scalanlp/breeze

Windowed Time Series Data in Matrices

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#586 opened on Sep 22, 2016

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Description

As new data becomes available you might need to drop the oldest column or row and insert a new column or row with the new data. Is it possible to provide this functionality with a circular indexing along the particular dimension?

Contributor guide

Research direction
Study the Breeze matrix classes (e.g., DenseMatrix, CscMatrix) to understand their indexing methods, then design a way to implement circular indexing for windowed operations on time series data.
Tech stack
None
Domain
data
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-2 days
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
Scalamatrices
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
50