Re: [boost] Upcoming review of Time Series

From: Hugo Duncan (hugoduncan_at_[hidden])
Date: 2007-07-26 22:12:39

Eric,

>>> I'm not 100% sure I understand your use case. But most of the series
>>> types and algorithms allow non-discrete sequences. That is, the offsets
>>> can be floating point. Could that help?
>>
>> Yes I had seen that, but wasn't sure how it worked for sampled data.  In
>> my case I have a multiple time series with a (common) sample time that
>> varies stochastically between 40-60ms. It wasn't clear to me that the
>> offsets could be non-constant stride (whether integer or floating  
>> point).
>> Even the sparse series seems to require a constant discretisation.
>
> So, you have a discrete series (i.e., values at offsets), but the
> offsets map to discretizations according to some piecewise function? Did
> I get that right? That's interesting.

That would be interesting indeed, but no. These are logged data that are  
being collected from a bus as they arrive.  The arrival time period is not  
a constant.

> Most of the time series algorithms don't actually use the discretization
> for anything besides type-checking. The only exception is integrate(),
> which multiplies runs by the discretization. How do you use the
> discretization?

mostly to resample to fit the data in with other time series that have a  
fixed discretisation.

> Perhaps your usage can be accommodated with an extra
> function that maps from cursor to discretization. I think this is a
> refinement to the TimeSeries concept, but one which most of the
> algorithms (besides integrate) won't care about.

Sounds possible.

Thanks for taking the time to consider these use cases.

Hugo