Data.TimeSeries

TimeSeries library

Series datatype

data DataPoint a

Data points is a time indexed value

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

Get data point index.

dpValue :: DataPoint a -> a

Get data point value.

Create series

emptySeries :: Series a

Create empty series.

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]

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

Create series from UTCTime and value.

Conversion between types

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

Convert Time Series to the list.

values :: Series a -> [a]

Get series values as list.

Selecting data from series

rolling

Arguments

:: TimeResolution

Window size

-> ([a] -> b)

Function applied to each window

-> Series a

Input Series

-> Series b

Converted Series

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

resample

Arguments

:: Fractional a

=> UTCTime

Starting time

-> TimeResolution

Resampling resolution

-> Series a

Input series

-> Series a

Resampled series

Resample 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 []

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

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

TimeResolution is for holding time periods which can't easy be translated to number of seconds For example day doesn't always have 86400 and month have different number of days. So if we want to define 1 month period we can't use DiffTime for it.

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

Define if csv file has header

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