SlidingWindowTimeSeries

A time series that aggregates recent values of an other time series. A typical use case is a mobile average time series.

If no values are available for a given time window, a None value is retrieved.

The number of periods in the sliding windows will only rely on the call frequency of this time series, for the underlying time series will only provide values for the times specified by this time series.

base: the underlying time series on which this time series is based.
duration: the time in the past this time series must consider for computing the sliding window. Values that relate to times before this will be ignored.
aggregator: the function used to aggregate values.

Linear Supertypes

Serializable, Serializable, Product, Equals, TimeSeries[T], AnyRef, Any

Instance Constructors

new SlidingWindowTimeSeries(base: TimeSeries[T], duration: Duration, aggregator: (Seq[(Duration, T)]) ⇒ T)

base
the underlying time series on which this time series is based.
duration
the time in the past this time series must consider for computing the sliding window. Values that relate to times before this will be ignored.
aggregator
the function used to aggregate values.

Value Members

final def !=(arg0: Any): Boolean

Definition Classes
AnyRef → Any
final def ##(): Int

Definition Classes
AnyRef → Any
final def ==(arg0: Any): Boolean

Definition Classes
AnyRef → Any
val aggregator: (Seq[(Duration, T)]) ⇒ T

the function used to aggregate values.
final def asInstanceOf[T0]: T0

Definition Classes
Any
val base: TimeSeries[T]

the underlying time series on which this time series is based.
def clone(): AnyRef

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( ... )
def compute(times: Stream[LocalDateTime]): Stream[(LocalDateTime, Option[T])]

times
a series of time for which values must be computed. Each time must be greater than or equal to the previous one.
returns
the values associated to the specified times, if specified.

Definition Classes
SlidingWindowTimeSeries → TimeSeries
val duration: Duration

the time in the past this time series must consider for computing the sliding window.
the time in the past this time series must consider for computing the sliding window. Values that relate to times before this will be ignored.
final def eq(arg0: AnyRef): Boolean

Definition Classes
AnyRef
def finalize(): Unit

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( classOf[java.lang.Throwable] )
final def getClass(): Class[_]

Definition Classes
AnyRef → Any
final def isInstanceOf[T0]: Boolean

Definition Classes
Any
final def ne(arg0: AnyRef): Boolean

Definition Classes
AnyRef
final def notify(): Unit

Definition Classes
AnyRef
final def notifyAll(): Unit

Definition Classes
AnyRef
final def synchronized[T0](arg0: ⇒ T0): T0

Definition Classes
AnyRef
final def wait(): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long, arg1: Int): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )

Related Doc: package composite

case class SlidingWindowTimeSeries[T](base: TimeSeries[T], duration: Duration, aggregator: (Seq[(Duration, T)]) ⇒ T) extends TimeSeries[T] with Product with Serializable

Instance Constructors

new SlidingWindowTimeSeries(base: TimeSeries[T], duration: Duration, aggregator: (Seq[(Duration, T)]) ⇒ T)

Value Members

final def !=(arg0: Any): Boolean

final def ##(): Int

final def ==(arg0: Any): Boolean

val aggregator: (Seq[(Duration, T)]) ⇒ T

final def asInstanceOf[T0]: T0

val base: TimeSeries[T]

def clone(): AnyRef

def compute(times: Stream[LocalDateTime]): Stream[(LocalDateTime, Option[T])]

val duration: Duration

final def eq(arg0: AnyRef): Boolean

def finalize(): Unit

final def getClass(): Class[_]

final def isInstanceOf[T0]: Boolean

final def ne(arg0: AnyRef): Boolean

final def notify(): Unit

final def notifyAll(): Unit

final def synchronized[T0](arg0: ⇒ T0): T0

final def wait(): Unit

final def wait(arg0: Long, arg1: Int): Unit

final def wait(arg0: Long): Unit

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from TimeSeries[T]

Inherited from AnyRef

Inherited from Any

Ungrouped