Time series

The core type hierarchy. Every concrete time-series type is a subtype of AbstractTimeseries, specialised by regularity (regular vs irregular sampling) and dimensionality (univariate vs multivariate).

AbstractTimeseries
├── UnivariateTimeseries   (1-D)
├── MultivariateTimeseries (N-D, time on first dimension)
├── RegularTimeseries      (lookup is an AbstractRange)
│   ├── UnivariateRegular
│   └── MultivariateRegular
└── IrregularTimeseries    (lookup is any sorted vector)

The constructor is Timeseries: the first argument is the data, the second is the time lookup (or 𝑡(...)), and any further arguments are extra dimensions.

using TimeseriesTools
x = Timeseries(rand(100),    0.0:0.01:0.99)            # regular, univariate
m = Timeseries(rand(100, 4), 0.0:0.01:0.99, Var(1:4))  # regular, multivariate
i = Timeseries(rand(50),     sort(rand(50)))           # irregular, univariate
x isa RegularTimeseries, m isa MultivariateRegular, i isa IrregularTimeseries

(true, true, true)

Time lookups can be plain numbers (Float64), unitful quantities (see Unitful integration), or DateTimes (see Dates).

SpikeTrain is a special irregular type whose values are absent: a spike train is fully specified by its time stamps. See Spike trains.

Reference

TimeseriesBase.TimeSeries.AbstractTimeseries Type

AbstractTimeseries{T, N, B}

A type alias for an AbstractDimArray with a time index.

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TimeseriesBase.TimeSeries.UnivariateTimeseries Type

UnivariateTimeseries{T}

A type alias for a time series with one variable (a vector with only a Ti dimension).

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TimeseriesBase.TimeSeries.MultivariateTimeseries Type

MultivariateTimeseries{T}

A type alias for a multivariate time series (A matrix, with a first Ti dimension and an arbitrary second dimension).

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TimeseriesBase.TimeSeries.RegularTimeseries Type

RegularTimeseries{T, N, B}

A type alias for a regularly sampled time series.

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Missing docstring.

Missing docstring for UnivariateRegular. Check Documenter's build log for details.

Missing docstring.

Missing docstring for MultivariateRegular. Check Documenter's build log for details.

TimeseriesBase.TimeSeries.IrregularTimeseries Type

IrregularTimeseries

A type alias for a potentially irregularly sampled time series.

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TimeseriesBase.TimeSeries.TimeIndex Type

TimeIndex

A type alias for a tuple containing a time dimension and any number of other dimensions.

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TimeseriesBase.TimeSeries.RegularIndex Type

RegularIndex

A type alias for a regularly sampled dimension, wrapping an AbstractRange.

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TimeseriesBase.TimeSeries.RegularTimeIndex Type

RegularTimeIndex

A type alias for a tuple of dimensions containing a TimeIndex and any number of other dimensions.

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TimeseriesBase.TimeSeries.IrregularIndex Type

IrregularIndex

A type alias for an irregularly sampled dimension, wrapping an AbstractVector.

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TimeseriesBase.TimeSeries.IrregularTimeIndex Type

IrregularTimeIndex

A type alias for a tuple of dimensions containing a TimeIndex and any number of other dimensions.

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TimeseriesBase.TimeSeries.Timeseries Function

Timeseries(x, t)

Constructs a univariate time series with time t and data x.

Examples

julia> using TimeseriesBase, Unitful;
julia> t = 1:100
julia> x = rand(100)
julia> ts = Timeseries(x, t)
julia> ts isa typeintersect(UnivariateTimeseries, RegularTimeseries)

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Timeseries(x, t, v)

Constructs a multivariate time series with time t, variable v, and data x.

Examples

julia> t = 1:100;
julia> v = [:a, :b, :c];
julia> x = rand(100, 3);
julia> mts = Timeseries(x, t, v)
julia> mts isa typeintersect(MultivariateTimeseries, RegularTimeseries)

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Missing docstring.

Missing docstring for MultidimensionalIndex. Check Documenter's build log for details.

TimeseriesBase.TimeSeries.MultidimensionalTimeseries Type

A multidimensional time series has a regular sampling over a dimension other than time; a one-dimensional time series can be thought of as a field over an even grid in 1 dimension that fluctuates over time.

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Missing docstring.

Missing docstring for SpikeTrain. Check Documenter's build log for details.

Missing docstring.

Missing docstring for MultivariateSpikeTrain. Check Documenter's build log for details.

Missing docstring.

Missing docstring for UnivariateSpikeTrain. Check Documenter's build log for details.