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Provide generic Time Series datatype #415

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bertini97 opened this issue Jan 10, 2025 · 0 comments
Open

Provide generic Time Series datatype #415

bertini97 opened this issue Jan 10, 2025 · 0 comments

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@bertini97
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Is your feature request related to a problem? Please describe.

I need an object that stores a vector of arrays and the corresponding times, in a way that it can be indexed as a matrix. This package, and in general DiffEqArray is perfect. However, it's missing interpolation, and it seems tied to the DiffEq packages.

Describe the solution you’d like

Having a type AbstractTimeSeries, for example, that:

  • Represents all object of this kind
  • Implements methods such us interpolation (e.g. ats(t), ats(out, t), etc). these methods can be further specialized for ODEs, or when the derivative is known
  • Can be indexed as a matrix, etc.
  • Has a concrete type TimeSeries that can be constructed just from u, t

I think SciML has such abstract type, but up to my knowledge it's not interpolable nor constructable.

Additional context

Packages like ReservoirComputing.jl could make use of a type like this to store a solution, which is not necessary an ODE.

If what I need is already in place, please inform me and I'll close this right away.

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