Time Series (trajectory resp. sequence of values w.r.t. time) More...

#include <time_series.h>

Public Types
using	ConstPtr = std::shared_ptr< const TimeSeries >

enum	Extrapolation { Extrapolation::NoExtrapolation, Extrapolation::ZeroOrderHold }
	List of available interpolation methods. More...

enum	Interpolation { Interpolation::ZeroOrderHold, Interpolation::Linear }
	List of available interpolation methods. More...

enum	Normalization { Normalization::FirstValue, Normalization::AbsoluteMaximum, Normalization::Maximum, Normalization::Mean }
	List of available normalizations. More...

using	Ptr = std::shared_ptr< TimeSeries >

using	TimeVecConstMap = Eigen::Map< const Eigen::VectorXd >

using	TimeVecMap = Eigen::Map< Eigen::VectorXd >

using	ValuesMatConstMap = Eigen::Map< const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor > >

using	ValuesMatMap = Eigen::Map< Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor > >

Public Member Functions
bool	add (double time, const std::vector< double > &values)
	Add time and value vector pair (STL version) More...

bool	add (double time, const Eigen::Ref< const Eigen::VectorXd > &values)
	Add time and value vector pair (Eigen version) More...

void	clear ()
	Clear time series (except valueLabels()) More...

virtual void	computeMeanCwise (Eigen::Ref< Eigen::VectorXd > mean_values)
	Compute and return the component-wise mean values. More...

virtual double	computeMeanOverall ()
	Compute and return the mean value of all values among all dimensions. More...

double	getFinalTime () const
	Get total time duration of the trajectory (assumes that all values are sorted with ascending time) More...

const std::vector< double > &	getTime () const
	Read access to the underlying time values [getTimeDimension() x 1]. More...

int	getTimeDimension () const
	Return dimension of the time vector. More...

const double &	getTimeFromStart () const
	Get time from start (offset to all time stamps in time()) More...

std::vector< double > &	getTimeRef ()
	Write access to the underlying time values [getTimeDimension() x 1] (warning, modify only with 100% care) More...

TimeVecConstMap	getTimeVectorView () const
	Read access to the underlying time values in Eigen vector format [getTimeDimension() x 1]. More...

TimeVecMap	getTimeVectorView ()
	Write access to the underlying time values in Eigen vector format [getTimeDimension() x 1] (warning, modify only with 100% care) More...

int	getValueDimension () const
	Return dimension of the value vector. More...

const std::vector< std::string > &	getValueLabels () const
	Read individual value labels (non-empty if provided) More...

std::vector< std::string > &	getValueLabelsRef ()
	Access (modify) value labels for each component. More...

std::vector< double >	getValues (int time_idx) const
	Obtain value vector (copy) at a given time idx (< getTimeDimension()) More...

const std::vector< double > &	getValues () const
	Read access to the complete values matrix in column-major format [getValueDimension() x getTimeDimension()]. More...

virtual bool	getValuesInterpolate (double time, Eigen::Ref< Eigen::VectorXd > values, Interpolation interpolation=Interpolation::Linear, Extrapolation extrapolate=Extrapolation::NoExtrapolation, double tolerance=1e-6) const
	Retrieve value vector at a desired time stamp (seconds) via interpolation. More...

Eigen::Map< const Eigen::VectorXd >	getValuesMap (int time_idx) const
	Read access to a value vector at a given time idx (< getTimeDimension) without copying. More...

ValuesMatConstMap	getValuesMatrixView () const
	Read access to the complete values matrix in Eigen matrix format [getValueDimension() x getTimeDimension()]. More...

