this variable does not exist, then previous values are padded.

Declaration

public void AppendDataPoint(string signalName, double value)

Parameters

Type	Name	Description
string	signalName	name of signal
double	value	value of signal

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AppendTimeStamp(DateTime)

Used in conjunction with AppendDataPoint when appending data to the data set. Appends a time stamp, and updates the number of data points N, if the timestamp does not already exist and is newer than the newest time stampe in the curent dataset.

Declaration

public bool AppendTimeStamp(DateTime timestamp)

Parameters

Type	Name	Description
DateTime	timestamp

Returns

Type	Description
bool	true if able to append, otherwise false

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Combine(TimeSeriesDataSet)

Combine this data set with the inputDataset into a new set

Declaration

public TimeSeriesDataSet Combine(TimeSeriesDataSet inputDataSet)

Parameters

Type	Name	Description
TimeSeriesDataSet	inputDataSet

Returns

Type	Description
TimeSeriesDataSet	the newly created dataset

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ContainsSignal(string)

Determine if a specific signal is in the dataset

Declaration

public bool ContainsSignal(string signalID)

Parameters

Type	Name	Description
string	signalID

Returns

Type	Description
bool

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CreateDownsampledCopy(double, int)

Returns a copy of the dataset that is downsampled by the given factor.

Declaration

public TimeSeriesDataSet CreateDownsampledCopy(double downsampleFactor, int keyIndex = 0)

Parameters

Type	Name	Description
double	downsampleFactor	value greater than 1 indicating that every Floor(n*factor) value of the orignal data will be transferred.
int	keyIndex	optional index around which to perform the downsampling.

Returns

Type	Description
TimeSeriesDataSet

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CreateOversampledCopy(double, int)

Returns a copy of the dataset that is oversampled by the given factor.

Declaration

public TimeSeriesDataSet CreateOversampledCopy(double oversampleFactor, int keyIndex = 0)

Parameters

Type	Name	Description
double	oversampleFactor	value greater than 1 indicating that every value will be sampled until (i / factor > 1).
int	keyIndex	optional index around which to perform the oversampling.

Returns

Type	Description
TimeSeriesDataSet

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CreateTimestamps(double, int, DateTime?)

Creates internal timestamps from a given start time and timebase, must be called after filling the values

Declaration

public void CreateTimestamps(double timeBase_s, int N = 0, DateTime? t0 = null)

Parameters

Type	Name	Description
double	timeBase_s	the time between samples in the dataset, in total seconds
int	N	number of datapoints
DateTime?	t0	start time, can be null, which can be usedful for testing

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GetAsMatrix(List<int>)

Get all signals in the dataset as a matrix

Declaration

public (double[,], string[]) GetAsMatrix(List<int> indicesToIgnore = null)

Parameters

Type	Name	Description
List<int>	indicesToIgnore

Returns

Type	Description
(double[,], string[])	the signals as a 2d-matrix, and the an array of strings with corresponding signal names

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GetData(string[], int)

Get Data for multiple signals at a specific time index

Declaration

public double[] GetData(string[] signalNames, int timeIdx)

Parameters

Type	Name	Description
string[]	signalNames
int	timeIdx

Returns

Type	Description
double[]	May return null if an error occured

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GetIndicesToIgnore()

Get a list of the indices in the dataset that are flagged to be ignored in identification

Declaration

public List<int> GetIndicesToIgnore()

Returns

Type	Description
List<int>

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GetLength()

Get the length in samples of the data set

The length of the dataset is determined by the number of timestamps.

Declaration

public int? GetLength()

Returns

Type	Description
int?	an integer indicating the length of the dataset

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GetNumDataPoints()

Returns the number of data points in the dataset

Declaration

public int GetNumDataPoints()

Returns

Type	Description
int

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GetSignalNames()

Get the names of all the singals, wheter constant or varying

Declaration

public string[] GetSignalNames()

Returns

Type	Description
string[]

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GetTimeBase()

Get the timebase, the average time between two samples in the dataset

Declaration

public double GetTimeBase()

Returns

Type	Description
double	The timebase in seconds

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GetTimeStamps()

Get a vector of the timestamps of the data-set, or null if no timestamps

Declaration

public DateTime[] GetTimeStamps()

Returns

Type	Description
DateTime[]

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GetValue(string, int)

Get Data for multiple signals at a specific time index

Declaration

public double? GetValue(string signalName, int timeIdx)

Parameters

Type	Name	Description
string	signalName
int	timeIdx

Returns

Type	Description
double?	May return null if an error occured

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GetValues(string)

Get the values of a specific signal

Declaration

public double[] GetValues(string signalName)

Parameters

Type	Name	Description
string	signalName

Returns

Type	Description
double[]	null if signal not found

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GetValues(string, SignalType, int)

