TimeSeries< T > Struct Template Reference

Stores time series data and implements operators over it. More...

#include <timeseries.h>

Collaboration diagram for TimeSeries< T >:

Public Types
using	Scalar = T
using	EntryType = Eigen::Array<T,Dynamic,1>
using	ValType = std::vector<EntryType>
using	TimeType = std::vector<Eigen::ArrayXi>

Public Member Functions
	TimeSeries ()=default
	TimeSeries (const TimeType &t, const ValType &v)
template<typename U, typename V>
TimeSeries	operator() (const U &idx, const V &idx2=Eigen::all) const
	return a slice of the data using indices idx
auto	size () const -> size_t
auto	rows () const -> size_t
auto	cols (int i=0) const -> size_t
ValType::iterator	begin ()
ValType::iterator	end ()
auto	cbegin () const
auto	cend () const
TimeType::iterator	tbegin ()
TimeType::iterator	tend ()
auto	ctbegin () const
auto	ctend () const
template<typename ET = EntryType>
auto	transform (std::function< ET(EntryType)> op) const
template<typename R = T>
auto	reduce (const auto &op) const
template<typename C>
auto	cast () const
auto	abs () const
auto	pow () const
auto	log () const
auto	logabs () const
auto	log1p () const
auto	ceil () const
auto	floor () const
auto	exp () const
auto	sin () const
auto	cos () const
auto	tan () const
auto	asin () const
auto	acos () const
auto	atan () const
auto	sinh () const
auto	cosh () const
auto	tanh () const
auto	sqrt () const
auto	sqrtabs () const
auto	square () const
auto	median () const
auto	mean () const
auto	std () const
auto	max () const
auto	min () const
auto	sum () const
auto	count () const
auto	prod () const
template<typename T2>
auto	operator* (T2 v)
template<typename T2>
auto	before (const TimeSeries< T2 > &t2) const
template<typename T2>
auto	after (const TimeSeries< T2 > &t2) const
template<typename T2>
auto	during (const TimeSeries< T2 > &t2) const
std::string	print () const

Public Attributes
TimeType	time
ValType	value

Static Public Attributes
static const size_t	NumDimensions =2

Detailed Description

template<class T>
struct TimeSeries< T >

Stores time series data and implements operators over it.

TimeSeries contains two members: time and value, that have the same shape. Both are std::vectors of eigen arrays.

Each element of the vector is intended to represent one person / sample. The values in that element (an Eigen array) are observations of value at time t.

Template Parameters

T	the scalar type of the underlying values.

Definition at line 25 of file timeseries.h.

Member Typedef Documentation

EntryType

template<class T>

using Brush::Data::TimeSeries< T >::EntryType = Eigen::Array<T,Dynamic,1>

Definition at line 29 of file timeseries.h.

Scalar

template<class T>

using Brush::Data::TimeSeries< T >::Scalar = T

Definition at line 27 of file timeseries.h.

TimeType

template<class T>

using Brush::Data::TimeSeries< T >::TimeType = std::vector<Eigen::ArrayXi>

Definition at line 31 of file timeseries.h.

ValType

template<class T>

using Brush::Data::TimeSeries< T >::ValType = std::vector<EntryType>

Definition at line 30 of file timeseries.h.

Constructor & Destructor Documentation

TimeSeries() [1/2]

template<class T>

Brush::Data::TimeSeries< T >::TimeSeries ( )

default

Wraps time and value slices to matrices TODO: define begin() and end() iterators? figure out how to handle operators that just use values versus time

TimeSeries() [2/2]

template<class T>

Brush::Data::TimeSeries< T >::TimeSeries ( const TimeType & t, const ValType & v )

inline

Definition at line 40 of file timeseries.h.

