TS++ library: time series library
filter.h File Reference

some time series filter classes (prototypes) More...

#include <tsxx/filterbase.h>
#include <tsxx/error.h>
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Classes

class  ts::filter::SetByIndex
 set sample values selected by index More...
 
class  ts::filter::RemoveTrend
 remove trend More...
 
class  ts::filter::RemoveAverage
 remove average More...
 
class  ts::filter::HanningTaper
 hanning taper. More...
 
class  ts::filter::Scale
 
class  ts::filter::Add
 
class  ts::filter::ForceToBase
 force signal to a baseline.The filter removes a linear trend from the time series. After this operation the average in the index ranges [i1,i2] and [i3,i4] will vanish. The index range limits are More...
 
class  ts::filter::Reverse
 
class  ts::filter::Normalize
 
class  ts::filter::Delay
 
class  ts::filter::Square
 
class  ts::filter::SquareRoot
 
class  ts::filter::Rectifier
 
class  ts::filter::CumSum
 
class  ts::filter::Powerof
 
class  ts::filter::GaussianNoise
 Add random Gaussian noise. More...
 
class  ts::filter::RemoveFirst
 remove value of first sample from series More...
 
class  ts::filter::RestoreFirst
 restore value of first sample to series More...
 
class  ts::filter::Pad
 

Namespaces

 ts
 All stuff in this library will be placed within namespace ts.
 
 ts::filter
 time series filters
 

Macros

#define TF_FILTER_H_VERSION   "TF_FILTER_H V1.9"
 

Functions

Tfilterhandle ts::filter::make_filter (std::string s, const bool &debug)
 function to generate filter class More...
 
void ts::filter::print_help (std::ostream &os)
 print usage information More...
 

Detailed Description

some time series filter classes (prototypes)


Author
Thomas Forbriger
Date
19/03/2016

some time series filter classes (prototypes)

Copyright (c) 2005, 2015, 2016 by Thomas Forbriger (BFO Schiltach)


This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software

Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA

REVISIONS and CHANGES

  • 05/07/2005 V1.0 Thomas Forbriger
  • 18/12/2007 V1.1
    - support debugging
    • replace comma delimiter by whitespace
  • 06/05/2009 V1.2
    - added delay filter
  • 19/02/2011 V1.3
    - added rectifier
  • 25/05/2011 V1.4
    • added normalizer
  • 14/09/2011 V1.5
    • added set by index
  • 25/10/2012 V1.6
    • added cumsum
  • 31/07/2015 V1.7
    - add filter Powerof
  • 19/03/2016 V1.8
    - add filter GaussianNoise
  • 25/02/2019 V1.9
    - add filter Pad

Definition in file filter.h.