Time Series in Smalltalk
Hi ! I am looking for a time series library available for Pharo. Serge Stinckwich asked the same thing a year ago (http://lists.pharo.org/pipermail/pharo-dev_lists.pharo.org/2013-February/074...), and I would know whether any improvement has been made since? Thanks Cheers, Vincent BLONDEAU ________________________________ Ce message et les pi?ces jointes sont confidentiels et r?serv?s ? l'usage exclusif de ses destinataires. Il peut ?galement ?tre prot?g? par le secret professionnel. Si vous recevez ce message par erreur, merci d'en avertir imm?diatement l'exp?diteur et de le d?truire. L'int?grit? du message ne pouvant ?tre assur?e sur Internet, la responsabilit? de Worldline ne pourra ?tre recherch?e quant au contenu de ce message. Bien que les meilleurs efforts soient faits pour maintenir cette transmission exempte de tout virus, l'exp?diteur ne donne aucune garantie ? cet ?gard et sa responsabilit? ne saurait ?tre recherch?e pour tout dommage r?sultant d'un virus transmis. This e-mail and the documents attached are confidential and intended solely for the addressee; it may also be privileged. If you receive this e-mail in error, please notify the sender immediately and destroy it. As its integrity cannot be secured on the Internet, the Worldline liability cannot be triggered for the message content. Although the sender endeavours to maintain a computer virus-free network, the sender does not warrant that this transmission is virus-free and will not be liable for any damages resulting from any virus transmitted.
There is an implementation in Moose Algo. Stef On 23/10/14 14:52, Blondeau Vincent wrote:
Hi !
I am looking for a time series library available for Pharo.
Serge Stinckwich asked the same thing a year ago (http://lists.pharo.org/pipermail/pharo-dev_lists.pharo.org/2013-February/074...), and I would know whether any improvement has been made since?
Thanks
Cheers,
Vincent BLONDEAU
------------------------------------------------------------------------
Ce message et les pièces jointes sont confidentiels et réservés à l'usage exclusif de ses destinataires. Il peut également être protégé par le secret professionnel. Si vous recevez ce message par erreur, merci d'en avertir immédiatement l'expéditeur et de le détruire. L'intégrité du message ne pouvant être assurée sur Internet, la responsabilité de Worldline ne pourra être recherchée quant au contenu de ce message. Bien que les meilleurs efforts soient faits pour maintenir cette transmission exempte de tout virus, l'expéditeur ne donne aucune garantie à cet égard et sa responsabilité ne saurait être recherchée pour tout dommage résultant d'un virus transmis.
This e-mail and the documents attached are confidential and intended solely for the addressee; it may also be privileged. If you receive this e-mail in error, please notify the sender immediately and destroy it. As its integrity cannot be secured on the Internet, the Worldline liability cannot be triggered for the message content. Although the sender endeavours to maintain a computer virus-free network, the sender does not warrant that this transmission is virus-free and will not be liable for any damages resulting from any virus transmitted.
On 24 Oct 2014, at 09:49, stepharo <stepharo@free.fr> wrote:
There is an implementation in Moose Algo.
I could not find them. What is the name of the classes ? Regards, -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/
On 24 Oct 2014, at 09:58, Serge Stinckwich <Serge.Stinckwich@gmail.com> wrote:
On 24 Oct 2014, at 09:49, stepharo <stepharo@free.fr> wrote:
There is an implementation in Moose Algo.
I could not find them. What is the name of the classes ?
Stéphane do you know where I could found them ? -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/
In fact this was just a couple of classes and we did not port them from Moose. I will do it now. It was probably not usefull for you. It was for a timeWarping algo as far as I understand. Stef
On 24 Oct 2014, at 09:58, Serge Stinckwich <Serge.Stinckwich@gmail.com> wrote:
On 24 Oct 2014, at 09:49, stepharo <stepharo@free.fr> wrote:
There is an implementation in Moose Algo. I could not find them. What is the name of the classes ?
Stéphane do you know where I could found them ?
On 23 Oct 2014, at 14:52, Blondeau Vincent <vincent.blondeau@worldline.com> wrote:
Hi !
Dear Vincent,
I am looking for a time series library available for Pharo.
Serge Stinckwich asked the same thing a year ago (http://lists.pharo.org/pipermail/pharo-dev_lists.pharo.org/2013-February/074...), and I would know whether any improvement has been made since?
