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translate4tsc.m

 1 % Copyright (c) 2008 the authors listed at the following URL, and/or
 2 % the authors of referenced articles or incorporated external code:
 3 % http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?action=history&offset=20080704102235
 4 % 
 5 % Permission is hereby granted, free of charge, to any person obtaining
 6 % a copy of this software and associated documentation files (the
 7 % "Software"), to deal in the Software without restriction, including
 8 % without limitation the rights to use, copy, modify, merge, publish,
 9 % distribute, sublicense, and/or sell copies of the Software, and to
10 % permit persons to whom the Software is furnished to do so, subject to
11 % the following conditions:
12 % 
13 % The above copyright notice and this permission notice shall be
14 % included in all copies or substantial portions of the Software.
15 % 
16 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
19 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
20 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
21 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
22 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 % 
24 % Retrieved from: http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?oldid=13872
25 
26 function z = translate4tsc(op, s)
27 % TRANSLMATE4TSC - translation in to directions:

28 %  'anycharaters0x280x5C_0x29' = translate4tsc('to-tsc',  'anycharaters(\_)')

29 %  'anycharaters(\_)'          = translate4tsc('from-tsc', 'anycharaters0x280x5C_0x29')

30 switch lower(op)
31     case {'20xhex', 'to-tsc'}
32         %<* convert to hex

33         code2keep = [48:57,65:90,97:122,95];
34         t     = double(s);
35         t     = t(:);
36         ikeep = ismember(t,code2keep);
37         iconv = ~ikeep;
38         if all(ikeep)
39             z = s;
40             return
41         end
42         z = repmat(' ',4,length(s));
43         tmp = dec2hex([t(iconv);100]);
44         z(3:4,iconv) = tmp(1:end-1,:)';
45         z(1,iconv) = '0';
46         z(2,iconv) = 'x';
47         z(1,ikeep) = s(ikeep);
48         z = strrep(z(:)',' ','');
49         %>*

50     case {'0x2str', 'from-tsc'}
51         %<* convert 0x hex to string

52         idx = strfind(s, '0x');
53         if isempty(idx)
54             z = s;
55             return
56         end
57         h = char(hex2dec(s([idx(:)+2,idx(:)+3])));
58         s([idx(:);idx(:)+1;idx(:)+2])='_';
59         s(idx(:)+3) = h;
60         s = strrep(s, '___', '');
61         z = s;
62         %>*

63     otherwise
64         error('translate4tsc:InvalidMode','Invalid mode <%s>',op);     

65 end
66


mySynchro.m

 1 % Copyright (c) 2008 the authors listed at the following URL, and/or
 2 % the authors of referenced articles or incorporated external code:
 3 % http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?action=history&offset=20080704102235
 4 % 
 5 % Permission is hereby granted, free of charge, to any person obtaining
 6 % a copy of this software and associated documentation files (the
 7 % "Software"), to deal in the Software without restriction, including
 8 % without limitation the rights to use, copy, modify, merge, publish,
 9 % distribute, sublicense, and/or sell copies of the Software, and to
10 % permit persons to whom the Software is furnished to do so, subject to
11 % the following conditions:
12 % 
13 % The above copyright notice and this permission notice shall be
14 % included in all copies or substantial portions of the Software.
15 % 
16 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
19 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
20 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
21 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
22 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 % 
24 % Retrieved from: http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?oldid=13872
25 
26 function data0 = mySynchro(data1, data2, varargin)
27 % MYSYNCHRO - a simple self made synchronization

28 date0    = union(data1.date, data2.date);
29 value0_1 = interp1(data1.date, data1.value, date0(:), varargin{:});
30 value0_2 = interp1(data2.date, data2.value, date0(:), varargin{:});
31 data0    = myTSCobject('title', 'syncronized dataset', 'date', date0(:), 'value', [value0_1, value0_2], ...
32                        'names', {data1.names{:}, data2.names{:}});
33


simple_structure_example1.m

 1 % Copyright (c) 2008 the authors listed at the following URL, and/or
 2 % the authors of referenced articles or incorporated external code:
 3 % http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?action=history&offset=20080704102235
 4 % 
 5 % Permission is hereby granted, free of charge, to any person obtaining
 6 % a copy of this software and associated documentation files (the
 7 % "Software"), to deal in the Software without restriction, including
 8 % without limitation the rights to use, copy, modify, merge, publish,
 9 % distribute, sublicense, and/or sell copies of the Software, and to
10 % permit persons to whom the Software is furnished to do so, subject to
11 % the following conditions:
12 % 
13 % The above copyright notice and this permission notice shall be
14 % included in all copies or substantial portions of the Software.
15 % 
16 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
19 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
20 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
21 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
22 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 % 
24 % Retrieved from: http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?oldid=13872
25 
26 data = struct('title', 'my TScollection title', 'value', cumsum(randn(100,3)), 'date', (now-100+1:now)', ...
27               'names', {{'column1', 'column2', 'column3'}})
28


