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Everything is a step function ¹

Easily manipulate and query time series data of any type. Useful for manipulating series of discrete values associated to a validity or time-to-live duration, like sensor measures.

High level features

• Exposes time series as functions that have a value depending on time
• Time series may be undefined for certain time intervals
• Operators may be applied between time series, going from simple + and * to user-defined functions between any type
• Compression of numerical time series with the Gorilla TSC algorithm

Explicit non-goals

This library is not intended to provide in-depth statistics about time series data, only to make manipulating and querying it easy, without any kind of approximation.

Footnotes

1. It makes our mathematician friends go mad. Every. Single. Time. ↩