We started a really simple implementation of time series. Look at the class : KETimeSeries and KETimeSeriesTest in this repository: http://smalltalkhub.com/#!/~UMMISCO/Kendrick Please feel free to extract these classes and extend them. Maybe we can move them in the SciSmalltalk repository. Regards, -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/
Cool!
We started a really simple implementation of time series. Look at the class : KETimeSeries and KETimeSeriesTest in this repository: http://smalltalkhub.com/#!/~UMMISCO/Kendrick
Please feel free to extract these classes and extend them. Maybe we can move them in the SciSmalltalk repository.
Regards,
Dear Serge, That's nice but I will need more statistical functions to calculate autocorrelations. These functions are already implemented in R (http://www.r-project.org/). So, there is two solutions: - As the sources are open, implement them in Pharo (but it is some thousands of lines...) - With nativeboost, use the R libs (written in C) As I prefer the second solution, I began to write some code with native boost and it seems to work well. I can add them in SciSmalltalk package if I have the rights. But I don't know how to package the R libraries for the different OS... Regards, Vincent Blondeau -----Message d'origine----- De : Pharo-dev [mailto:pharo-dev-bounces@lists.pharo.org] De la part de Serge Stinckwich Envoyé : vendredi 24 octobre 2014 09:56 à : Pharo Development List Objet : Re: [Pharo-dev] Time Series in Smalltalk
On 23 Oct 2014, at 14:52, Blondeau Vincent <vincent.blondeau@worldline.com> wrote:
Hi !
Dear Vincent,
I am looking for a time series library available for Pharo.
Serge Stinckwich asked the same thing a year ago (http://lists.pharo.org/pipermail/pharo-dev_lists.pharo.org/2013-February/074...), and I would know whether any improvement has been made since?
We started a really simple implementation of time series. Look at the class : KETimeSeries and KETimeSeriesTest in this repository: http://smalltalkhub.com/#!/~UMMISCO/Kendrick Please feel free to extract these classes and extend them. Maybe we can move them in the SciSmalltalk repository. Regards, -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/ Ce message et les pièces jointes sont confidentiels et réservés à l'usage exclusif de ses destinataires. Il peut également être protégé par le secret professionnel. Si vous recevez ce message par erreur, merci d'en avertir immédiatement l'expéditeur et de le détruire. L'intégrité du message ne pouvant être assurée sur Internet, la responsabilité de Worldline ne pourra être recherchée quant au contenu de ce message. Bien que les meilleurs efforts soient faits pour maintenir cette transmission exempte de tout virus, l'expéditeur ne donne aucune garantie à cet égard et sa responsabilité ne saurait être recherchée pour tout dommage résultant d'un virus transmis. This e-mail and the documents attached are confidential and intended solely for the addressee; it may also be privileged. If you receive this e-mail in error, please notify the sender immediately and destroy it. As its integrity cannot be secured on the Internet, the Worldline liability cannot be triggered for the message content. Although the sender endeavours to maintain a computer virus-free network, the sender does not warrant that this transmission is virus-free and will not be liable for any damages resulting from any virus transmitted.
On 31 Oct 2014, at 10:50, Blondeau Vincent <vincent.blondeau@worldline.com> wrote:
Dear Serge,
Bonjour Vincent,
That's nice but I will need more statistical functions to calculate autocorrelations. Yes having some statistical functions and tests is definitively something we are looking for SciSmalltalk.
These functions are already implemented in R (http://www.r-project.org/). So, there is two solutions: - As the sources are open, implement them in Pharo (but it is some thousands of linesâ¦)
This is R code ? Do you have a link to this source ? Iâm also interested to have a native solution in Pharo. Maybe we can join our forces ;-)
- With nativeboost, use the R libs (written in C)
As I prefer the second solution, I began to write some code with native boost and it seems to work well.
Iâm a little bit worried with performance issue for the second solution ;-) or R libs are not written in R ?
I can add them in SciSmalltalk package if I have the rights. But I don't know how to package the R libraries for the different OSâ¦
Yes, this is a nice idea. We can give you access to the SciSmalltalk repo. Please join the ml: https://groups.google.com/forum/#!forum/scismalltalk What could be nice is write tests so we can use this tests latter if we want to have a native solution. Thank you. Regards, -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/
-----Message d'origine----- De : Pharo-dev [mailto:pharo-dev-bounces@lists.pharo.org] De la part de Serge Stinckwich Envoyé : vendredi 31 octobre 2014 11:39 à : Pharo Development List Objet : Re: [Pharo-dev] Time Series in Smalltalk
On 31 Oct 2014, at 10:50, Blondeau Vincent <vincent.blondeau@worldline.com> wrote:
Dear Serge,
Bonjour Vincent,
That's nice but I will need more statistical functions to calculate autocorrelations. Yes having some statistical functions and tests is definitively something we are looking for SciSmalltalk.