ValuesMatMap	getValuesMatrixView ()
	Access to the complete values matrix in Eigen matrix format [getValueDimension() x getTimeDimension()] (warning, modify only with 100% care) More...

std::vector< double > &	getValuesRef ()
	Access to the complete values matrix in column-major format [getValueDimension() x getTimeDimension()] (warning, modify only with 100% care) More...

bool	isColumnMajor () const
	Return if the underlying raw format is in Column-Major layout. More...

bool	isEmpty () const
	Determine if time series is empty. More...

virtual void	normalize (Normalization norm_method, bool value_cwise=true)
	Normalize values according to a specified method. More...

virtual void	normalize (Normalization norm_method, int value_idx)
	Normalize a given value index according to a specified method. More...

void	print (int precision=2) const
	Print the current time series content to console (with a desired precision for decimal numbers) More...

void	reserve (int time_dim, int value_dim)
	Allocate memory for a given time and value vector dimension. More...

bool	set (const Eigen::Ref< const Eigen::VectorXd > &time, const Eigen::Ref< const Eigen::MatrixXd > &values_matrix, double time_from_start=0.0)
	Set time vector and values matrix. More...

bool	set (const std::vector< double > &time, const std::vector< Eigen::VectorXd > &values_vector, double time_from_start=0.0)
	Set time vector and values matrix (STL version) More...

void	setTimeFromStart (double tfs)
	Set time from start (offset to all time stamps in time()) More...

void	setValueDimension (int value_dim)
	Change value dimension (warning: clears existing values) More...

	TimeSeries ()
	Default constructor. More...

	TimeSeries (int value_dim)
	Construct empty time series with a dresired value vector dimension. More...

virtual	~TimeSeries ()

Protected Attributes
std::vector< double >	_time

double	_time_from_start = 0.0
	Speciy an offset for the time sequence _time;. More...

int	_value_dim = 0

std::vector< std::string >	_value_labels
	label values should be empty or valueDimension() More...

std::vector< double >	_values
	value x time [column major], column: set of values corresponding to the given time idx More...

Friends
std::ostream &	operator<< (std::ostream &out, const TimeSeries &ts)
	Print TimeSeries object. More...

Detailed Description

Time Series (trajectory resp. sequence of values w.r.t. time)

A time series is meant to represent a sequence of vectors of floating point numbers with individual time stamps. A time series might also be interpreted as a discrete-time trajectory.

See also: TimeSeriesSequence TimeSeriesSignal TimeSeriesSequenceSignal

Author: Christoph Rösmann (chris.nosp@m.toph.nosp@m..roes.nosp@m.mann.nosp@m.@tu-d.nosp@m.ortm.nosp@m.und.d.nosp@m.e)

Definition at line 54 of file time_series.h.

Member Typedef Documentation

◆ ConstPtr

using corbo::TimeSeries::ConstPtr = std::shared_ptr<const TimeSeries>

Definition at line 65 of file time_series.h.

◆ Ptr

using corbo::TimeSeries::Ptr = std::shared_ptr<TimeSeries>

Definition at line 64 of file time_series.h.

◆ TimeVecConstMap

using corbo::TimeSeries::TimeVecConstMap = Eigen::Map<const Eigen::VectorXd>

Definition at line 69 of file time_series.h.

◆ TimeVecMap

using corbo::TimeSeries::TimeVecMap = Eigen::Map<Eigen::VectorXd>

Definition at line 68 of file time_series.h.

◆ ValuesMatConstMap

using corbo::TimeSeries::ValuesMatConstMap = Eigen::Map<const Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor> >

Definition at line 67 of file time_series.h.

◆ ValuesMatMap

using corbo::TimeSeries::ValuesMatMap = Eigen::Map<Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor> >

Definition at line 66 of file time_series.h.

Member Enumeration Documentation

◆ Extrapolation

enum corbo::TimeSeries::Extrapolation

strong

List of available interpolation methods.

Enumerator
NoExtrapolation
ZeroOrderHold

Definition at line 60 of file time_series.h.

◆ Interpolation

enum corbo::TimeSeries::Interpolation

strong

List of available interpolation methods.

Enumerator
ZeroOrderHold
Linear

Definition at line 58 of file time_series.h.

◆ Normalization

enum corbo::TimeSeries::Normalization

strong

List of available normalizations.

Enumerator
FirstValue
AbsoluteMaximum
Maximum
Mean

Definition at line 62 of file time_series.h.

Constructor & Destructor Documentation

◆ TimeSeries() [1/2]

corbo::TimeSeries::TimeSeries ( )

inline

Default constructor.

Definition at line 72 of file time_series.h.

◆ TimeSeries() [2/2]

corbo::TimeSeries::TimeSeries ( int value_dim )

inlineexplicit

Construct empty time series with a dresired value vector dimension.

