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| MVTimeSeries (int dimension) |
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| MVTimeSeries (IList< TimeSeries > components, bool sampleMissing) |
| constructor that builds a single multivariate time series from multiple univariate time series More...
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int | NumInputs () |
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int | NumOutputs () |
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virtual List< Type > | GetOutputTypesFor (int socket) |
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bool | InputIsFree (int socket) |
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bool | SetInput (int socket, object item, StringBuilder failMsg) |
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object | GetOutput (int socket) |
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string | GetInputName (int index) |
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string | GetOutputName (int index) |
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List< Type > | GetAllowedInputTypesFor (int socket) |
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string | GetDescription () |
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string | GetShortDescription () |
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string | CreateFullString (int detailLevel) |
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void | ParseFromFullString (string imported) |
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int | NaNCount () |
| returns total number of NaNs (maximum is Count*Dimension) More...
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List< TimeSeries > | ExtractList () |
| converts the multivariate time series object into a list of newly created (univariate) timeseries objects More...
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Vector< double > | SampleMean () |
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Matrix< double >[] | ComputeACF (int maxLag, bool normalize) |
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int | NumAuxiliaryFunctions () |
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string | AuxiliaryFunctionName (int index) |
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bool | AuxiliaryFunction (int index) |
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DateTime | TimeStamp (int idx) |
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int | IndexAtOrBefore (DateTime time, out bool exact) |
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void | InsertInMiddle (DateTime time, T value, bool forceOverwrite) |
| inserts a new point into the time series. if the datetime already has a value, then it either replaces it or throws an exception More...
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TimeSeriesBase< T > | GetSubrange (DateTime t0, DateTime t1) |
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T | ValueAtTime (DateTime time) |
| does a binary search for the appropriate index, interpolating using a step-function. if earlier or later than first or last observation, the first/last value is returned. More...
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T | ValueAtTime (DateTime time, out bool gotExactTime) |
| does a binary search for the appropriate index, interpolating using a step-function. if earlier or later than first or last observation, the first/last value is returned. this function sets an output flag indicating whether or not there was an exact time match. More...
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void | DeletePoint (DateTime time) |
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void | DeleteBefore (DateTime time, bool keepOne) |
| removes all points strictly before the specified time More...
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void | SetValue (int idx, T value) |
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DateTime | GetFirstTime () |
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DateTime | GetLastTime () |
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TimeSpan | GetCommonSamplingInterval () |
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void | Add (TimeSeriesBase< T > otherTS, bool forceOverwrite) |
| adds a whole additional time series to the end of this one (actually it doesn't have to be at the end, but it's most efficient that way) More...
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void | Add (DateTime time, T value, bool forceOverwrite) |
| adds a value to the time series. works most efficiently if it comes at the end chronologically. if the timestamp already exists, then it either throws an exception or overwrites the existing value. More...
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void | RemoveFirst () |
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void | RemoveLast () |
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