These functions are already implemented in R (http://www.r-project.org/). So, there is two solutions: - As the sources are open, implement them in Pharo (but it is some thousands of lines...)
This is R code ? Do you have a link to this source ? This is C code: you can download it here: http://cran.r-project.org/sources.html I'm also interested to have a native solution in Pharo. Maybe we can join our forces ;-)
I look at the sources a little and it seems costly to translate them. Maybe we can select a few. Statistical Tests looks simpler.
- With nativeboost, use the R libs (written in C)
As I prefer the second solution, I began to write some code with native boost and it seems to work well.
I'm a little bit worried with performance issue for the second solution ;-) or R libs are not written in R ?
R libs are in C. So I think that the performances are not the problem.
I can add them in SciSmalltalk package if I have the rights. But I don't know how to package the R libraries for the different OS...
Yes, this is a nice idea. We can give you access to the SciSmalltalk repo. Please join the ml: https://groups.google.com/forum/#!forum/scismalltalk What could be nice is write tests so we can use this tests latter if we want to have a native solution.
That's what I planned to do ;) Thanks, Regards, Vincent
Thank you. Regards, -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/
Ce message et les pièces jointes sont confidentiels et réservés à l'usage exclusif de ses destinataires. Il peut également être protégé par le secret professionnel. Si vous recevez ce message par erreur, merci d'en avertir immédiatement l'expéditeur et de le détruire. L'intégrité du message ne pouvant être assurée sur Internet, la responsabilité de Worldline ne pourra être recherchée quant au contenu de ce message. Bien que les meilleurs efforts soient faits pour maintenir cette transmission exempte de tout virus, l'expéditeur ne donne aucune garantie à cet égard et sa responsabilité ne saurait être recherchée pour tout dommage résultant d'un virus transmis. This e-mail and the documents attached are confidential and intended solely for the addressee; it may also be privileged. If you receive this e-mail in error, please notify the sender immediately and destroy it. As its integrity cannot be secured on the Internet, the Worldline liability cannot be triggered for the message content. Although the sender endeavours to maintain a computer virus-free network, the sender does not warrant that this transmission is virus-free and will not be liable for any damages resulting from any virus transmitted.
2014-10-31 6:50 GMT-03:00 Blondeau Vincent <vincent.blondeau@worldline.com>:
Dear Serge,
That's nice but I will need more statistical functions to calculate autocorrelations.
Have you checked NumericalMethods package? (is available from the Configuration Browser)
These functions are already implemented in R (http://www.r-project.org/). So, there is two solutions: - As the sources are open, implement them in Pharo (but it is some thousands of lines...) - With nativeboost, use the R libs (written in C)
As I prefer the second solution, I began to write some code with native boost and it seems to work well. I can add them in SciSmalltalk package if I have the rights. But I don't know how to package the R libraries for the different OS...
I would ask you if you can put this code into its own repository, so we can use the R binding without need to load the whole SciSmalltalk, and SciSmalltalk could import your Configuration. Cheers, Hernán
Regards,
Vincent Blondeau
-----Message d'origine----- De : Pharo-dev [mailto:pharo-dev-bounces@lists.pharo.org] De la part de Serge Stinckwich Envoyé : vendredi 24 octobre 2014 09:56 à : Pharo Development List Objet : Re: [Pharo-dev] Time Series in Smalltalk
On 23 Oct 2014, at 14:52, Blondeau Vincent < vincent.blondeau@worldline.com> wrote:
Hi !
Dear Vincent,
I am looking for a time series library available for Pharo.
Serge Stinckwich asked the same thing a year ago (
http://lists.pharo.org/pipermail/pharo-dev_lists.pharo.org/2013-February/074...), and I would know whether any improvement has been made since?
We started a really simple implementation of time series. Look at the class : KETimeSeries and KETimeSeriesTest in this repository: http://smalltalkhub.com/#!/~UMMISCO/Kendrick
Please feel free to extract these classes and extend them. Maybe we can move them in the SciSmalltalk repository.
