Darryl Green wrote:
Eric Niebler <eric <at> boost-consulting.com> writes:
Janek Kozicki wrote:
Eric Niebler said: (by the date of Tue, 12 Dec 2006 09:59:19 -0800)
What we need is an interpolating adapter. It would wrap a TimeSeries of one discretization and make it look like it has a different discretization, interpolating on the fly. Probably wouldn't be too hard.
Apart from lienar interpolation there are several others available.
Hi Eric, I've only taken a quick look at the docs, it looks pretty good so far. But before you worry about specific multirate filtering algorithms (interpolation/decimation) and kernels how about including convolution (as an adapter)? Or did I just miss it in my skim of the docs? Optimization (polyphase filters) can wait?
Am I allowed to plead the 5th? :-) I confess I don't know what convolution is. I learned enough to satisfy the library's requirements, as specified by Zürcher Kantonalbank who sponsored the work, and they apparently didn't need that. Anyway, from Wikipedia, I see that convolution is "the integral of the product of the two functions after one is reversed and shifted." Seems straightforward. There already is a shift adapter. I could add a reverse adapter. (Reversed relative to what time t? Should it be a parameter to the adapter?) Series multiplication is already implemented, as is an integrate() function. So maybe it's almost already there. -- Eric Niebler Boost Consulting www.boost-consulting.com