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  1. Working with series and time series data in F# - FsLab

    Time series also supports a large number of standard F# functions such as log and abs. You can also use standard numerical operators to apply some operation to all elements of the series.

  2. SeriesExtensions - Deedle

    The type implements C# and F# extension methods for the Series<'K, 'V> type. The members are automatically available when you import the Deedle namespace. The type contains object …

  3. Time series manipulation in F# - FsLab

    Time series also supports a large number of standard F# functions such as log and abs. You can also use standard numerical operators to apply some operation to all elements of the series.

  4. Series<'K, 'V> - Deedle

    The type Series<K, V> represents a data series consisting of values V indexed by keys K. The keys of a series may or may not be ordered

  5. Frame<'TRowKey, 'TColumnKey> - Deedle - FsLab

    A frame is the key Deedle data structure (together with series). It represents a data table (think spreadsheet or CSV file) with multiple rows and columns. The frame consists of row index, …

  6. Volatility - fslab.org

    letintervals= [ foriin0.0..24.0*60.0-1.0->today.AddMinutes (i) ] // Get values for the specified interval & calculate logs// Then take difference between previous and the next log …