Regards, -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/
Ce message et les pièces jointes sont confidentiels et réservés à l'usage exclusif de ses destinataires. Il peut également être protégé par le secret professionnel. Si vous recevez ce message par erreur, merci d'en avertir immédiatement l'expéditeur et de le détruire. L'intégrité du message ne pouvant être assurée sur Internet, la responsabilité de Worldline ne pourra être recherchée quant au contenu de ce message. Bien que les meilleurs efforts soient faits pour maintenir cette transmission exempte de tout virus, l'expéditeur ne donne aucune garantie à cet égard et sa responsabilité ne saurait être recherchée pour tout dommage résultant d'un virus transmis.
This e-mail and the documents attached are confidential and intended solely for the addressee; it may also be privileged. If you receive this e-mail in error, please notify the sender immediately and destroy it. As its integrity cannot be secured on the Internet, the Worldline liability cannot be triggered for the message content. Although the sender endeavours to maintain a computer virus-free network, the sender does not warrant that this transmission is virus-free and will not be liable for any damages resulting from any virus transmitted.
On 31 Oct 2014, at 14:42, Hernán Morales Durand <hernan.morales@gmail.com> wrote:
2014-10-31 6:50 GMT-03:00 Blondeau Vincent <vincent.blondeau@worldline.com>: Dear Serge,
Hi Hernán,
That's nice but I will need more statistical functions to calculate autocorrelations.
Have you checked NumericalMethods package? (is available from the Configuration Browser)
Apparently this is a derivative of DHB classes already included in SciSmalltalk. Did you make some modifications ? We already modify/add some code to these classes. What do you think about working on the same codebase instead of duplicating efforts ? Regards, -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/
Hi Serge, 2014-10-31 11:06 GMT-03:00 Serge Stinckwich <serge.stinckwich@gmail.com>:
On 31 Oct 2014, at 14:42, Hernán Morales Durand < hernan.morales@gmail.com> wrote:
2014-10-31 6:50 GMT-03:00 Blondeau Vincent < vincent.blondeau@worldline.com>: Dear Serge,
Hi Hernán,
That's nice but I will need more statistical functions to calculate autocorrelations.
Have you checked NumericalMethods package? (is available from the Configuration Browser)
Apparently this is a derivative of DHB classes already included in SciSmalltalk. Did you make some modifications ? We already modify/add some code to these classes. What do you think about working on the same codebase instead of duplicating efforts ?
The code in NumericalMethods is frozen, in part to preserve the same class names as in the book. I have added a couple of methods, specially to build big matrices in an easier way. I could integrate them, let me check next week because I am very busy these days. Hernán Regards,
-- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/
2014-10-31 11:06 GMT-03:00 Serge Stinckwich <serge.stinckwich@gmail.com>:
On 31 Oct 2014, at 14:42, Hernán Morales Durand < hernan.morales@gmail.com> wrote:
2014-10-31 6:50 GMT-03:00 Blondeau Vincent < vincent.blondeau@worldline.com>: Dear Serge,
Hi Hernán,
That's nice but I will need more statistical functions to calculate autocorrelations.
Have you checked NumericalMethods package? (is available from the Configuration Browser)
Apparently this is a derivative of DHB classes already included in SciSmalltalk.
Just for the record, my SThub repository is a copy from the first Squeak/Pharo port at http://www.squeaksource.com/DHBNumerical.html in 2011 (I don't know if SciSmalltalk existed then). For those wondering about the book, there is a Google Books copy here: http://books.google.com/books?id=QPX7_MP8w5UC&lpg=PP1&ots=bIsemiaRUC&dq=didi... Cheers, Hernán
Apparently this is a derivative of DHB classes already included in SciSmalltalk.
Just for the record, my SThub repository is a copy from the first Squeak/Pharo port at http://www.squeaksource.com/DHBNumerical.html in 2011 (I don't know if SciSmalltalk existed then). For those wondering about the book, there is a Google Books copy here:
http://books.google.com/books?id=QPX7_MP8w5UC&lpg=PP1&ots=bIsemiaRUC&dq=didi...