Definition at line 74 of file time_series.h.

◆ ~TimeSeries()

virtual corbo::TimeSeries::~TimeSeries ( )

inlinevirtual

Definition at line 76 of file time_series.h.

Member Function Documentation

◆ add() [1/2]

bool corbo::TimeSeries::add	(	double	time,
		const std::vector< double > &	values
	)

Add time and value vector pair (STL version)

Definition at line 48 of file time_series.cpp.

◆ add() [2/2]

bool corbo::TimeSeries::add	(	double	time,
		const Eigen::Ref< const Eigen::VectorXd > &	values
	)

Add time and value vector pair (Eigen version)

Definition at line 64 of file time_series.cpp.

◆ clear()

void corbo::TimeSeries::clear ( )

Clear time series (except valueLabels())

Definition at line 144 of file time_series.cpp.

◆ computeMeanCwise()

void corbo::TimeSeries::computeMeanCwise ( Eigen::Ref< Eigen::VectorXd > mean_values )

virtual

Compute and return the component-wise mean values.

Parameters

[out] mean_values Resulting cwise mean values [getValueDimension() x 1] (vector size must be preallocated)

Definition at line 245 of file time_series.cpp.

◆ computeMeanOverall()

double corbo::TimeSeries::computeMeanOverall ( )

virtual

Compute and return the mean value of all values among all dimensions.

Definition at line 243 of file time_series.cpp.

◆ getFinalTime()

double corbo::TimeSeries::getFinalTime ( ) const

inline

Get total time duration of the trajectory (assumes that all values are sorted with ascending time)

Definition at line 183 of file time_series.h.

◆ getTime()

const std::vector<double>& corbo::TimeSeries::getTime ( ) const

inline

Read access to the underlying time values [getTimeDimension() x 1].

Definition at line 169 of file time_series.h.

◆ getTimeDimension()

int corbo::TimeSeries::getTimeDimension ( ) const

inline

Return dimension of the time vector.

Definition at line 81 of file time_series.h.

◆ getTimeFromStart()

const double& corbo::TimeSeries::getTimeFromStart ( ) const

inline

Get time from start (offset to all time stamps in time())

Definition at line 178 of file time_series.h.

◆ getTimeRef()

std::vector<double>& corbo::TimeSeries::getTimeRef ( )

inline

Write access to the underlying time values [getTimeDimension() x 1] (warning, modify only with 100% care)

Definition at line 171 of file time_series.h.

◆ getTimeVectorView() [1/2]

TimeVecConstMap corbo::TimeSeries::getTimeVectorView ( ) const

inline

Read access to the underlying time values in Eigen vector format [getTimeDimension() x 1].

Definition at line 173 of file time_series.h.

◆ getTimeVectorView() [2/2]

TimeVecMap corbo::TimeSeries::getTimeVectorView ( )

inline

Write access to the underlying time values in Eigen vector format [getTimeDimension() x 1] (warning, modify only with 100% care)

Definition at line 175 of file time_series.h.

◆ getValueDimension()

int corbo::TimeSeries::getValueDimension ( ) const

inline

Return dimension of the value vector.

Definition at line 79 of file time_series.h.

◆ getValueLabels()

const std::vector<std::string>& corbo::TimeSeries::getValueLabels ( ) const

inline

Read individual value labels (non-empty if provided)

Definition at line 128 of file time_series.h.

◆ getValueLabelsRef()

std::vector<std::string>& corbo::TimeSeries::getValueLabelsRef ( )

inline

Access (modify) value labels for each component.

Definition at line 130 of file time_series.h.

◆ getValues() [1/2]

std::vector< double > corbo::TimeSeries::getValues ( int time_idx ) const

Obtain value vector (copy) at a given time idx (< getTimeDimension())

Definition at line 151 of file time_series.cpp.

◆ getValues() [2/2]

const std::vector<double>& corbo::TimeSeries::getValues ( ) const

inline

Read access to the complete values matrix in column-major format [getValueDimension() x getTimeDimension()].

Definition at line 160 of file time_series.h.

