Re: [boost] Upcoming review of Time Series

From: Hugo Duncan (hugoduncan_at_[hidden])
Date: 2007-07-27 09:07:42

Eric,

> OK, the time period isn't a constant, but what is it measured in?
> Milliseconds? Then you can make milliseconds your discretization, and
> then resample the data at a coarser discretization with the
> coarse_grain() algorithm. Am I still not understanding your problem?
> Perhaps it would help if you were more explicit about what data is being
> pulled from the bus, exactly. Values and time? Time measured how?

Light finally goes on! I agree that this is a solution.  To do this I use  
a sparse_series, and each point becomes a run, I believe.  (Just for the  
record, pulling time and values.)  Thanks for your patient explanation - I  
think it was the name "sparse" that was giving me problems, as I was  
thinking of it as dense with variable discretisation (40-60ms) rather than  
sparse at constant millisecond discretisation.

> I'll have to get back to you about the rest. I'm leaving tomorrow for a
> long weekend.

Have a good weekend.

Hugo