Get the values of a specific signal

Declaration

public double[] GetValues(string processID, SignalType signalType, int index = 0)

Parameters

Type	Name	Description
string	processID
SignalType	signalType
int	index

Returns

Type	Description
double[]

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GetValuesAtTime(string[], int)

Get one or more signals from the dataset at a given time

Declaration

public double[] GetValuesAtTime(string[] signalIds, int timeIndex)

Parameters

Type	Name	Description
string[]	signalIds
int	timeIndex

Returns

Type	Description
double[]

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InitNewSignal(string, double, int, double)

Define a new signal, specifying only its inital value

Declaration

public void InitNewSignal(string signalName, double initalValue, int N, double nonYetSimulatedValue = NaN)

Parameters

Type	Name	Description
string	signalName
double	initalValue	the value of time zero
int	N	number of time stamps
double	nonYetSimulatedValue	what value to fill in for future undefined times, default:nan

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LoadFromCsv(string, char, string)

Reads data form a csv-file (such as that created by ToCSV())

Declaration

public bool LoadFromCsv(string csvFileName, char separator = ';', string dateTimeFormat = "yyyy-MM-dd HH:mm:ss")

Parameters

Type	Name	Description
string	csvFileName	csv file name
char	separator	default separator
string	dateTimeFormat	format string of the time-series vector to be read

Returns

Type	Description
bool

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LoadFromCsv(CsvContent, char, string)

Loads the CsvContent(which can be read from a file) into a TimeSeriesDataSet object

Declaration

public bool LoadFromCsv(CsvContent csvContent, char separator = ';', string dateTimeFormat = "yyyy-MM-dd HH:mm:ss")

Parameters

Type	Name	Description
CsvContent	csvContent
char	separator
string	dateTimeFormat

Returns

Type	Description
bool

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Remove(string)

Removes a signal from the dataset

Declaration

public bool Remove(string signalName)

Parameters

Type	Name	Description
string	signalName

Returns

Type	Description
bool

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SetIndicesToIgnore(List<int>)

The given indices will be skipped in any subsequent simulation of the dataset

Declaration

public void SetIndicesToIgnore(List<int> indicesToIgnore)

Parameters

Type	Name	Description
List<int>	indicesToIgnore

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SetTimeStamps(List<DateTime>)

Explicitly sets the timestamps of the time-series (possibly overriding any timeBase_s that was given during init) If times is null, then the method creates timestamps based on timeBase_s and t0.

Declaration

public void SetTimeStamps(List<DateTime> times)

Parameters

Type	Name	Description
List<DateTime>	times

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SubSetPrc(double, double)

Create a copy of the data set that is a "subset", given using start and end percentages of the original data span.

Declaration

public TimeSeriesDataSet SubSetPrc(double startPrc, double endPrc)

Parameters

Type	Name	Description
double	startPrc
double	endPrc

Returns

Type	Description
TimeSeriesDataSet

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SubsetInd(int, int)

Create a copy of the data set that is a "subset", given using start and end indices of the original data span.

Declaration

public TimeSeriesDataSet SubsetInd(int startInd, int endInd)

Parameters

Type	Name	Description
int	startInd
int	endInd

Returns

Type	Description
TimeSeriesDataSet

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ToCsv(string, string, int)

Exports the time-series data set to a csv-file

Times are encoded as "yyyy-MM-dd HH:mm:ss" and be loaded with CSV.LoadFromFile() afterwards

Declaration

public bool ToCsv(string fileName, string csvSeparator = ";", int nSignificantDigits = 5)

Parameters

Type	Name	Description
string	fileName	The CSV-file name
string	csvSeparator	the separator to use in the csv-file(despite the name, the most common is perhaps ";" which Excel will recognize automatically)
int	nSignificantDigits	the number of singificant digits to include for each variable

Returns

Type	Description
bool	true if successful, otherwise false

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ToCsvText(string, int)

Create a comma-separated-variable(CSV) string of the dataset

Declaration

public string ToCsvText(string csvSeparator = ";", int nSignificantDigits = 5)

Parameters

Type	Name	Description
string	csvSeparator	symbol used to separate columns in the string
int	nSignificantDigits	number of significant digits per value

Returns

Type	Description
string	The CSV-string

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ToDict()

Create a dictionary of all dataset values. Constants are padded out to be of N length.

Declaration

public Dictionary<string, double[]> ToDict()

Returns

Type	Description
Dictionary<string, double[]>	Returns the dataset as a dictionary

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UpdateCsv()

When a dataset has been loaded from csv-file and changed, this method writes said changes back to the csv-file.

Declaration

public bool UpdateCsv()

Returns

Type	Description
bool	true if succesful, otherwise false