https://github.com/tpgillam/timedag.jl

A computational graph for time-series processing.
https://github.com/tpgillam/timedag.jl

computational-graphs julia time-series

Last synced: about 2 months ago
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A computational graph for time-series processing.

• Host: GitHub
• URL: https://github.com/tpgillam/timedag.jl
• Owner: tpgillam
• License: mit
• Created: 2021-08-10T14:40:36.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2024-10-19T02:55:45.000Z (2 months ago)
• Last Synced: 2024-10-19T05:17:52.472Z (2 months ago)
• Topics: computational-graphs, julia, time-series
• Language: Julia
• Homepage:
• Size: 18.3 MB
• Stars: 17
• Watchers: 5
• Forks: 3
• Open Issues: 22
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# TimeDag

[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://tpgillam.github.io/TimeDag.jl/stable)

[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://tpgillam.github.io/TimeDag.jl/dev)

[![Build Status](https://github.com/tpgillam/TimeDag.jl/workflows/CI/badge.svg)](https://github.com/tpgillam/TimeDag.jl/actions)

[![Coverage](https://codecov.io/gh/tpgillam/TimeDag.jl/branch/main/graph/badge.svg?token=NpXA7RCBxc)](https://codecov.io/gh/tpgillam/TimeDag.jl)

[![Code Style: Blue](https://img.shields.io/badge/code%20style-blue-4495d1.svg)](https://github.com/invenia/BlueStyle)

[![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor's%20Guide-blueviolet)](https://github.com/SciML/ColPrac)

A computational graph for time-series processing.

```julia

using Dates

using Statistics

using TimeDag

# Create nodes — lazy generators of time-series data.

x = rand(pulse(Hour(2)))

y = rand(pulse(Hour(3)))

# Apply functions to nodes to make new nodes.

z = cov(x, lag(y, 2))

# Evaluate nodes over a time range to pull data through the graph.

evaluate(z, DateTime(2021, 1, 1, 0), DateTime(2021, 1, 1, 15))

```

```

Block{Float64}(5 knots)

|                time |      value |

|            DateTime |    Float64 |

|---------------------|------------|

| 2021-01-01T08:00:00 |        0.0 |

| 2021-01-01T09:00:00 |  0.0245348 |

| 2021-01-01T10:00:00 |  0.0100269 |

| 2021-01-01T12:00:00 | 0.00183812 |

| 2021-01-01T14:00:00 | 0.00559926 |

```

For more information and examples, see the [documentation](https://tpgillam.github.io/TimeDag.jl/stable).