scalanlp/breeze

Windowed Time Series Data in Matrices

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#586 opened on Sep 22, 2016

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 (0 comments) (0 reactions) (0 assignees)Scala (3,453 stars) (690 forks)batch import
help wantedproject

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

Tech stack
scala
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.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
clear
Prerequisites
basic Scalafamiliarity with Breeze
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
30
Research direction
This is a feature request for windowed time series data handling in Breeze matrices. The core idea is to enable circular indexing along a dimension to efficiently drop old columns/rows and insert new ones. To implement, explore the current matrix slicing and indexing capabilities in Breeze (e.g., DenseMatrix, CSCMatrix). Look at existing views or slice operations, then design a wrapper or additional method that uses modular arithmetic for index mapping. Since the issue is old and has no comments, it would be wise to open a discussion on the Breeze issue tracker to clarify design requirements and seek maintainer input before implementation.