TimeSeries.Bootstrap Module
Contains functions for bootstrapping one or many time series.
Functions and values
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Description
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Full Usage:
bootstrapFixedStep stepping i series
Parameters:
FixedTemporalResolution<'timespan>
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i : int
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series : TimeSeries<'T, 'date, 'timeunit, 'timespan>
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Returns: TimeSeries<'T, 'date, 'timeunit, 'timespan>
A time series that has the observation at position i removed
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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.
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Full Usage:
removeSingle random stepping data
Parameters:
Random
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A random instance to use
stepping : FixedTemporalResolution<'a>
data : Map<'b, TimeSeries<'c, 'd, 'e, 'a>>
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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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Randomly remove a single time point from a time-series.
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bristlecone