-
-
Save Scorpil/e7041e3927fa28739c9dfd89aa04bf61 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Part of our daily routine at Adikteev consist in efficiently | |
processing time series of interest to us. This process may | |
involve computing local information within a rolling time | |
window of length TAU, such as the number of points in the | |
window, the minimum or maximum, or the rolling sum. | |
An example is given below, with TAU = 60 and | |
• Time: number of seconds since epoch | |
• Value: price in EUROS | |
• N_O: number of observation of in the curing | |
sliding time window | |
• Roll_Sum: the current rolling sum, | |
• Min_Value and Max_Value the minimum/maximum in the | |
current window: | |
Time Value N_O Roll_Sum Min_Value Max_Value | |
--------------------------------------------------- | |
1355270609 1.80215 1 1.80215 1.80215 1.80215 | |
1355270621 1.80185 2 3.604 1.80185 1.80215 | |
1355270646 1.80195 3 5.40595 1.80185 1.80215 | |
1355270702 1.80225 2 3.6042 1.80195 1.80225 | |
1355270702 1.80215 3 5.40635 1.80195 1.80225 | |
1355270829 1.80235 1 1.80235 1.80235 1.80235 | |
1355270854 1.80205 2 3.6044 1.80205 1.80235 | |
1355270868 1.80225 3 5.40665 1.80205 1.80235 | |
1355271000 1.80245 1 1.80245 1.80245 1.80245 | |
1355271023 1.80285 2 3.6053 1.80245 1.80285 | |
1355271024 1.80275 3 5.40805 1.80245 1.80285 | |
1355271026 1.80285 4 7.2109 1.80245 1.80285 | |
1355271027 1.80265 5 9.01355 1.80245 1.80285 | |
1355271056 1.80275 6 10.8163 1.80245 1.80285 | |
1355271428 1.80265 1 1.80265 1.80265 1.80265 | |
1355271466 1.80275 2 3.6054 1.80265 1.80275 | |
1355271471 1.80295 3 5.40835 1.80265 1.80295 | |
1355271507 1.80265 3 5.40835 1.80265 1.80295 | |
1355271562 1.80275 2 3.6054 1.80265 1.80275 | |
1355271588 1.80295 2 3.6057 1.80275 1.80295 | |
We would like you to implement a small program, | |
which given as an input a file of lines consisting | |
in one timestamp and one value, will produce a table | |
similar to the one above. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment