Time series

An object of type TIME_SERIES is a linear spline based on a series of 2-points.

obj = TIME_SERIES (points | label, cache)

This routine creates a TIME_SERIES object.

  • obj – created TIME_SERIES object

  • points – either a list [t0, v0, t1, v1, ….] or a list of lists [[t0,v0], [t1,v1], …] of points (where ti < tj, when i < j), or a path to a file storing times and values pairs in format:

    # comment 1 …
    # comment 2 …
    t0 v0
    t1 v1
    # comment 3 …
    t2 v2
    …

  • label – optional label string; if a label is provided than the TIME_SERIES object is stored in memory just once; this facilitates more optimal memory usage in cases where many identical TIME_SERIES objects are used in multiple constraints (for example); the label should be unique; Note: labeled time series should be declared globally on all MPI ranks and must not be defined within if blocks dependent on the HERE(…) command

  • cache – optional partial cache size; if points = file path and cache > 0 then only the cache size of points is stored in memory at any given time; this helps to save memory in case of a need for many large time series objects; default: 0 (entire time series is stored in memory)

Some parameters can also be accessed as members of a TIME_SERIES object, cf. Table 17.

Table 17 TIME_SERIES object parameters.

Read only members:

obj.times - list [t0, t1, …] storing times

obj.values - list [v0, v1, …] storing values

obj.derivative - returns a TIME_SERIES object representing a derivative of the current object

obj.integral - returns a TIME_SERIES object representing an integral of the current object