Packages

case class TimeSeries[V](idx: Vector[LocalDateTime], ds: Vector[V]) extends Product with Serializable

TimeSeries contains data indexed by DateTime. The type of stored data is parametric.

Linear Supertypes
Serializable, Serializable, Product, Equals, AnyRef, Any
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  1. TimeSeries
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. AnyRef
  7. Any
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Visibility
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Instance Constructors

  1. new TimeSeries(d: Seq[(LocalDateTime, V)])
  2. new TimeSeries(idx: Vector[LocalDateTime], ds: Vector[V])

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. def addMissing(delta: Duration, f: ((LocalDateTime, V), (LocalDateTime, V), LocalDateTime) ⇒ V): TimeSeries[V]

    Add missing points to the time series.

    Add missing points to the time series. The output series will have all its own points and some new points if there are missing at every duration.

    delta

    Expected distance between points

    f

    This function will approximate missing points.

  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  7. val dataPoints: Vector[(LocalDateTime, V)]
  8. val ds: Vector[V]
  9. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  10. def filter(f: ((LocalDateTime, V)) ⇒ Boolean): TimeSeries[V]

    Filter by index and value

  11. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  12. def get(i: Int)(implicit num: Numeric[V]): V

    Safe get.

    Safe get. If element is out of the bounds then 0 is returned

  13. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
  14. def groupByTime(g: (LocalDateTime) ⇒ LocalDateTime, f: (Seq[(LocalDateTime, V)]) ⇒ V): TimeSeries[V]

    Aggregate data points.

    Aggregate data points.

    g

    This function transforms current data point time into new time. All points with the same time will be integrated into single point

    f

    This function defines how to aggregate points with the same transformed time

  15. def head: Option[(LocalDateTime, V)]
  16. val idx: Vector[LocalDateTime]
  17. val index: Vector[LocalDateTime]
  18. def interpolateOutliers(min: V, max: V, f: (V, V) ⇒ V)(implicit num: Numeric[V]): TimeSeries[V]

    Remove outliers by interpolate values on their place

  19. def isEmpty: Boolean

    Check is series is empty

  20. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  21. def join[U](ts: TimeSeries[U]): TimeSeries[(V, U)]

    Inner join.

    Inner join. Only include points which have the same data in both series

  22. def joinLeft[U](ts: TimeSeries[U], default: U): TimeSeries[(V, U)]

    Left join.

    Left join. If right series doesn't have a data point then put default value.

  23. def last: Option[(LocalDateTime, V)]

    Get last element of the series

  24. val length: Int
  25. def map(f: ((LocalDateTime, V)) ⇒ V): TimeSeries[V]

    Map by index and value.

    Map by index and value. Create new values

  26. def mapValues[U](f: (V) ⇒ U): TimeSeries[U]

    Map over values.

  27. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  28. def nonEmpty: Boolean

    Check is series is non empty

  29. final def notify(): Unit
    Definition Classes
    AnyRef
  30. final def notifyAll(): Unit
    Definition Classes
    AnyRef
  31. def removeOutliers(min: V, max: V)(implicit num: Numeric[V]): TimeSeries[V]

    Remove outliers

  32. def repeat(start: LocalDateTime, end: LocalDateTime, d: Duration): TimeSeries[V]

    Repeat series

  33. def resample(delta: Duration, f: ((LocalDateTime, V), (LocalDateTime, V), LocalDateTime) ⇒ V)(implicit num: Numeric[V]): TimeSeries[V]

    Resample given TimeSeries with indexes separated by delta.

    Resample given TimeSeries with indexes separated by delta. This function will ensure that series is evenly spaced.

    delta

    Distance between points

    f

    Function which approximates missing points

  34. def resampleWithDefault(delta: Duration, default: V)(implicit num: Fractional[V]): TimeSeries[V]

    Resample series.

    Resample series. If there are any missing points then they will be replaced by given default value

  35. def rollingWindow(windowSize: Duration, f: (Seq[V]) ⇒ V): TimeSeries[V]

    Rolling window operation

  36. def shiftTime(d: Duration, forward: Boolean): TimeSeries[V]

    Shift index by specific time duration

  37. def slice(start: LocalDateTime, end: LocalDateTime): TimeSeries[V]

    Get slice of series with left side inclusive and right side exclusive this operation is based on index.

  38. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  39. def trimOutliers(min: V, max: V)(implicit num: Numeric[V]): TimeSeries[V]

    Remove outliers by set min/max values on their place

  40. val values: Vector[V]
  41. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  42. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  43. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from AnyRef

Inherited from Any

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