Member Function Documentation

abs()

template<class T>

auto Brush::Data::TimeSeries< T >::abs ( ) const

inline

Definition at line 110 of file timeseries.h.

acos()

template<class T>

auto Brush::Data::TimeSeries< T >::acos ( ) const

inline

Definition at line 122 of file timeseries.h.

after()

template<class T>

template<typename T2>

auto Brush::Data::TimeSeries< T >::after ( const TimeSeries< T2 > & t2 ) const

inline

Definition at line 156 of file timeseries.h.

asin()

template<class T>

auto Brush::Data::TimeSeries< T >::asin ( ) const

inline

Definition at line 121 of file timeseries.h.

atan()

template<class T>

auto Brush::Data::TimeSeries< T >::atan ( ) const

inline

Definition at line 123 of file timeseries.h.

before()

template<class T>

template<typename T2>

auto Brush::Data::TimeSeries< T >::before ( const TimeSeries< T2 > & t2 ) const

inline

Definition at line 150 of file timeseries.h.

begin()

template<class T>

ValType::iterator Brush::Data::TimeSeries< T >::begin ( )

inline

Definition at line 60 of file timeseries.h.

cast()

template<class T>

template<typename C>

auto Brush::Data::TimeSeries< T >::cast ( ) const

inline

Definition at line 103 of file timeseries.h.

cbegin()

template<class T>

auto Brush::Data::TimeSeries< T >::cbegin ( ) const

inline

Definition at line 62 of file timeseries.h.

ceil()

template<class T>

auto Brush::Data::TimeSeries< T >::ceil ( ) const

inline

Definition at line 115 of file timeseries.h.

cend()

template<class T>

auto Brush::Data::TimeSeries< T >::cend ( ) const

inline

Definition at line 63 of file timeseries.h.

cols()

template<class T>

auto Brush::Data::TimeSeries< T >::cols ( int i = 0 ) const -> size_t

inline

Definition at line 54 of file timeseries.h.

cos()

template<class T>

auto Brush::Data::TimeSeries< T >::cos ( ) const

inline

Definition at line 119 of file timeseries.h.

cosh()

template<class T>

auto Brush::Data::TimeSeries< T >::cosh ( ) const

inline

Definition at line 125 of file timeseries.h.

count()

template<class T>

auto Brush::Data::TimeSeries< T >::count ( ) const

inline

Definition at line 137 of file timeseries.h.

ctbegin()

template<class T>

auto Brush::Data::TimeSeries< T >::ctbegin ( ) const

inline

Definition at line 66 of file timeseries.h.

ctend()

template<class T>

auto Brush::Data::TimeSeries< T >::ctend ( ) const

inline

Definition at line 67 of file timeseries.h.

during()

template<class T>

template<typename T2>

auto Brush::Data::TimeSeries< T >::during ( const TimeSeries< T2 > & t2 ) const

inline

Definition at line 162 of file timeseries.h.

end()

template<class T>

ValType::iterator Brush::Data::TimeSeries< T >::end ( )

inline

Definition at line 61 of file timeseries.h.

exp()

template<class T>

auto Brush::Data::TimeSeries< T >::exp ( ) const

inline

Definition at line 117 of file timeseries.h.

floor()

template<class T>

auto Brush::Data::TimeSeries< T >::floor ( ) const

inline

Definition at line 116 of file timeseries.h.

log()

template<class T>

auto Brush::Data::TimeSeries< T >::log ( ) const

inline

Definition at line 112 of file timeseries.h.

log1p()

template<class T>

auto Brush::Data::TimeSeries< T >::log1p ( ) const

inline

Definition at line 114 of file timeseries.h.

logabs()

template<class T>

auto Brush::Data::TimeSeries< T >::logabs ( ) const

inline

Definition at line 113 of file timeseries.h.

max()

template<class T>

auto Brush::Data::TimeSeries< T >::max ( ) const

inline

Definition at line 134 of file timeseries.h.

mean()

template<class T>

auto Brush::Data::TimeSeries< T >::mean ( ) const

inline

Definition at line 132 of file timeseries.h.

median()

template<class T>

auto Brush::Data::TimeSeries< T >::median ( ) const

inline

Definition at line 131 of file timeseries.h.

