TS++ library: time series library
ts::filter Namespace Reference

time series filters More...

Classes

class  Add
 
class  BasicFilter
 
class  CumSum
 
class  Delay
 
class  Exception
 exception class More...
 
class  FilterCollection
 
class  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  GaussianNoise
 Add random Gaussian noise. More...
 
class  HanningTaper
 hanning taper. More...
 
class  Noop
 no-operation filter More...
 
class  Normalize
 
class  Pad
 
class  Powerof
 
class  Rectifier
 
class  RemoveAverage
 remove average More...
 
class  RemoveFirst
 remove value of first sample from series More...
 
class  RemoveTrend
 remove trend More...
 
class  RestoreFirst
 restore value of first sample to series More...
 
class  Reverse
 
class  Scale
 
class  SetByIndex
 set sample values selected by index More...
 
class  Square
 
class  SquareRoot
 
class  UnknownFilterException
 unknown filter exception More...
 

Typedefs

typedef aff::Tsubscript Tindex
 
typedef aff::Tsize Tsize
 
typedef Ttimeseries::Tvalue Tvalue
 we always work in double precision More...
 
typedef Ttimeseries::Tseries Tseries
 
typedef ts::TDtimeseries Ttimeseries
 use double precision time series More...
 
typedef tfxx::Handle< BasicFilterTfilterhandle
 handle to pass filters More...
 

Functions

Tfilterhandle make_any_filter (const std::string &s, const bool &debug=false)
 combine all filters (seife and others) More...
 
void print_any_help (std::ostream &os)
 print information on available filters More...
 
Tfilterhandle make_filter (std::string s, const bool &debug)
 function to generate filter class More...
 
void print_help (std::ostream &os)
 print usage information More...
 

Detailed Description

time series filters