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    Namespace TimeSeriesAnalysis

    Classes

    Array2D

    Non-generic 2D-array methods

    Array2DExtensionMethods

    Extension methods based on Array2D

    Array2D<T>

    Generic array operations that can be done on arrays of any type, for operators specific to numerical arrays(matrices) see Matrix.cs

    BandPass

    Numerical band-pass filter based on LowPass

    This filter is in a recursive(feedback) IIR form that is simple to implement, has few coefficients, requires litte memory and computation. This filter is causal, meaning that for calculating the filtered value at time k it does not use future values such as k+1, but this is at the expense of introducing a time-shift/phase-shift.

    LowPass HighPass MovingAvg

    CorrelationCalculator

    Class that performns correlations between vectors

    CorrelationObject

    Holds the result of a correlation calcultion between two vectors

    FitScoreCalculator

    Calculates a percentage score of maximum 100% that indicates the match between measurement and simulation for a plant that may consist of several unit models and several siginals to be matched, and may include closed-loops.

    HighPass

    A high-pass recursive time-series filter based on LowPass.

    This filter is in a recursive(feedback) IIR form that is simple to implement, has few coefficients, requires litte memory and computation. This filter is causal, meaning that for calculating the filtered value at time k it does not use future values such as k+1, but this is at the expense of introducing a time-shift/phase-shift.

    LowPass BandPass MovingAvg

    Index

    Class with utility-methods forr working with indices (vectors of integers)

    There are some special features of indices: they should never be negative, and indice vectors are often monotonically increasing.

    LowPass

    Low-pass filtering of time-series.

    This filter is in a recursive(feedback) IIR form that is simple to implement, has few coefficients, requires litte memory and computation. This filter is causal, meaning that for calcuating the filtered value at time k it does not use future values such as k+1, but this is at the expense of introducing a time-shift/phase-shift.

    HighPass BandPass MovingAvg

    Matrix

    Operations for treating 2D-arrays as mathetmatical matrices

    MovingAvg

    Moving-average low-pass filter

    This filter is causal, meaning that for calculating the filtered value at time k it does not use future values such as k+1, this is at the expense of introducing a time-shift/phase-shift.

    This is a finite-impulse-response type filter.

    An alterntive to this filter is LowPass, which is infinite-impulse-repsonse, and also requires less working memory(this filter needs to hold a buffer equal to bufferSize, but LowPass only needs to keep its last value in memory). LowPass will have less phase-shift/time-shift, because it places most weight on the last datapoint, whereas this filter will weight all data points in its buffer equally and thus responds sluggish.

    The advantage of this filter is that it allows you to control precisely how many past values are weighted.

    LowPass HighPass BandPass

    RegressionResults

    Class that holds the results of a run of Vec.Regress.

    SecondOrder

    second-order filter

    Shared

    Globals

    Should only be used for logging, setting/getting configurations.

    SignalPeriodEstimator

    Finds an estimate of the period of a signal.

    TimeSeries

    Treating time series as tuples of corrsponding dates/values

    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.

    Vec

    Utility functions and operations for treating arrays as mathematical vectors.

    This class considers doubles, methods that require comparisons cannot be easily ported to generic "Vec"/>

    VecExtensionMethods

    Utility functions and operations for treating arrays as mathetmatical vectors

    Vec<T>

    Class for generic methods on any type T that treat arrays as vectors (sorting,slicing,concatenating).

    For mathematical methods on vectors of doubles and integers, look into non-generic sister class "Vec".

    Enums

    RegressionWarnings

    Warnings related to regression

    VectorFindValueType

    Input to Vec.FindValues which specifies the criteria of the search

    VectorSortType

    Input to Vec.Sort that specifies how values are to be sorted

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