examples/build.gradle.kts

@@ -1,3 +1,5 @@
+import org.jetbrains.kotlin.gradle.tasks.KotlinJvmCompile
+
 plugins {
     kotlin("jvm")
 }
@@ -33,6 +35,8 @@ dependencies {
     implementation(project(":kmath-multik"))
     implementation("org.jetbrains.kotlinx:multik-default:$multikVersion")
 
+    //datetime
+    implementation("org.jetbrains.kotlinx:kotlinx-datetime:0.4.0")
 
     implementation("org.nd4j:nd4j-native:1.0.0-beta7")
 
@@ -46,9 +50,6 @@ dependencies {
 //    } else
     implementation("org.nd4j:nd4j-native-platform:1.0.0-beta7")
 
-    // multik implementation
-    implementation("org.jetbrains.kotlinx:multik-default:0.1.0")
-
     implementation("org.slf4j:slf4j-simple:1.7.32")
     // plotting
     implementation("space.kscience:plotlykt-server:0.5.0")
@@ -62,7 +63,7 @@ kotlin.sourceSets.all {
     }
 }
 
-tasks.withType<org.jetbrains.kotlin.gradle.dsl.KotlinJvmCompile> {
+tasks.withType<KotlinJvmCompile> {
     kotlinOptions {
         jvmTarget = "11"
         freeCompilerArgs = freeCompilerArgs + "-Xjvm-default=all" + "-Xopt-in=kotlin.RequiresOptIn" + "-Xlambdas=indy"

examples/src/main/kotlin/space/kscience/kmath/stat/DateTimeSeries.kt

@@ -0,0 +1,19 @@
+/*
+ * Copyright 2018-2023 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.stat
+
+import kotlinx.datetime.Instant
+import space.kscience.kmath.operations.algebra
+import space.kscience.kmath.operations.bufferAlgebra
+import space.kscience.kmath.series.MonotonicSeriesAlgebra
+import space.kscience.kmath.series.SeriesAlgebra
+import kotlin.time.Duration
+
+fun SeriesAlgebra.Companion.time(zero: Instant, step: Duration) = MonotonicSeriesAlgebra(
+    bufferAlgebra = Double.algebra.bufferAlgebra,
+    offsetToLabel = { zero + step * it },
+    labelToOffset = { (it - zero) / step }
+)

kmath-stat/src/commonMain/kotlin/space/kscience/kmath/series/MonotonicSeriesAlgebra.kt

@@ -0,0 +1,47 @@
+/*
+ * Copyright 2018-2023 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.series
+
+import space.kscience.kmath.operations.BufferAlgebra
+import space.kscience.kmath.operations.Ring
+import space.kscience.kmath.structures.Buffer
+import kotlin.math.ceil
+import kotlin.math.floor
+
+/**
+ * A [SeriesAlgebra] with reverse label to index transformation.
+ *
+ * @param [labelToOffset] returns floating point number that is used for index resolution.
+ */
+public class MonotonicSeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>, L : Comparable<L>>(
+    bufferAlgebra: BA,
+    offsetToLabel: (Int) -> L,
+    private val labelToOffset: (L) -> Double,
+) : SeriesAlgebra<T, A, BA, L>(bufferAlgebra, offsetToLabel) {
+
+    public val Buffer<T>.labelRange: ClosedRange<L> get() = offsetToLabel(startOffset)..offsetToLabel(startOffset + size)
+
+    /**
+     * An offset of the given [label] rounded down
+     */
+    public fun floorOffset(label: L): Int = floor(labelToOffset(label)).toInt()
+
+    /**
+     * An offset of the given [label] rounded up
+     */
+    public fun ceilOffset(label: L): Int = ceil(labelToOffset(label)).toInt()
+
+    /**
+     * Get value by label (rounded down) or return null if the value is outside series boundaries.
+     */
+    public fun Buffer<T>.getByLabelOrNull(label: L): T? = getByOffsetOrNull(floorOffset(label))
+
+    /**
+     * Get value by label (rounded down) or throw [IndexOutOfBoundsException] if the value is outside series boundaries.
+     */
+    public fun Buffer<T>.getByLabel(label: L): T = getByLabelOrNull(label)
+        ?: throw IndexOutOfBoundsException("Label $label is not in $labelRange")
+}

kmath-stat/src/commonMain/kotlin/space/kscience/kmath/series/SeriesAlgebra.kt

@@ -24,7 +24,9 @@ internal operator fun IntRange.contains(other: IntRange): Boolean = (other.first
 //TODO add permutation sort
 //TODO check rank statistics
 
-
+/**
+ * A [Buffer] with an offset relative to the [SeriesAlgebra] zero.
+ */
 public interface Series<T> : Buffer<T> {
     public val origin: Buffer<T>
 
@@ -54,9 +56,9 @@ private class SeriesImpl<T>(
 /**
  * A scope to operation on series
  */
-public class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>, L>(
+public open class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>, L>(
     override val bufferAlgebra: BA,
-    private val labelResolver: (Int) -> L,
+    public val offsetToLabel: (Int) -> L,
 ) : RingOps<Buffer<T>>, StatisticalAlgebra<T, A, BA> {
 
     /**
@@ -107,20 +109,22 @@ public class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>, L>(
      */
     public val Buffer<T>.startOffset: Int get() = if (this is Series) position else 0
 
+    public val Buffer<T>.startLabel: L get() = offsetToLabel(startOffset)
+
     /**
      * Build a new series positioned at [startOffset].
      */
     public fun series(size: Int, startOffset: Int = 0, block: A.(label: L) -> T): Series<T> {
         return elementAlgebra.bufferFactory(size) {
             val index = it + startOffset
-            elementAlgebra.block(labelResolver(index))
+            elementAlgebra.block(offsetToLabel(index))
         }.moveTo(startOffset)
     }
 
     /**
      * Get a label buffer for given buffer.
      */
-    public val Buffer<T>.labels: List<L> get() = offsetIndices.map(labelResolver)
+    public val Buffer<T>.labels: List<L> get() = offsetIndices.map(offsetToLabel)
 
     /**
      * Try to resolve element by label and return null if element with a given label is not found
@@ -187,6 +191,8 @@ public class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>, L>(
     override fun add(left: Buffer<T>, right: Buffer<T>): Series<T> = left.zip(right) { l, r -> l + r }
 
     override fun multiply(left: Buffer<T>, right: Buffer<T>): Buffer<T> = left.zip(right) { l, r -> l * r }
+
+    public companion object
 }
 
 public fun <T, A : Ring<T>, BA : BufferAlgebra<T, A>, L> BA.seriesAlgebra(labels: Iterable<L>): SeriesAlgebra<T, A, BA, L> {