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.
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.
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.
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.
LowPassHighPassBandPassRegressionResults
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.
TimeSeries
Treating time series as tuples of corrsponding dates/values
TimeSeriesDataSet
A class that holds time-series data for any number of tags
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