Class TimeSeriesCreator

Class for static methods create different types of time-series for testing.

Inheritance

object

TimeSeriesCreator

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TimeSeriesAnalysis.Utility

Assembly: TimeSeriesAnalysis.dll

Syntax

public static class TimeSeriesCreator

Methods

Concat(double[], double[])

Combine to signals of length N1 and N2 into a new signal of length N1+N2

Declaration

public static double[] Concat(double[] u1, double[] u2)

Parameters

Type	Name	Description
double[]	u1
double[]	u2

Returns

Type	Description
double[]

Constant(double, int)

Creates a vector of a constant value

Declaration

public static double[] Constant(double value, int N)

Parameters

Type	Name	Description
double	value	constant value of time-series
int	N	number of data points of time-series

Returns

Type	Description
double[]

CreateDateStampArray(DateTime, int, int)

Create an array of DateTimes starting at t0 of length N and with sampling interval dT_s

Declaration

public static DateTime[] CreateDateStampArray(DateTime t0, int dT_s, int N)

Parameters

Type	Name	Description
DateTime	t0	first datetime in the array to be created
int	dT_s	sampling internval
int	N	number of desired data points

Returns

Type	Description
DateTime[]

Noise(int, double, int?)

Create a white-noise random time-series

Declaration

public static double[] Noise(int N, double noiseAmplitude, int? seed = null)

Parameters

Type	Name	Description
int	N
double	noiseAmplitude
int?	seed

Returns

Type	Description
double[]

Ramp(int, double, double, int, int)

Create a ramp that starts at startVal and ends at endVal over N

Declaration

public static double[] Ramp(int nRamp, double startVal, double endVal, int nPadBegin = 0, int nPadEnd = 0)

Parameters

Type	Name	Description
int	nRamp	the length in samples of the ramp(first value is startVal and lastVal is endVal)
double	startVal
double	endVal
int	nPadBegin	the number of samples to pad the signal at the beginning with startVal
int	nPadEnd	the number of samples to pad the signal at the end with endVal

Returns

Type	Description
double[]

RandomWalk(int, double, double, int?)

Creates a random-walk time-series

Declaration

public static double[] RandomWalk(int N, double stepAmplitude, double startval = 0, int? seed = null)

Parameters

Type	Name	Description
int	N
double	stepAmplitude
double	startval
int?	seed

Returns

Type	Description
double[]

Sinus(double, double, int, int)

Create an array representing a sinus

Declaration

public static double[] Sinus(double amplitude, double sinusPeriod_s, int dT_s, int N)

Parameters

Type	Name	Description
double	amplitude	amplitud of sinus
double	sinusPeriod_s	time for a complete 360 degree period of the sinus in seconds
int	dT_s	the timebase
int	N	number of desired data point in return array

Returns

Type	Description
double[]	an array continaing the specified sinus

Step(int, int, double, double)

Create a step change vector of a given length N starting at value val1 and ending at val2, step occuring at index stepStartIdx

Declaration

public static double[] Step(int stepStartIdx, int N, double val1, double val2)

Parameters

Type	Name	Description
int	stepStartIdx	index of step
int	N	total time series length
double	val1	value before step
double	val2	value after step

Returns

Type	Description
double[]	created vector, or null if inputs make no sense

ThreeSteps(int, int, int, int, double, double, double, double)

Create a time-series with three step changes

Declaration

public static double[] ThreeSteps(int step1StartIdx, int step2StartIdx, int step3StartIdx, int N, double val1, double val2, double val3, double val4)

Parameters

Type	Name	Description
int	step1StartIdx
int	step2StartIdx
int	step3StartIdx
int	N
double	val1
double	val2
double	val3
double	val4

Returns

Type	Description
double[]

TwoSteps(int, int, int, double, double, double)

Create a time-series with two step changes

Declaration

public static double[] TwoSteps(int step1StartIdx, int step2StartIdx, int N, double val1, double val2, double val3)

Parameters

Type	Name	Description
int	step1StartIdx	index of first step change
int	step2StartIdx	index of second step change
int	N
double	val1	value before steps
double	val2	value of first step
double	val3	value of second step

Returns

Type	Description
double[]