Time series in Scala

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

Context bounds

The algorithms presented in this chapter are applied to time series with a single variable of type Double. Therefore we need a mechanism to convert implicitly a given type T to a Double. Scala provides developers with such design: context bounds [3:1]:

  trait ToDouble[T] { def apply(t: T): Double }
  implicit val str2Double = new ToDouble[String] {
     def apply(s: String): Double = s.toDouble
  }

Types and operations

The Defining primitives types section under Source code in Chapter 1, Getting Started introduced the types for time series of single variable, Vector[T], and multiple variables, Vector[Array[T]].

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

• Of type T in the case of a single-variable/feature observation
• Of type Array[T] for observations with more than...