CronoSeries  0.1.*
A fork of Cronos with a focus on being a Time Series class library.
Public Member Functions | Properties | List of all members
CronoSeries.TimeSeries.Data.MVTimeSeries Class Reference
Inheritance diagram for CronoSeries.TimeSeries.Data.MVTimeSeries:
CronoSeries.TimeSeries.Data.TimeSeriesBase< double[]> CronoSeries.TimeSeries.Data.ICopyable CronoSeries.TimeSeries.Data.IConnectable

Public Member Functions

 MVTimeSeries (int dimension)
 
 MVTimeSeries (IList< TimeSeries > components, bool sampleMissing)
 constructor that builds a single multivariate time series from multiple univariate time series More...
 
int NumInputs ()
 
int NumOutputs ()
 
virtual List< Type > GetOutputTypesFor (int socket)
 
bool InputIsFree (int socket)
 
bool SetInput (int socket, object item, StringBuilder failMsg)
 
object GetOutput (int socket)
 
string GetInputName (int index)
 
string GetOutputName (int index)
 
List< Type > GetAllowedInputTypesFor (int socket)
 
string GetDescription ()
 
string GetShortDescription ()
 
string CreateFullString (int detailLevel)
 
void ParseFromFullString (string imported)
 
int NaNCount ()
 returns total number of NaNs (maximum is Count*Dimension) More...
 
List< TimeSeriesExtractList ()
 converts the multivariate time series object into a list of newly created (univariate) timeseries objects More...
 
Vector< double > SampleMean ()
 
Matrix< double >[] ComputeACF (int maxLag, bool normalize)
 
int NumAuxiliaryFunctions ()
 
string AuxiliaryFunctionName (int index)
 
bool AuxiliaryFunction (int index)
 
- Public Member Functions inherited from CronoSeries.TimeSeries.Data.TimeSeriesBase< double[]>
DateTime TimeStamp (int idx)
 
int IndexAtOrBefore (DateTime time, out bool exact)
 
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...
 
TimeSeriesBase< T > GetSubrange (DateTime t0, DateTime t1)
 
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...
 
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...
 
void DeletePoint (DateTime time)
 
void DeleteBefore (DateTime time, bool keepOne)
 removes all points strictly before the specified time More...
 
void SetValue (int idx, T value)
 
DateTime GetFirstTime ()
 
DateTime GetLastTime ()
 
TimeSpan GetCommonSamplingInterval ()
 
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...
 
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...
 
void RemoveFirst ()
 
void RemoveLast ()
 

Properties

string[] SubTitle [get, set]
 
string ToolTipText [get, set]
 
- Properties inherited from CronoSeries.TimeSeries.Data.TimeSeriesBase< double[]>
int Dimension [get, set]
 
string Title [get, set]
 
string Description [get, set]
 
- Properties inherited from CronoSeries.TimeSeries.Data.IConnectable
string ToolTipText [get, set]
 

Additional Inherited Members

- Public Attributes inherited from CronoSeries.TimeSeries.Data.TimeSeriesBase< double[]>
int Count
 
this[int i]
 
- Static Public Attributes inherited from CronoSeries.TimeSeries.Data.TimeSeriesBase< double[]>
static readonly double ticksPerDay
 
- Protected Attributes inherited from CronoSeries.TimeSeries.Data.TimeSeriesBase< double[]>
List< DateTime > times
 
List< T > values
 

Constructor & Destructor Documentation

◆ MVTimeSeries()

CronoSeries.TimeSeries.Data.MVTimeSeries.MVTimeSeries ( IList< TimeSeries components,
bool  sampleMissing 
)
inline

constructor that builds a single multivariate time series from multiple univariate time series

Parameters
components
sampleMissing

Member Function Documentation

◆ ExtractList()

List<TimeSeries> CronoSeries.TimeSeries.Data.MVTimeSeries.ExtractList ( )
inline

converts the multivariate time series object into a list of newly created (univariate) timeseries objects

Returns

◆ NaNCount()

int CronoSeries.TimeSeries.Data.MVTimeSeries.NaNCount ( )
inline

returns total number of NaNs (maximum is Count*Dimension)

Returns

The documentation for this class was generated from the following file: