Data.TimeSeries

TimeSeries library

Documentation

data DataPoint a

Data points is single index value od time series

Instances

Functor DataPoint

Methods

fmap :: (a -> b) -> DataPoint a -> DataPoint b

(<$) :: a -> DataPoint b -> DataPoint a

Foldable DataPoint

Methods

fold :: Monoid m => DataPoint m -> m

foldMap :: Monoid m => (a -> m) -> DataPoint a -> m

foldr :: (a -> b -> b) -> b -> DataPoint a -> b

foldr' :: (a -> b -> b) -> b -> DataPoint a -> b

foldl :: (b -> a -> b) -> b -> DataPoint a -> b

foldl' :: (b -> a -> b) -> b -> DataPoint a -> b

foldr1 :: (a -> a -> a) -> DataPoint a -> a

foldl1 :: (a -> a -> a) -> DataPoint a -> a

toList :: DataPoint a -> [a]

null :: DataPoint a -> Bool

length :: DataPoint a -> Int

elem :: Eq a => a -> DataPoint a -> Bool

maximum :: Ord a => DataPoint a -> a

minimum :: Ord a => DataPoint a -> a

sum :: Num a => DataPoint a -> a

product :: Num a => DataPoint a -> a

Eq a => Eq (DataPoint a)

Methods

(==) :: DataPoint a -> DataPoint a -> Bool

(/=) :: DataPoint a -> DataPoint a -> Bool

Show a => Show (DataPoint a)

Methods

showsPrec :: Int -> DataPoint a -> ShowS

show :: DataPoint a -> String

showList :: [DataPoint a] -> ShowS

data Series a

Data structure for holding Series. Implementation should be hidden so it can be changed in the future

Instances

Functor Series

Methods

fmap :: (a -> b) -> Series a -> Series b

(<$) :: a -> Series b -> Series a

Foldable Series

Methods

fold :: Monoid m => Series m -> m

foldMap :: Monoid m => (a -> m) -> Series a -> m

foldr :: (a -> b -> b) -> b -> Series a -> b

foldr' :: (a -> b -> b) -> b -> Series a -> b

foldl :: (b -> a -> b) -> b -> Series a -> b

foldl' :: (b -> a -> b) -> b -> Series a -> b

foldr1 :: (a -> a -> a) -> Series a -> a

foldl1 :: (a -> a -> a) -> Series a -> a

toList :: Series a -> [a]

null :: Series a -> Bool

length :: Series a -> Int

elem :: Eq a => a -> Series a -> Bool

maximum :: Ord a => Series a -> a

minimum :: Ord a => Series a -> a

sum :: Num a => Series a -> a

product :: Num a => Series a -> a

Eq a => Eq (Series a)

Methods

(==) :: Series a -> Series a -> Bool

(/=) :: Series a -> Series a -> Bool

Show a => Show (Series a)

Methods

showsPrec :: Int -> Series a -> ShowS

show :: Series a -> String

showList :: [Series a] -> ShowS

dpIndex :: DataPoint a -> UTCTime

dpValue :: DataPoint a -> a

emptySeries :: Series a

Create empty series

rolling

Arguments

:: NominalDiffTime

Window size

-> ([a] -> b)

Function applied to each window

-> Series a

Input Series

-> Series b

Converted Series

Apply function to rolling window to create new Series Rolling window is also called Sliding Window.

resample

Arguments

:: UTCTime

Starting time

-> TimeResolution

Resampling resolution

-> ([a] -> b)

Function for aggregating data points

-> Series a

Input series

-> Series b

Resampled series

Resample Time series

series :: [(UTCTime, a)] -> Series a

Create series

size :: Series a -> Int

Get series size. Complexity O(n)

size (Series [DP 1 41.3, DP 2 52.22, DP 3 3.0]) == 3

slice

Arguments

:: UTCTime

Start time (inclusive)

-> UTCTime

End time (inclusive)

-> Series a

Input series

-> Series a

Sliced Series

Return series subset Complexity O(n)

slice (Series [DP 1 41.3, DP 2 52.22, DP 3 3.0]) 2 3 == Series [DP 2 52.22, DP 3 3.0]
slice (Series [DP 1 41.3, DP 2 52.22, DP 3 3.0]) 5 23 == Series []

toList :: Series a -> [(UTCTime, a)]

Convert Time Series to list

tsSeries

Arguments

:: [Integer]

List of index value given as number of seconds

-> [a]

List of value

-> Series a

Created Series

Create time series from timestamps and values

seriesFromSeconds [1, 2, 3] [41.3, 52.22, 3.0] == Series [DP 1970-01-01 00:00:01 UTC 2.3,DP 1970-01-01 00:00:02 UTC 4.5]

valueAt

Arguments

:: UTCTime

Index position

-> Series a

Input Series

-> Maybe a

Value at given index

Return data point value at given index Complexity O(n)

valueAt (Series [DP 1 41.3, DP 2 52.22, DP 3 3.0]) 2 == Just 52.22
valueAt (Series [DP 1 41.3, DP 2 52.22, DP 3 3.0]) 5 == Nothing

values :: Series a -> [a]

Get series values

mean :: Fractional a => Series a -> a

Return Time Series mean

std :: Floating a => Series a -> a

Calculate Time Series Standard Deviation

variance :: Floating a => Series a -> a

Calculate Time Series variance

data TimeResolution

days :: Integer -> TimeResolution

Create Time Resolution from days

months :: Integer -> TimeResolution

Create Time Resolution from months

nextTime :: TimeResolution -> UTCTime -> UTCTime

Return Time Series mean

seconds :: Int -> TimeResolution

Create Time Resolution from seconds

years :: Integer -> TimeResolution

Create Time Resolution from years

data HasHeader

Constructors

HasHeader

NoHeader

loadCSV :: HasHeader -> (Text -> UTCTime) -> FilePath -> IO (Series Double)

Load data from CSV file and create Time Series from it As a first argument provide function to convert date from ByteString to UTCTime

saveCSV :: Series Double -> FilePath -> IO ()

Load data from CSV file and create Time Series from it As a first argument provide function to convert date from ByteString to UTCTime