Time series data storage (stripped down circular buffer) More...

#include <stddef.h>
#include <stdint.h>

Include dependency graph for time_series.h:

Typedefs
typedef struct sa_time_series_int	sa_time_series_int

Functions
sa_time_series_int *	sa_create_time_series_int (int rows, uint64_t ns_per_row)
	Allocates and initializes the data structure. More...

void	sa_init_time_series_int (sa_time_series_int *ts)
	Zeros out the time series. More...

int	sa_add_time_series_int (sa_time_series_int *ts, uint64_t ns, int v)
	Adds the specified value to the time series row. More...

int	sa_set_time_series_int (sa_time_series_int *ts, uint64_t ns, int v)
	Sets the time series row to the specified value. More...

int	sa_get_time_series_int (sa_time_series_int *ts, uint64_t ns)
	Gets the value of the time series row. More...

uint64_t	sa_timestamp_time_series_int (sa_time_series_int *ts)
	Returns the timestamp of the most recent row. More...

int	sa_mp_time_series_int (sa_time_series_int ts, uint64_t ns, int n, int m, double percent, double mp[], int *mpi[])
	Computes the matrix profile for a time series or sub set of the series. More...

void	sa_destroy_time_series_int (sa_time_series_int *ts)
	Free the associated memory. More...

char *	sa_serialize_time_series_int (sa_time_series_int ts, size_t len)
	Serialize the internal state to a buffer. More...

int	sa_deserialize_time_series_int (sa_time_series_int ts, const char buf, size_t len)
	Restores the internal state from the serialized output. More...

Detailed Description

Time series data storage (stripped down circular buffer)

Definition in file time_series.h.

Typedef Documentation

typedef struct sa_time_series_int sa_time_series_int

Definition at line 15 of file time_series.h.

Function Documentation

int sa_add_time_series_int	(	sa_time_series_int *	ts,
		uint64_t	ns,
		int	v
	)

Adds the specified value to the time series row.

Parameters

ts	Pointer to time_series_int
ns	Timestamp (nanoseconds since Jan 1 1970) associated with value
v	Value to add

Returns: current value

sa_time_series_int* sa_create_time_series_int	(	int	rows,
		uint64_t	ns_per_row
	)

Allocates and initializes the data structure.

Parameters

rows	Number of observation slots
ns_per_row	Nanoseconds represented in each row

Returns: Pointer to time_series_int

int sa_deserialize_time_series_int	(	sa_time_series_int *	ts,
		const char *	buf,
		size_t	len
	)

Restores the internal state from the serialized output.

Parameters

ts	Pointer to time_series_int
buf	Buffer containing the output of serialize_time_series_int
len	Length of the buffer

Returns: 0 = success 1 = invalid buffer length 2 = invalid cnt 3 = mis-matched dimensions

void sa_destroy_time_series_int ( sa_time_series_int * ts )

Free the associated memory.

Parameters

ts	Pointer to time_series_int

int sa_get_time_series_int	(	sa_time_series_int *	ts,
		uint64_t	ns
	)

Gets the value of the time series row.

Parameters

ts	Pointer to time_series_int
ns	Timestamp (nanoseconds since Jan 1 1970) of the row

Returns: current value

void sa_init_time_series_int ( sa_time_series_int * ts )

Zeros out the time series.

Parameters

ts	Pointer to time_series_int

int sa_mp_time_series_int	(	sa_time_series_int *	ts,
		uint64_t	ns,
		int	n,
		int	m,
		double	percent,
		double *	mp[],
		int *	mpi[]
	)

Computes the matrix profile for a time series or sub set of the series.

See: http://www.cs.ucr.edu/~eamonn/MatrixProfile.html

Parameters

ts	Pointer to time_series_int
ns	The start of the interval to analyze
n	Sequence length (<= ts->rows)
m	Sub-sequence length (n / 4 >= m > 3)
percent	Percentage of data to base the calculation on (0.0 < percent <= 100). Use less than 100 to produce an estimate of the matrix profile trading accuracy for speed.
mp	Returned pointer to the matrix profile array (MUST be freed by the caller)
mpi	Returned pointer to the matrix profile index array (MUST be freed by the caller)

Returns: int Length of the returned matrix profile arrays (0 on failure). The mp/i pointers are not modified on failure.

char* sa_serialize_time_series_int	(	sa_time_series_int *	ts,
		size_t *	len
	)

Serialize the internal state to a buffer.

Parameters

ts	Pointer to time_series_int
len	Length of the returned buffer

Returns: char* Serialized representation MUST be freed by the caller

int sa_set_time_series_int	(	sa_time_series_int *	ts,
		uint64_t	ns,
		int	v
	)

Sets the time series row to the specified value.

Parameters

ts	Pointer to time_series_int
ns	Timestamp (nanoseconds since Jan 1 1970) associated with value
v	Value to set

Returns: current value

uint64_t sa_timestamp_time_series_int ( sa_time_series_int * ts )

Returns the timestamp of the most recent row.

Parameters

ts	Pointer to time_series_int

Returns: Timestamp (nanoseconds since Jan 1 1970)

Typedefs

Functions

Detailed Description

Typedef Documentation

Function Documentation