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TimeSeries.Bootstrap Module

Contains functions for bootstrapping one or many time series.

Functions and values

Function or value Description

bootstrapFixedStep stepping i series

Full Usage: bootstrapFixedStep stepping i series

Parameters:
Returns: TimeSeries<'T, 'date, 'timeunit, 'timespan> A time series that has the observation at position i removed

Removes a single observation from a time-series. For relevant date types, removing a step takes account of leap years. The starting point is never removed.

stepping : FixedTemporalResolution<'timespan>

i : int

series : TimeSeries<'T, 'date, 'timeunit, 'timespan>

Returns: TimeSeries<'T, 'date, 'timeunit, 'timespan>

A time series that has the observation at position i removed

removeSingle random stepping data

Full Usage: removeSingle random stepping data

Parameters:
Returns: Map<'b, TimeSeries<'c, 'd, 'e, 'a>> A new map of time-series values with the index entry i removed, and all time-points after shifted forward in time by one stepping.

Randomly remove a single time point from a time-series.

random : Random

A random instance to use

stepping : FixedTemporalResolution<'a>
data : Map<'b, TimeSeries<'c, 'd, 'e, 'a>>

A map of time-series values with at least one entry.

Returns: Map<'b, TimeSeries<'c, 'd, 'e, 'a>>

A new map of time-series values with the index entry i removed, and all time-points after shifted forward in time by one stepping.

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