CronoSeries
0.1.*
A fork of Cronos with a focus on being a Time Series class library.
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Classes | |
class | AggregateTransform |
class | BindingTransformation |
This transformation takes 2 or more univariate or multivariate time series and binds them together into a new multivariate time series. More... | |
class | BollingerBandTransform |
class | CustomTransform |
class | DifferenceTransformation |
This differencing transformation can operate on univariate, multivariate or longitudinal data. More... | |
class | ExpSmoother |
class | FilterTransform |
class | ForecastTransform |
class | HubTransform |
class | IntegrateTransformation |
class | LagTransform |
class | LinearCombinationTransform |
class | LogReturnTransformation |
class | LogTransform |
class | LongitudinalSampler |
class | MergeTransform |
class | MidpointTransformation |
class | OHLCAggregator |
class | OHLCBarBuilder |
This transform takes a univariate price series as input, and converts it to open-high-low-close values over the specified intervals. More... | |
class | PointRemoverTransform |
class | ReferenceSamplingTransform |
this class allows you to sample one time series at the time points contained in another time series output can be either the sampled series or a multivariate binding of the sampled and other time series More... | |
class | RotarySwitchTransform |
class | SamplingTransformation |
This class samples either a univariate or multivariate time series More... | |
class | SaturationTransform |
class | SplittingTransformation |
class | TimeSeriesTransformation |
A TimeSeriesTransformation takes one or more univariate or multivariate inputs and creates a single univariate or multivariate output. More... | |