simple_structure_example2.m

 1 % Copyright (c) 2008 the authors listed at the following URL, and/or
 2 % the authors of referenced articles or incorporated external code:
 3 % http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?action=history&offset=20080704102235
 4 % 
 5 % Permission is hereby granted, free of charge, to any person obtaining
 6 % a copy of this software and associated documentation files (the
 7 % "Software"), to deal in the Software without restriction, including
 8 % without limitation the rights to use, copy, modify, merge, publish,
 9 % distribute, sublicense, and/or sell copies of the Software, and to
10 % permit persons to whom the Software is furnished to do so, subject to
11 % the following conditions:
12 % 
13 % The above copyright notice and this permission notice shall be
14 % included in all copies or substantial portions of the Software.
15 % 
16 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
19 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
20 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
21 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
22 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 % 
24 % Retrieved from: http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?oldid=13872
25 
26 dt1   = (1:10:200)';
27 data1 = myTSCobject('title','A','value',[sin(dt1/100*pi),cos(dt1/100*pi)], ...
28                    'names',{'sin', 'cos'},'date',dt1,'plot_style','points')
29 dt2   = (10:1:200)';
30 data2 = myTSCobject('title','B','value',[(dt2/1000).^2,1./dt2], ...
31                    'names',{'x2', '1/x'},'date',dt2,'plot_style','points')
32 
33 data0  = mySynchro(data1,data2)
34 data0p = mySynchro(data1,data2,'nearest')
35


my_first_tscollection

ts1 = timeseries(cumsum(randn(100,1)),   (1:100)','name','one');
ts2 = timeseries(cumsum(randn(100,1)*.5),(1:100)','name','two');
tsc = tscollection({ts1, ts2}, 'Name', 'my first TSCollection');


tsc_plot.m

 1 % Copyright (c) 2008 the authors listed at the following URL, and/or
 2 % the authors of referenced articles or incorporated external code:
 3 % http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?action=history&offset=20080704102235
 4 % 
 5 % Permission is hereby granted, free of charge, to any person obtaining
 6 % a copy of this software and associated documentation files (the
 7 % "Software"), to deal in the Software without restriction, including
 8 % without limitation the rights to use, copy, modify, merge, publish,
 9 % distribute, sublicense, and/or sell copies of the Software, and to
10 % permit persons to whom the Software is furnished to do so, subject to
11 % the following conditions:
12 % 
13 % The above copyright notice and this permission notice shall be
14 % included in all copies or substantial portions of the Software.
15 % 
16 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
19 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
20 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
21 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
22 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 % 
24 % Retrieved from: http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?oldid=13872
25 
26 function h = tsc_plot( tsc, varargin)
27 % TSC_PLOT - plot TSCollection

28 % example:

29 %  tsc_plot(tsc, 'linewidth',2)

30 h = figure;
31 names  = gettimeseriesnames(tsc);
32 colors = 'brmckyg';
33 for n=1:length(names)
34    ts = tsc.(names{n});
35    plot(tsc.time, ts.data, colors(mod(n,length(colors))), varargin{:});
36    hold on
37 end
38 hold off
39 legend(gca, names);
40 title(tsc.name);
41


myTSCobject.m

 1 % Copyright (c) 2008 the authors listed at the following URL, and/or
 2 % the authors of referenced articles or incorporated external code:
 3 % http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?action=history&offset=20080704102235
 4 % 
 5 % Permission is hereby granted, free of charge, to any person obtaining
 6 % a copy of this software and associated documentation files (the
 7 % "Software"), to deal in the Software without restriction, including
 8 % without limitation the rights to use, copy, modify, merge, publish,
 9 % distribute, sublicense, and/or sell copies of the Software, and to
10 % permit persons to whom the Software is furnished to do so, subject to
11 % the following conditions:
12 % 
13 % The above copyright notice and this permission notice shall be
14 % included in all copies or substantial portions of the Software.
15 % 
16 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
19 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
20 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
21 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
22 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 % 
24 % Retrieved from: http://en.literateprograms.org/TimeSeries_and_TimeSeries_Collections_(Matlab)?oldid=13872
25 
26 function data = myTSCobject( varargin)
27 % MYTSOBJECT - self made efficient TScollection

28 %  use:

29 % data = myTSCobject('title', 'my TScollection title', 'value', cumsum(randn(100,3)), ...

30 %                    'date', (now-100+1:now)', ...

31 %                    'names', {'column1', 'column2', 'column3'})

32 data = [];
33 for f=1:2:length(varargin)-1
34    field_name  = varargin{f};
35    field_value = varargin{f+1};
36    data.(field_name) = field_value;
37 end
38 if ~isfield(data,'value') | ~isfield(data,'date') | ~isfield(data,'names') | ~isfield(data,'title')
39    error('myTSCobject:field', 'fields <value> <date> <names> <title> mandatory for myTSCobject');
40 end
41 [nv,pv] = size(data.value);
42 [nd,pd] = size(data.date);
43 [nn,pn] = size(data.names);
44 if nv ~= nd | pv ~= pn | nn ~= 1 | pd ~= 1
45    warning('myTSCobject:check', 'problem with dimension of fields');
46 end
47


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