min()

template<class T>

auto Brush::Data::TimeSeries< T >::min ( ) const

inline

Definition at line 135 of file timeseries.h.

operator()()

template<class T>

template<typename U, typename V>

TimeSeries Brush::Data::TimeSeries< T >::operator() ( const U & idx, const V & idx2 = Eigen::all ) const

inline

return a slice of the data using indices idx

Definition at line 45 of file timeseries.h.

operator*()

template<class T>

template<typename T2>

auto Brush::Data::TimeSeries< T >::operator* ( T2 v )

inline

Definition at line 144 of file timeseries.h.

pow()

template<class T>

auto Brush::Data::TimeSeries< T >::pow ( ) const

inline

Definition at line 111 of file timeseries.h.

print()

template<class T>

std::string Brush::Data::TimeSeries< T >::print ( ) const

inline

Print the time series.

Parameters

output	ostream object
ts	time series object

Returns

ostream&

Definition at line 168 of file timeseries.h.

prod()

template<class T>

auto Brush::Data::TimeSeries< T >::prod ( ) const

inline

Definition at line 138 of file timeseries.h.

reduce()

template<class T>

template<typename R = T>

auto Brush::Data::TimeSeries< T >::reduce ( const auto & op ) const

inline

Definition at line 90 of file timeseries.h.

rows()

template<class T>

auto Brush::Data::TimeSeries< T >::rows ( ) const -> size_t

inline

Definition at line 53 of file timeseries.h.

sin()

template<class T>

auto Brush::Data::TimeSeries< T >::sin ( ) const

inline

Definition at line 118 of file timeseries.h.

sinh()

template<class T>

auto Brush::Data::TimeSeries< T >::sinh ( ) const

inline

Definition at line 124 of file timeseries.h.

size()

template<class T>

auto Brush::Data::TimeSeries< T >::size ( ) const -> size_t

inline

Definition at line 52 of file timeseries.h.

sqrt()

template<class T>

auto Brush::Data::TimeSeries< T >::sqrt ( ) const

inline

Definition at line 127 of file timeseries.h.

sqrtabs()

template<class T>

auto Brush::Data::TimeSeries< T >::sqrtabs ( ) const

inline

Definition at line 128 of file timeseries.h.

square()

template<class T>

auto Brush::Data::TimeSeries< T >::square ( ) const

inline

Definition at line 129 of file timeseries.h.

std()

template<class T>

auto Brush::Data::TimeSeries< T >::std ( ) const

inline

Definition at line 133 of file timeseries.h.

sum()

template<class T>

auto Brush::Data::TimeSeries< T >::sum ( ) const

inline

Definition at line 136 of file timeseries.h.

tan()

template<class T>

auto Brush::Data::TimeSeries< T >::tan ( ) const

inline

Definition at line 120 of file timeseries.h.

tanh()

template<class T>

auto Brush::Data::TimeSeries< T >::tanh ( ) const

inline

Definition at line 126 of file timeseries.h.

tbegin()

template<class T>

TimeType::iterator Brush::Data::TimeSeries< T >::tbegin ( )

inline

Definition at line 64 of file timeseries.h.

tend()

template<class T>

TimeType::iterator Brush::Data::TimeSeries< T >::tend ( )

inline

Definition at line 65 of file timeseries.h.

transform()

template<class T>

template<typename ET = EntryType>

auto Brush::Data::TimeSeries< T >::transform ( std::function< ET(EntryType)> op ) const

inline

Definition at line 78 of file timeseries.h.

Member Data Documentation

NumDimensions

template<class T>

const size_t Brush::Data::TimeSeries< T >::NumDimensions =2

static

Definition at line 28 of file timeseries.h.

time

template<class T>

TimeType Brush::Data::TimeSeries< T >::time

Definition at line 37 of file timeseries.h.

value

template<class T>

ValType Brush::Data::TimeSeries< T >::value

Definition at line 38 of file timeseries.h.

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

• timeseries.h