Time series in Scala

The overwhelming majority of examples used to illustrate the different machine algorithms in this book deal with time series or sequential, time-ordered set of observations.

Types and operations

The Primitives types section under Source code in Chapter 1, Getting Started, introduced the types for a time series of a single XSeries[T] variable and multiple XVSeries[T] variables.

A time series of observations is a vector (a Vector type) of observation elements of the following types:

• A T type in the case of a single variable/feature observation

• An Array[T] type for observations with more than one variable/feature

A time series of labels or expected values is a single variable vector for which elements may have a primitive Int type for classification and Double for regression.

A time series of labeled observations is a pair of a vector of observations and a vector of labels:

Visualization of the single features and multi-feature observations

The two generic XSeries and XVSeries types...