We use Synthetic Time Series for as many things as we can to avoid using the trouble of re-indexing and interpolating in pandas.
However, CDF Synthetic Time Series can’t do any basic logical operations, comparison operations or lag operations. For instance, if I want a time series that gives me 1 when my TS values is between an LCL and a UCL and 0 otherwise.
In pandas, this is simple:
1 if pd.between(x, LCL, UCL) else 0
but since CDF STS doesn’t support if, and, not, >, < etc, so this doesn’t work.
Another use-case was when I needed the moving average for the last hour. I had to make a time series and manage it’s creation, DM entry etc when I would have preferred to use an STS since the only use of that calculation was as an intermediate step.
The map command in CDF STS looked promising but it doesn’t work without a string input.
I’d like STS to support:
if()
and()
or()
not()
lag()
lead()
movingAverage()
movingSum()
- abs()