NbbTools > Class library guide

SimpleTS

Introduction

The SimpleTS Model describes very simple times series, and offers standard operations on them. It is designed to allow easy manipulation, good performances, and to be adapted to the most frequent statistical operations on time series.

Model

A time series (TS object) is composed of its time domain (TSDomain object) and of an array of values (Values object), both of the same length. The domain is constant: it cannot be modified after the creation of the time series. On the other hand, if the number of values is also fixed, each of them can be modified at any time. The time domain is an array of adjacent periods (TSPeriod objects). A description can be added to each TS.

The time series treated by the model must have the following characteristics:

• Frequency: from the TSFrequency enumeration (0, divisors of 12).
• Domain: continuous; no limitation in length, provided it remains in the range [jan-0100 - dec-3000].
• Data: real values; the series can contain missing values (identified by Double.NaN).

The time series can be grouped in TSCollection.