Simplify, improve and generalize (total rewrite?) time sequence management
patnr opened this issue · comments
-
At the moment,
t
(absolute time) is "too important" in the code,
compared tok
(the time index). For example,dxdt
have signaturedxdt(x,t,dt)
instead ofdxdt(x,k,dt)
.
But a common situation is thatdxdt
needs to look-up some
property (e.g. parmeter value) from a pre-defined table.
For that purpose,k
is better suited thatt
because it is
and integer, not a fload.- If models simply have the signature
HMM.dyn(x,k)
(i.e.ticker
would only yieldk
andkObs
)
then variable dt is effectively supported.
-
Change KObs to KObs-1 ?
-
Highlight the fact that
t=0
is special- There shoult not be any obs then
- Some of the plotting functionality are maybe
assuming thattt[0] == 0
.
Duplicate of #83