Proposal: user-defined time index interface

[sairus7]

Some time ago there was a detailed discussion about TimeSeries.jl functionality. In particular there was an idea to define a separate timestamps vector that support different time types: JuliaStats/TimeSeries.jl#482 (comment)

The main reason for it is to support different time representations:

• time points and continuous intervals (maybe like in https://github.com/invenia/Intervals.jl),
• physical periods and astronomical clock,
• scales from milliseconds to days and years,
• combined indexing by integer and lookup by physical value (maybe like in https://github.com/mcabbott/AxisKeys.jl).

Is there any plans or interest to support such functionality in this package?

[chiraganand]

Some time ago there was a detailed discussion about TimeSeries.jl functionality. In particular there was an idea to define a separate timestamps vector that support different time types: JuliaStats/TimeSeries.jl#482 (comment)

TSFrames already separates out index from data. In its simplest form:

struct TSFrame
    coredata :: DataFrame
end

The first column of the DataFrame is the index. This is done to provide the flexibility to support other types of index.

Having said that, there is plan to implement custom typed index for TSFrame. Currently, the index is <: Union{Int, TimeType} but it can, essentially, be any type as long as it can be sorted (I can't remember anything else but I am sure there are a few other constraints).

There is some related discussion in #151.

The main reason for it is to support different time representations:

• time points and continuous intervals (maybe like in https://github.com/invenia/Intervals.jl),
• physical periods and astronomical clock,

As I mentioned above, ideally, these should be possible.

• scales from milliseconds to days and years,

This is already possible with DateTime index. There are functions to support this scaling like to_period() and endpoints(). For applying a function over a period there is apply().

• combined indexing by integer and lookup by physical value (maybe like in https://github.com/mcabbott/AxisKeys.jl).

If I understand from what you are asking, this indexing is already possible. See: https://xkdr.github.io/TSFrames.jl/stable/user_guide/#Indexing-and-subsetting
For some reason, the API reference doc isn't being generated for all the getindex() overloads but you can look at the source here: https://github.com/xKDR/TSFrames.jl/blob/main/src/getindex.jl.

Is there any plans or interest to support such functionality in this package?

Already answered above.