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TimeIndex Module

Functions to index individual time-series to a common
 timeline, where time is represented in 'time index' units.

Types

Type Description

IndexMode<'T, 'modelTimeUnit>

When using a time index, if a value is requested within the bounds of the time-series but not falling on an observed time, a lookup value may be interpolated using an interpolation function. Here, `'T` is the data value type.

TimeIndex<'T, 'date, 'timeunit, 'timespan, 'modelTimeUnit>

A representation of temporal data as fractions of a common fixed temporal resolution,
 from a given baseline. The baseline must be greater than or equal to the baseline
 of the time series.

Functions and values

Function or value Description

TimeIndex.create t0 toTargetResolution series

Full Usage: TimeIndex.create t0 toTargetResolution series

Parameters:
    t0 : 'date - The date to fix as time = 0
    toTargetResolution : ConvertFrom<'date, 'timespan> -> float<'modelTimeUnit>
    series : TimeSeries<'T, 'date, 'timeunit, 'timespan> - A time-series to index.

Returns: (float<MeasureProduct<'modelTimeUnit, MeasureProduct<time index, MeasureOne>>> * 'T) seq A temporal index

Index a single time series in accordance with the baseline 0 (time index) set as the specified t0 date.

The temporal index 'time index' values will correspond to the specified target resolution. For example, if a resolution of two-yearly is specified, an observation one year after t0 would be indexed as t 0.5, and at three years t 1.5.

t0 : 'date

The date to fix as time = 0

toTargetResolution : ConvertFrom<'date, 'timespan> -> float<'modelTimeUnit>
series : TimeSeries<'T, 'date, 'timeunit, 'timespan>

A time-series to index.

Returns: (float<MeasureProduct<'modelTimeUnit, MeasureProduct<time index, MeasureOne>>> * 'T) seq

A temporal index

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