◆ getValuesInterpolate()

bool corbo::TimeSeries::getValuesInterpolate	(	double	time,
		Eigen::Ref< Eigen::VectorXd >	values,
		Interpolation	interpolation = `Interpolation::Linear`,
		Extrapolation	extrapolate = `Extrapolation::NoExtrapolation`,
		double	tolerance = `1e-6`
	)		const

virtual

Retrieve value vector at a desired time stamp (seconds) via interpolation.

This method interpolates the underlying time series object at a desired time stamp (given in seconds). Interpolation and extrapolation settings can be passed as optional arguments.

Warning: This method currently assumes that the values / time pairs are stored with monotonically increasing time stamps (in time()).

Parameters

[in]	time	desired time stamp
[out]	values	interpolated value vector w.r.t. `time`
[in]	interpolation	interpolation method according to Interpolation enum
[in]	extrapolate	specify whether exrapliation should be applied with a similar method like interpolation
[in]	threshold	specify a tolerance for which two time stamps are treated equally

Returns: true if successfull, false otherwise (e.g. if extrapolate is false but time > max(time)

Definition at line 168 of file time_series.cpp.

◆ getValuesMap()

Eigen::Map< const Eigen::VectorXd > corbo::TimeSeries::getValuesMap ( int time_idx ) const

Read access to a value vector at a given time idx (< getTimeDimension) without copying.

Definition at line 161 of file time_series.cpp.

◆ getValuesMatrixView() [1/2]

ValuesMatConstMap corbo::TimeSeries::getValuesMatrixView ( ) const

inline

Read access to the complete values matrix in Eigen matrix format [getValueDimension() x getTimeDimension()].

Definition at line 164 of file time_series.h.

◆ getValuesMatrixView() [2/2]

ValuesMatMap corbo::TimeSeries::getValuesMatrixView ( )

inline

Access to the complete values matrix in Eigen matrix format [getValueDimension() x getTimeDimension()] (warning, modify only with 100% care)

Definition at line 166 of file time_series.h.

◆ getValuesRef()

std::vector<double>& corbo::TimeSeries::getValuesRef ( )

inline

Access to the complete values matrix in column-major format [getValueDimension() x getTimeDimension()] (warning, modify only with 100% care)

Definition at line 162 of file time_series.h.

◆ isColumnMajor()

bool corbo::TimeSeries::isColumnMajor ( ) const

inline

Return if the underlying raw format is in Column-Major layout.

Definition at line 85 of file time_series.h.

◆ isEmpty()

bool corbo::TimeSeries::isEmpty ( ) const

inline

Determine if time series is empty.

Definition at line 83 of file time_series.h.

◆ normalize() [1/2]

void corbo::TimeSeries::normalize	(	Normalization	norm_method,
		bool	value_cwise = `true`
	)

virtual

Normalize values according to a specified method.

Parameters

[in]	norm_method	Desired normalization method
[in]	value_cwise	Specify whether the norm-method should be applied component-wise or among all dimensions at once.

Definition at line 255 of file time_series.cpp.

◆ normalize() [2/2]

void corbo::TimeSeries::normalize	(	Normalization	norm_method,
		int	value_idx
	)

virtual

Normalize a given value index according to a specified method.

Parameters

[in]	norm_method	Desired normalization method
[in]	value_idx	Specy which value (value < getValueDimension()) should be normalized

Definition at line 311 of file time_series.cpp.

◆ print()

void corbo::TimeSeries::print ( int precision = 2 ) const

Print the current time series content to console (with a desired precision for decimal numbers)

Definition at line 430 of file time_series.cpp.

◆ reserve()

void corbo::TimeSeries::reserve	(	int	time_dim,
		int	value_dim
	)

Allocate memory for a given time and value vector dimension.

Definition at line 42 of file time_series.cpp.

◆ set() [1/2]

bool corbo::TimeSeries::set	(	const Eigen::Ref< const Eigen::VectorXd > &	time,
		const Eigen::Ref< const Eigen::MatrixXd > &	values_matrix,
		double	time_from_start = `0.0`
	)

Set time vector and values matrix.

Any existing values are being replaced. Columns of the values_matrix correspond to vector values at a specific time instance, and hence it is values_matrix: [getValueDimension() x getTimeDimension()]

Parameters

[in]	time	Vector of all time instances [getTimeDimension() x 1]
[in]	values_matrix	Matrix containing all values w.r.t. time [getValueDimension() x getTimeDimension()]
[in]	time_from_start	Specify an offset for all time values for post-processing

Returns: true if setting was successful, otherwise false.

