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Separate TimeSeries union type #7

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rusandris opened this issue Feb 12, 2024 · 0 comments
Open

Separate TimeSeries union type #7

rusandris opened this issue Feb 12, 2024 · 0 comments

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@rusandris
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There should be obvious type notations for methods that work on real-valued datasets or symbolic datasets.
Right now, there's a union type TimeSeries{T,D} = Union{StateSpaceSet{D,T},AbstractArray{T,D}} where {T,D} for convenience that stands for both (and not even exported).

  • timeseries_to_grid methods should stay just Vector{Float64},Matrix{Float64},StateSpaceSet{D, Float64}, possibly with a type parameter T <: AbstractFloat to accomodate Float32 measured time series data.
  • calculate_transition_matrix should stay generic enough to be able to handle a wide range of possible symbol types.
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