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From: Eric Niebler (eric_at_[hidden])
Date: 2007-06-04 14:59:25


Looking at the review schedule, it occurs to me that I never officially
put my Boost.Time_series library in the queue. So here goes ...

Boost.Time_series is a library for computing
with time series (http://en.wikipedia.org/wiki/Time_series). From the
documentation:

> The purpose of the Boost.Time_series library is to provide data structures, numerical operators and algorithms to operate on time series. A time series is a series of data points, sampled at regular intervals. The library provides numerous time series containers, each with different time/space trade-offs, and a hierarchy of concepts which allow the time series to be manipulated generically. The library also provides operators and algorithms which use the generic interfaces to perform calculations on time series and accumulate various statistics about them.
>
> Boost.Time_series does not yet contain all the algorithms one might want in order to perform full time series analysis. However, the key contribution of Boost.Time_series is the framework and the rich hierarchy of concepts with which such algorithms can be written to efficiently and generically process series of data with widely divergent in-memory representations and performance characteristics. Boost.Time_series provides several such series containers, as well as mechanisms for defining additional series types and algorithms that fit within the framework. Some examples of series types that are provided are: dense, sparse, piecewise constant, heaviside and others, as well as adaptors for providing shifted, scaled and clipped series views.

The documentation can be found here:
http://boost-sandbox.sf.net/libs/time_series/doc/html/index.html

The code is in time_series.zip, which can be downloaded here:
http://boost-consulting.com/vault/index.php?directory=Math%20-%20Numerics

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

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