filter.cc File Reference

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

#include <cmath>
#include <sstream>
#include <algorithm>
#include <tsxx/random.h>
#include <tsxx/filter.h>
#include <tsxx/filter_usage_text.h>
#include <aff/functions/avg.h>
#include <aff/functions/absmax.h>
#include <aff/seriesoperators.h>
#include <aff/subarray.h>
#include <tsxx/error.h>
#include <tsxx/debug.h>

Include dependency graph for filter.cc:

Go to the source code of this file.

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

Macros
#define	TF_FILTER_CC_VERSION   "TF_FILTER_CC V1.12"

Typedefs
typedef aff::Tsubscript	ts::filter::Tindex
typedef aff::Tsize	ts::filter::Tsize
typedef Ttimeseries::Tvalue	ts::filter::Tvalue
	we always work in double precision More...
typedef Ttimeseries::Tseries	ts::filter::Tseries

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 (implementation)

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Author

Thomas Forbriger

Date

19/03/2016

some time series filter classes (implementation)

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

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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
• 11/07/2005 V1.1
  - provide usage information
  • correction in rev code
  • correction in fbl code
• 02/08/2005 V1.2 - RemoveTrend had a problem, resolved by explict calculation of inverse matrix
• 18/12/2007 V1.3
  - support debugging
  • replace comma delimiter by whitespace
• 06/05/2009 V1.4
  - added delay filter
• 19/02/2011 V1.5
  - added rectifier
• 25/05/2011 V1.6
  • added normalizer
• 14/09/2011 V1.7
  • added set by index
• 25/10/2012 V1.8
  • added cumsum
• 20/05/2015 V1.9
  - take usage text from text file
• 31/07/2015 V1.10
  • add filter Powerof
• 19/03/2016 V1.11
  • add filter GaussianNoise
• 25/02/2019 V1.12
  • add filter Pad

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Definition in file filter.cc.