Question

What is the best way to write your functions so they can handle seamlessly:

• a float seq
• a timestamped series of the type { ts : DateTime; value: float } seq, where the values are in the float called value

I need in particular to write functions such as computing the average/variance/random transformations of the time series, and I would like to write only 1 version of these functions.

Answer 1

Just convert the timestamped seq into a float seq like this:

xs
|> Seq.map (fun x -> x.value)