Definition at line 79 of file time_series.cpp.

◆ set() [2/2]

bool corbo::TimeSeries::set	(	const std::vector< double > &	time,
		const std::vector< Eigen::VectorXd > &	values_vector,
		double	time_from_start = `0.0`
	)

Set time vector and values matrix (STL version)

Any existing values are being replaced. Columns of the values_matrix correspond to vector values at a specific time instance, and hence it is values_matrix: [getValueDimension() x getTimeDimension()]

Parameters

[in]	time	Vector of all time instances [getTimeDimension() x 1]
[in]	values_vector	Vector containing all value vectors w.r.t. time
[in]	time_from_start	Specify an offset for all time values for post-processing

Returns: true if setting was successful, otherwise false.

Definition at line 106 of file time_series.cpp.

◆ setTimeFromStart()

void corbo::TimeSeries::setTimeFromStart ( double tfs )

inline

Set time from start (offset to all time stamps in time())

Definition at line 180 of file time_series.h.

◆ setValueDimension()

void corbo::TimeSeries::setValueDimension ( int value_dim )

Change value dimension (warning: clears existing values)

Definition at line 33 of file time_series.cpp.

Friends And Related Function Documentation

◆ operator<<

std::ostream& operator<<	(	std::ostream &	out,
		const TimeSeries &	ts
	)

friend

Print TimeSeries object.

Parameters

out	output stream
ts	time series object to be printed

Returns

Definition at line 432 of file time_series.cpp.

Member Data Documentation

◆ _time

std::vector<double> corbo::TimeSeries::_time

protected

Definition at line 239 of file time_series.h.

◆ _time_from_start

double corbo::TimeSeries::_time_from_start = 0.0

protected

Speciy an offset for the time sequence _time;.

Definition at line 241 of file time_series.h.

◆ _value_dim

int corbo::TimeSeries::_value_dim = 0

protected

Definition at line 237 of file time_series.h.

◆ _value_labels

std::vector<std::string> corbo::TimeSeries::_value_labels

protected

label values should be empty or valueDimension()

Definition at line 243 of file time_series.h.

◆ _values

std::vector<double> corbo::TimeSeries::_values

protected

value x time [column major], column: set of values corresponding to the given time idx

Definition at line 238 of file time_series.h.

The documentation for this class was generated from the following files:

Public Types

Public Member Functions

Protected Attributes

Friends

Detailed Description

Member Typedef Documentation

◆ ConstPtr

◆ Ptr

◆ TimeVecConstMap

◆ TimeVecMap

◆ ValuesMatConstMap

◆ ValuesMatMap

Member Enumeration Documentation

◆ Extrapolation

◆ Interpolation

◆ Normalization

Constructor & Destructor Documentation

◆ TimeSeries() [1/2]

◆ TimeSeries() [2/2]

◆ ~TimeSeries()

Member Function Documentation

◆ add() [1/2]

◆ add() [2/2]

◆ clear()

◆ computeMeanCwise()

◆ computeMeanOverall()

◆ getFinalTime()

◆ getTime()

◆ getTimeDimension()

◆ getTimeFromStart()

◆ getTimeRef()

◆ getTimeVectorView() [1/2]

◆ getTimeVectorView() [2/2]

◆ getValueDimension()

◆ getValueLabels()

◆ getValueLabelsRef()

◆ getValues() [1/2]

◆ getValues() [2/2]

◆ getValuesInterpolate()

◆ getValuesMap()

◆ getValuesMatrixView() [1/2]

◆ getValuesMatrixView() [2/2]

◆ getValuesRef()

◆ isColumnMajor()

◆ isEmpty()

◆ normalize() [1/2]

◆ normalize() [2/2]

◆ print()

◆ reserve()

◆ set() [1/2]

◆ set() [2/2]

◆ setTimeFromStart()

◆ setValueDimension()

Friends And Related Function Documentation

◆ operator<<

Member Data Documentation

◆ _time

◆ _time_from_start

◆ _value_dim

◆ _value_labels

◆ _values