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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.

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