timeseries Class Reference

A timeseries is a list of values, equally distributed over time. More...

Detailed Description

A timeseries is a list of values, equally distributed over time.

To create one, one have to provide as start date and a step size. The end time is calculated from the number of values. Values queried for times before the start time are returned as the first item, values after the end time equal the last item. A timeseries with only one item reacts like a scalar value.

Creating a time series

import cmf
# Start date is the January 5th 2001 at 2:30 pm
start=cmf.Time(5,1,2001,14,30)                      
# time step of the timeseries is 20 minutes
step=cmf.min*20
# Type of interpolation between values
# 0 - Nearest neighbor,
# 1 - Linear,
# 2 - Squared,
# 3 - Cubic, etc.
interpolation=1                                     
# Create timeseries
timeseries=cmf.timeseries(begin=start,step=step,interpolation=interpolation) 
# add data
timeseries.add(0.1) # Value at 2001/5/1 2:30pm is 0.1
timeseries.add(0.2) # Value at 2001/5/1 2:50pm is 0.2
timeseries.add(0.1) # Value at 2001/5/1 3:10pm is 0.1  

With this technique it is simple to read files or databases to fill timeseries.

<b> Using a timeseries</b>

  Query every minute between 2:15 and 3:14 pm
for t in cmf.timerange(start,start+cmf.h,cmf.min):
    print "Time:",t.AsDate(),"Value:",timeseries[t]
  Query a specific position of the timeseries
print timeseries[2]

Public Member Functions
	timeseries (cmf::math::Time begin=cmf::math::Time(), cmf::math::Time step=cmf::math::day, int interpolationmethod=1, size_t count=0)
	Constructor of a time series.
void	add (double Value)
	Appends a measurement.
cmf::math::Time	begin () const
	First date of measurement.
size_t	count_values () const
	Number of valid values (=size - # of NaN's)
cmf::math::Time	end () const
	Last date of measurements.
int	interpolationpower () const
	Method for the interpolation (0 - Nearest neighbor, 1- linear, 2 - cubic spline (not implemented yet)
bool	is_empty () const
	returns true if no values are added to the timeseries
double	operator[] (cmf::math::Time t) const
	Returns an interpolated value at time t.
double &	operator[] (ptrdiff_t i)
	Returns a reference to the value at position i.
size_t	size () const
	Number of items in the timeseries.
cmf::math::Time	step () const
	Time between the measurements.
Operators
Binary operators defined as free operators: x = {+,-,*,/} Defined for (x is one of the operators above): timeseries = timeseries x timeseries timeseries = double x timeseries timeseries = timeseries x double
timeseries &	operator+= (cmf::math::timeseries)
	add timeseries to this
timeseries &	operator+= (double)
	add scalar to this
timeseries &	operator-= (cmf::math::timeseries)
	Subtract timeseries from this.
timeseries &	operator-= (double)
	Subtract scalar from this.
timeseries &	operator*= (cmf::math::timeseries)
	Multiply each element of timeseries with each element of this.
timeseries &	operator*= (double)
	Multiply each element of timeseries with scalar.
timeseries &	operator/= (cmf::math::timeseries)
	Divide each element of this by each element of timeseries.
timeseries &	operator/= (double)
	Divide each element of this by scalar.
timeseries	reduce_min (cmf::math::Time begin, cmf::math::Time step) const
	Creates a timeseries with a bigger timestep, containing the minimum.
timeseries	reduce_max (cmf::math::Time begin, cmf::math::Time step) const
	Creates a timeseries with a bigger timestep, containing the maximum.
timeseries	reduce_sum (cmf::math::Time begin, cmf::math::Time step) const
	Creates a timeseries with a bigger timestep, containing the sum.
timeseries	reduce_avg (cmf::math::Time begin, cmf::math::Time step) const
	Creates a timeseries with a bigger timestep, containing the average.

Constructor & Destructor Documentation

timeseries()

timeseries	(	cmf::math::Time	begin = cmf::math::Time(),
		cmf::math::Time	step = cmf::math::day,
		int	interpolationmethod = 1,
		size_t	count = 0 )

Constructor of a time series.

Parameters

begin	First date of measurement
step	Time between measurements
interpolationmethod	Method for the interpolation (0 - Nearest neighbor, 1- linear, 2 - cubic spline (not implemented yet)
count	Initial number of items. Items are filled with 0.0