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Timeseries Functions

This document provides a reference for all built-in timeseries functions available in OpenDataDSL.

cave(data, calendar)​

Category: TimeSeries

Description: The cumulative average of all the values in the input Timeseries

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • calendar (Calendar) - The output calendar to return the results in

Returns: Number

cave(data)​

Category: TimeSeries

Description: The cumulative average of all the values in the input Timeseries or List

Parameters:

  • data (TimeSeries or List) - The input data to perform the calculation on

Returns: Number

cmax(data, calendar)​

Category: TimeSeries

Description: The cumulative maximum of all the values in the input Timeseries

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • calendar (Calendar) - The output calendar to return the results in

Returns: Number

cmax(data)​

Category: TimeSeries

Description: The cumulative maximum of all the values in the input Timeseries or List

Parameters:

  • data (TimeSeries or List) - The input data to perform the calculation on

Returns: Number

cmin(data)​

Category: TimeSeries

Description: The cumulative minimum of all the values in the input Timeseries or List

Parameters:

  • data (TimeSeries or List) - The input data to perform the calculation on

Returns: Number

cmin(data, calendar)​

Category: TimeSeries

Description: The cumulative minimum of all the values in the input Timeseries

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • calendar (Calendar) - The output calendar to return the results in

Returns: Number

csum(data)​

Category: TimeSeries

Description: The cumulative sum of all the values in the input Timeseries or List

Parameters:

  • data (TimeSeries or List) - The input data to perform the calculation on

Returns: Number

csum(data, calendar)​

Category: TimeSeries

Description: The cumulative sum of all the values in the input Timeseries

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • calendar (Calendar) - The output calendar to return the results in

Returns: Number

diff(series)​

Category: TimeSeries

Description: Returns a TimeSeries with the absolute change values from one observation to the next

Parameters:

  • series (TimeSeries) - The TimeSeries to calculate the differences from

Returns: TimeSeries

fill(input, method)​

Category: Timeseries Interpolation

Description: Removes missing values by either filling them with values or removing them entirely

Parameters:

  • input (List or Timeseries) - The input data to fill, can either be a single timeseries or a list of timeseries
  • method (String) - The method to use, can be forward, backward, remove or linear

Returns: List or Timeseries

overlay(base, other)​

Category: TimeSeries

Description: Returns a TimeSeries with all the non-missing values from other added to base

Parameters:

  • base (TimeSeries) - The base TimeSeries to use as the source
  • other (TimeSeries) - The TimeSeries to overlay on top of the base, all non-missing values from this TimeSeries will be added to missing values in base

Returns: TimeSeries

pct(series)​

Category: TimeSeries

Description: Returns a TimeSeries with the percentage change values from one observation to the next

Parameters:

  • series (TimeSeries) - The TimeSeries to calculate the differences from

Returns: TimeSeries

scale(input, calendar)​

Category: Conversion

Description: Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting

Parameters:

  • input (TimeSeries) - The TimeSeries to scale
  • calendar (Calendar or name of calendar) - The calendar to scale to

Returns: TimeSeries

scale(input, calendar, observed)​

Category: Conversion

Description: Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting

Parameters:

  • input (TimeSeries) - The TimeSeries to scale
  • calendar (Calendar or name of calendar) - The calendar to scale to
  • observed (String) - The method to use, one of: beginning, end, summed, averaged, high, low

Returns: TimeSeries

scale(input, calendar, observed, distribution)​

Category: Conversion

Description: Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting

Parameters:

  • input (TimeSeries) - The TimeSeries to scale
  • calendar (Calendar or name of calendar) - The calendar to scale to
  • observed (String) - The method to use, one of: beginning, end, summed, averaged, high, low
  • distribution (String) - The distribution method to use, one of: constant, linear or cubic

Returns: TimeSeries

sequence(base, other)​

Category: TimeSeries

Description: Returns a TimeSeries with all the non-missing values from other added to base

Parameters:

  • base (TimeSeries) - The base TimeSeries to use as the source
  • other (TimeSeries) - The TimeSeries to overlay on top of the base, all non-missing values from this TimeSeries will be added to missing values in base

Returns: TimeSeries

shift(series, observations)​

Category: TimeSeries

Description: Returns a TimeSeries that is shifted in time by the number of specified observations

Parameters:

  • series (TimeSeries) - The TimeSeries to shift
  • observations (Number) - The number of observations to shift by

Returns: TimeSeries

toInt(var)​

Category: Conversion

Description: Converts any input number to an integer

Parameters:

  • var (Any Number) - The value to convert to an integer

Returns: Scalar