Inheritance diagram for CronoSeries.TimeSeries.Data.TimeSeries:

Public Member Functions
	TimeSeries ()
	Time series object is a list of times and a list of values. 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)
	creates string that contains all info More...

void	ParseFromFullString (string imported)

void	DataFromLists (List< DateTime > dates, List< double > data, string title=null)
	A convenient setter only requiring dates and data as List<T> objects. More...

void	SubtractConstant (double k)

int	NaNCount ()

void	RemoveNaNs ()

override string	ToString ()

double	SampleMean ()

double	SampleVariance ()

Vector< double >	ComputeACF (int maxLag, bool normalize)
	computes autocovariance (or autocorrelation if normalize==true) from lag 0 to lag maxlag More...

int	NumAuxiliaryFunctions ()

string	AuxiliaryFunctionName (int index)

bool	AuxiliaryFunction (int index)

double	MaxValue ()

double	MinValue ()

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)

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...

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...

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 ()

Static Public Member Functions
static Vector< double >	GetPACFFrom (Vector< double > ACF)

static bool	IsNumeric (string s)

static List< TimeSeries >	GetTSFromReader (TextReader sreader, bool ignoreDuplicates)

static	operator MVTimeSeries (TimeSeries ts)
	explicit conversion from a TimeSeries to a MVTimeSeries More...

Properties
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

T	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

◆ TimeSeries()

CronoSeries.TimeSeries.Data.TimeSeries.TimeSeries ( )

inline

Time series object is a list of times and a list of values.

Member Function Documentation

◆ ComputeACF()

Vector<double> CronoSeries.TimeSeries.Data.TimeSeries.ComputeACF	(	int	maxLag,
		bool	normalize
	)

inline

computes autocovariance (or autocorrelation if normalize==true) from lag 0 to lag maxlag

Parameters

maxLag	maximum lag to compute autocovariance at
normalize	if true, then return value is normalized (so it represents autocorrelations)

Returns

◆ CreateFullString()

string CronoSeries.TimeSeries.Data.TimeSeries.CreateFullString ( int detailLevel )

inline

creates string that contains all info

Parameters

detailLevel 0=just values, 1=headers, 2=headers + dates

Returns

Implements CronoSeries.TimeSeries.Data.ICopyable.

◆ DataFromLists()

void CronoSeries.TimeSeries.Data.TimeSeries.DataFromLists	(	List< DateTime >	dates,
		List< double >	data,
		string	title = `null`
	)

inline

A convenient setter only requiring dates and data as List<T> objects.

Parameters

dates	List of DateTime
data	List of double
title	Optional title for the Time Series

◆ operator MVTimeSeries()

static CronoSeries.TimeSeries.Data.TimeSeries.operator MVTimeSeries ( TimeSeries ts )

inlineexplicitstatic

explicit conversion from a TimeSeries to a MVTimeSeries

Parameters

ts

Returns

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

TimeSeries/Data/TimeSeries.cs

Public Member Functions

Static Public Member Functions

Properties

Additional Inherited Members

Constructor & Destructor Documentation

◆ TimeSeries()

Member Function Documentation

◆ ComputeACF()

◆ CreateFullString()

◆ DataFromLists()

◆ operator MVTimeSeries()