Re: [boost] Upcoming review of Time Series

From: Eric Niebler (eric_at_[hidden])
Date: 2007-07-26 18:52:31

Hugo Duncan wrote:
> Reading further into the documentation, I see another misconception on my  
> part. If I now understand correctly all the algorithms pull data from  
> series.  In the above case, with a destructive read, I think that means I  
> could only run a single algorithm on each of the series?  Would it be  
> worth considering exposing an interface for pushing data to the  
> algorithms?

My comment about "destructive" read shouldn't be taken to imply that it 
actually obliterates the data after its read. E.g., if you are using a 
memory mapped file as a back end, you can run a different algorithm on 
the same data by "resetting" the series by remapping the file.

If you want to push the data, and calculate many things in one pass, the 
library you want to use is the Accumulators library.

http://boost-sandbox.sourceforge.net/libs/accumulators/doc/html/

It's been accepted into Boost, but I haven't committed it to CVS yet.

> It seems from your comments at the start of "Defining New  
> TimeSeries algorithms" and the display_run example, that most of the  
> algorithms are implemented that way anyway.

I don't follow you. What do you mean?

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