Cheers,
Thanks for the pointer. Because didier told me that he wants to give it for free (I just resent him a mail about that). Stef
Dear Hernán, I will put the code in my own repo with a configuration that you can import. NumericalMethods package seems to contains the same things that Scismalltalk. So there is no timeseries methods. Cheers, Vincent De : Pharo-dev [mailto:pharo-dev-bounces@lists.pharo.org] De la part de Hernán Morales Durand Envoyé : vendredi 31 octobre 2014 14:42 à : Pharo Development List Objet : Re: [Pharo-dev] Time Series in Smalltalk 2014-10-31 6:50 GMT-03:00 Blondeau Vincent <vincent.blondeau@worldline.com<mailto:vincent.blondeau@worldline.com>>: Dear Serge, That's nice but I will need more statistical functions to calculate autocorrelations. Have you checked NumericalMethods package? (is available from the Configuration Browser) These functions are already implemented in R (http://www.r-project.org/). So, there is two solutions: - As the sources are open, implement them in Pharo (but it is some thousands of lines...) - With nativeboost, use the R libs (written in C) As I prefer the second solution, I began to write some code with native boost and it seems to work well. I can add them in SciSmalltalk package if I have the rights. But I don't know how to package the R libraries for the different OS... I would ask you if you can put this code into its own repository, so we can use the R binding without need to load the whole SciSmalltalk, and SciSmalltalk could import your Configuration. Cheers, Hernán Regards, Vincent Blondeau -----Message d'origine----- De : Pharo-dev [mailto:pharo-dev-bounces@lists.pharo.org<mailto:pharo-dev-bounces@lists.pharo.org>] De la part de Serge Stinckwich Envoyé : vendredi 24 octobre 2014 09:56 à : Pharo Development List Objet : Re: [Pharo-dev] Time Series in Smalltalk
On 23 Oct 2014, at 14:52, Blondeau Vincent <vincent.blondeau@worldline.com<mailto:vincent.blondeau@worldline.com>> wrote:
Hi !
Dear Vincent,
I am looking for a time series library available for Pharo.
Serge Stinckwich asked the same thing a year ago (http://lists.pharo.org/pipermail/pharo-dev_lists.pharo.org/2013-February/074...), and I would know whether any improvement has been made since?
We started a really simple implementation of time series. Look at the class : KETimeSeries and KETimeSeriesTest in this repository: http://smalltalkhub.com/#!/~UMMISCO/Kendrick Please feel free to extract these classes and extend them. Maybe we can move them in the SciSmalltalk repository. Regards, -- Serge Stinckwich UCBN & UMI UMMISCO 209 (IRD/UPMC) Every DSL ends up being Smalltalk http://doesnotunderstand.org/ Ce message et les pièces jointes sont confidentiels et réservés à l'usage exclusif de ses destinataires. Il peut également être protégé par le secret professionnel. Si vous recevez ce message par erreur, merci d'en avertir immédiatement l'expéditeur et de le détruire. L'intégrité du message ne pouvant être assurée sur Internet, la responsabilité de Worldline ne pourra être recherchée quant au contenu de ce message. Bien que les meilleurs efforts soient faits pour maintenir cette transmission exempte de tout virus, l'expéditeur ne donne aucune garantie à cet égard et sa responsabilité ne saurait être recherchée pour tout dommage résultant d'un virus transmis. This e-mail and the documents attached are confidential and intended solely for the addressee; it may also be privileged. If you receive this e-mail in error, please notify the sender immediately and destroy it. As its integrity cannot be secured on the Internet, the Worldline liability cannot be triggered for the message content. Although the sender endeavours to maintain a computer virus-free network, the sender does not warrant that this transmission is virus-free and will not be liable for any damages resulting from any virus transmitted. ________________________________ Ce message et les pièces jointes sont confidentiels et réservés à l'usage exclusif de ses destinataires. Il peut également être protégé par le secret professionnel. Si vous recevez ce message par erreur, merci d'en avertir immédiatement l'expéditeur et de le détruire. L'intégrité du message ne pouvant être assurée sur Internet, la responsabilité de Worldline ne pourra être recherchée quant au contenu de ce message. Bien que les meilleurs efforts soient faits pour maintenir cette transmission exempte de tout virus, l'expéditeur ne donne aucune garantie à cet égard et sa responsabilité ne saurait être recherchée pour tout dommage résultant d'un virus transmis. This e-mail and the documents attached are confidential and intended solely for the addressee; it may also be privileged. If you receive this e-mail in error, please notify the sender immediately and destroy it. As its integrity cannot be secured on the Internet, the Worldline liability cannot be triggered for the message content. Although the sender endeavours to maintain a computer virus-free network, the sender does not warrant that this transmission is virus-free and will not be liable for any damages resulting from any virus transmitted.
participants (4)
-
Blondeau Vincent -
Hernán Morales Durand -
Serge Stinckwich -
stepharo