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 $m_0 = \sigma^2$.

m2

The second spectral moment of the time series, calculated as $m_2 = m_0 / T_z^2$.

m4

The fourth spectral moment of the time series, calculated as $m_4 = m_2 /T_c^2$.

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 $\epsilon$, calculated as $\epsilon = \sqrt{1 - T_c^2 / T_z^2}$.

RMS

The root mean square 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().