What is the name of concept: temporal numeric dataset with summing/aggregation operations?

Question

I have a, say, daily income data set of numeric Temporal Properties, like:

Date       Income
2012-01-03 12
2012-01-05 11
2012-01-06 28
2012-01-07 9
2012-01-08 15

I'm doing several operations on it:

• Aggregation: group by week/sum by value;
• Interpolation;
• Shifting/cyclic shifting over time interval;
• Various smoothing;
• Summing/subtracting datasets (combined with interpolation);
• Calculating difference to a next value - resulting in a "daily income change" dataset;

Another example is currency rate given in Effectivity intervals like:

StartDate  EndDate    Rate
2012-01-03 2012-01-04 12
2012-01-05 2012-01-05 11
2012-01-06 2012-01-06 28
2012-01-07 2012-01-07 9
2012-01-08 2012-01-12 15

and operations like:

• multiplying income dataset by rate dataset;
• converting income from one-time events set to a sequence of Effectivities (till the next known value) and vice versa;

Additionally, the Efiictivities set can be dense (without gaps) or with gaps, can allow or not allow overlaps.

What is the name of this concept? I didn't find any things like this in answers to this question, for instance.

It's a kind of numerical representation of a function, but pretty specific one.

Ideally, I'm lookinng for a Java library with Hibernate support to do these.

Answer 1

The key search term is "TimeSeries"

See: https://stackoverflow.com/questions/950004/java-library-to-do-time-series-analysis

This has some good links to Java implementations.

But Java really isn't the best language for this - maybe try Python with Numpy or R.

Answer 2

If you are looking for the set of algorithms that look at a incoming stream of data and extract properties from them, then take a look at online algorithms.