faif::timeseries Namespace Reference

TimeSeries (collection of triples<timestamp, value, quality>) tools. More...

Classes
class	Discretizer
struct	KNNDef
	the KNN parameters, k = num_neighbours, ref_size = size of reference block More...
class	Prediction
class	PredictionAR
class	PredictionKNN
class	PredictionRangeException
	bad prediction range exception More...
class	PredictionVisitor
class	Section
class	TimeSeriesDigit
class	TimeSeriesReal
	timeseries - time hold as RealTime More...
struct	TimeValueDigit
struct	TimeValueReal
	timeseries value, single value in given real time. Plain old data More...
class	Transformation
	transformation - class to change timeseries stored in TimeSeriesDigit and/or TimeSeriesReal More...

Typedefs
typedef std::vector< double >	ARDef
	the AR parameter collection f(t) = a[0]f(t-1) + a[1]f(t-2) + ... a[n-1]f(t-n) More...
typedef boost::posix_time::ptime	RealTime
	the real time type More...
typedef boost::posix_time::time_duration	RealDuration
	the real time duration More...
typedef int	DigitTime
	digit time type. DigitTime < 0 past, DigitTime >= 0 future, DigitTime == 0 now. More...
typedef double	Value
	value - real number More...
typedef double	Quality
	quality - real 0..1 More...

Functions
template<typename V >
std::ostream &	operator<< (std::ostream &os, const Section< V > &s)
template<typename V >
std::ostream &	operator<< (std::ostream &os, const Discretizer< V > &d)
template<typename It >
Discretizer< typename It::value_type >	createEqualWidthSections (It begin, It end, unsigned int num_sections)
template<typename It >
Discretizer< typename It::value_type >	createKMeansSections (It begin, It end, const unsigned int num_sections)
std::ostream &	operator<< (std::ostream &os, const PredictionAR &ar)
std::ostream &	operator<< (std::ostream &os, const PredictionKNN &knn)
std::ostream &	operator<< (std::ostream &os, const Prediction &pred)
long	to_time_t (const RealTime &real_time)
	convert from RealTime to posix_t (num of seconds from 1970) More...
std::ostream &	operator<< (std::ostream &os, const TimeValueReal &time_val)
std::ostream &	operator<< (std::ostream &os, const TimeSeriesReal &time_series)
std::ostream &	operator<< (std::ostream &os, const TimeValueDigit &time_val)
double	getAvgAbsDiff (const TimeSeriesDigit &ts1, const TimeSeriesDigit &ts2)
double	getAvgRelDiff (const TimeSeriesDigit &ts1, const TimeSeriesDigit &ts2)
std::ostream &	operator<< (std::ostream &os, const TimeSeriesDigit &time_series)
TimeSeriesDigit	correlation (const TimeSeriesDigit &ts1, const TimeSeriesDigit &ts2, int scope)
TimeSeriesDigit	create (const TimeSeriesReal &in, const Transformation &transformation)
TimeSeriesReal	create (const TimeSeriesDigit &in, const Transformation &transformation)

Detailed Description

TimeSeries (collection of triples<timestamp, value, quality>) tools.

Typedef Documentation

typedef std::vector<double> faif::timeseries::ARDef

the AR parameter collection f(t) = a[0]f(t-1) + a[1]f(t-2) + ... a[n-1]f(t-n)

typedef boost::posix_time::ptime faif::timeseries::RealTime

the real time type

typedef boost::posix_time::time_duration faif::timeseries::RealDuration

the real time duration

typedef int faif::timeseries::DigitTime

digit time type. DigitTime < 0 past, DigitTime >= 0 future, DigitTime == 0 now.

typedef double faif::timeseries::Value

value - real number

typedef double faif::timeseries::Quality

quality - real 0..1

Function Documentation

template<typename It >

Discretizer<typename It::value_type> faif::timeseries::createKMeansSections	(	It	begin,
		It	end,
		const unsigned int	num_sections
	)

make the discretizer based on sequence of values- use k-means method

References faif::timeseries::Discretizer< V >::discretize().

std::ostream& faif::timeseries::operator<< ( std::ostream &  os, const PredictionAR &  ar  )

inline

to debug

References faif::timeseries::PredictionAR::getARDef(), and faif::timeseries::TimeValueDigit::getValue().

std::ostream& faif::timeseries::operator<< ( std::ostream &  os, const PredictionKNN &  knn  )

inline

to debugging

References faif::timeseries::Prediction::accept(), faif::timeseries::KNNDef::getK(), faif::timeseries::PredictionKNN::getKNNDef(), and faif::timeseries::KNNDef::getRefSize().

long faif::timeseries::to_time_t ( const RealTime &  real_time )

inline

convert from RealTime to posix_t (num of seconds from 1970)

std::ostream& faif::timeseries::operator<< ( std::ostream &  os, const TimeValueReal &  time_val  )

inline

(for debugging)

References faif::timeseries::TimeValueReal::getTime(), and faif::timeseries::TimeValueReal::getValue().

std::ostream& faif::timeseries::operator<< ( std::ostream &  os, const TimeSeriesReal &  time_series  )

inline

(for debugging)

std::ostream& faif::timeseries::operator<< ( std::ostream &  os, const TimeValueDigit &  time_val  )

inline

for debugging

References faif::timeseries::TimeValueDigit::getTime(), and faif::timeseries::TimeValueDigit::getValue().

double faif::timeseries::getAvgAbsDiff ( const TimeSeriesDigit &  ts1, const TimeSeriesDigit &  ts2  )

inline

the average of difference for two timeserieses

double faif::timeseries::getAvgRelDiff ( const TimeSeriesDigit &  ts1, const TimeSeriesDigit &  ts2  )

inline

the average of difference (relative) for two timeserieses

std::ostream& faif::timeseries::operator<< ( std::ostream &  os, const TimeSeriesDigit &  time_series  )

inline

for debugging

References faif::timeseries::TimeValueReal::TimeValueReal().

TimeSeriesDigit faif::timeseries::correlation ( const TimeSeriesDigit &  ts1, const TimeSeriesDigit &  ts2, int  scope  )

inline

the correlation of timeserieses in range 0..scope

References faif::timeseries::TimeSeriesDigit::getAvg(), and faif::timeseries::TimeSeriesDigit::getSigma().

TimeSeriesDigit faif::timeseries::create ( const TimeSeriesReal &  in, const Transformation &  transformation  )

inline

creates digit time series from real time series. Linear resampling: arythmetic everage for aggregation, the linear approxymation for missing data.

TimeSeriesReal faif::timeseries::create ( const TimeSeriesDigit &  in, const Transformation &  transformation  )

inline

creates real time series from digit time series.

References faif::timeseries::TimeValueDigit::getQuality(), faif::timeseries::TimeValueDigit::getTime(), faif::timeseries::TimeValueDigit::getValue(), and faif::timeseries::Transformation::toReal().