Re: [boost] [ANN] Boost.Time_series: feedback requested

From: Eric Niebler (eric_at_[hidden])
Date: 2006-12-13 19:45:33

Darryl Green wrote:
> Eric Niebler <eric <at> boost-consulting.com> writes:
>  > Janek Kozicki wrote:
>  > > Eric Niebler said:     (by the date of Tue, 12 Dec 2006 09:59:19 -0800)
>  > >
>  > >> What we need is an interpolating adapter. It would wrap a 
> TimeSeries of
>  > >> one discretization and make it look like it has a different
>  > >> discretization, interpolating on the fly. Probably wouldn't be too 
> hard.
>  > >
>  > > Apart from lienar interpolation there are several others available.
> 
> Hi Eric,
> I've only taken a quick look at the docs, it looks pretty good so far. But
> before you worry about specific multirate filtering algorithms
> (interpolation/decimation) and kernels how about including convolution 
> (as an
> adapter)? Or did I just miss it in my skim of the docs? Optimization 
> (polyphase
> filters) can wait?

Am I allowed to plead the 5th? :-) I confess I don't know what 
convolution is. I learned enough to satisfy the library's requirements, 
as specified by Zürcher Kantonalbank who sponsored the work, and they 
apparently didn't need that.

Anyway, from Wikipedia, I see that convolution is "the integral of the 
product of the two functions after one is reversed and shifted." Seems 
straightforward. There already is a shift adapter. I could add a reverse 
adapter. (Reversed relative to what time t? Should it be a parameter to 
the adapter?) Series multiplication is already implemented, as is an 
integrate() function. So maybe it's almost already there.

-- 
Eric Niebler
Boost Consulting
www.boost-consulting.com