TTimeSeriesStatistics

The TTimeSeriesStatistics structure is used to store summary statistics for a regularly sampled time series. This information is returned from C_CalculateTimeSeriesStatistics or C_CalculateLinkedStatisticsTimeSeriesStatistics.

typedef struct {

int Size;

double Mean;

double StdDev;

double m0;

double m2;

double m4;

double Tz;

double Tc;

double Bandwidth;

double RMS;

} TTimeSeriesStatistics;

Members

Size

Specifies the size, in bytes, of this data structure. Set this member to sizeof(TTimeSeriesStatistics) before calling C_CalculateTimeSeriesStatistics or C_CalculateLinkedStatisticsTimeSeriesStatistics.

Mean

The arithmetic mean of the time series.

StdDev

The population standard deviation, σ, of the time series.

m0

The zeroth spectral moment of the time series, calculated as m0 = σ².

m2

The second spectral moment of the time series, calculated as m2 = m0/Tz².

m4

The fourth spectral moment of the time series, calculated as m4 = m2/Tc².

Tz

The mean up-crossing period of the time series, calculated by analysing the mean up-crossings of the time series.

Tc

The mean crest period of the time series, calculated by analysing the crests (or peaks) of the time series.

Bandwidth

The spectral bandwidth parameter ε, calculated as ε = √(1 - Tc²/Tz²).

RMS

The root mean square (RMS) of the time series.

Note:

The m2, m4, Tz, Tc and Bandwidth members may be ill-defined if either no mean up-crossings or no crests are present in the time series. Such ill-defined values are set to OrcinaNullReal().