Hi!
I have a usecase, where I'd need to go over a 2D TimeSeries, and would want to easily select / identify a col within the passed in function.
It looks like when I set dims = 2 I get an array with the following dimensions passed in: (<window>, <cols>).
I'm experimenting with writing a custom moving function for my needs, here are a couple of things I'm debating about:
One thing I could do is pass in a TimeArray instead of a SubArray. I assume this would be quite ineffective, as TimeArray would copy the contents of the SubArray for every period.
Maybe to use something like NamedArray.jl? to name the columns. not sure if NamedArray copies the array its constructed with...
Or do you have any recommendation?:)
Hi! I have a usecase, where I'd need to go over a 2D TimeSeries, and would want to easily select / identify a col within the passed in function. It looks like when I set
dims = 2
I get an array with the following dimensions passed in:(<window>, <cols>)
.I'm experimenting with writing a custom
moving
function for my needs, here are a couple of things I'm debating about:Thanks!