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Fastest method for comparing overlapping times in random time series

  • To: mathgroup at smc.vnet.net
  • Subject: [mg64935] Fastest method for comparing overlapping times in random time series
  • From: "Prince-Wright, Robert G SEPCO" <robert.prince-wright at shell.com>
  • Date: Wed, 8 Mar 2006 00:59:53 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

I have two lists, list1{ {t1,t1+dt1}, {t2,t2+dt2},..{ti,ti+dti}}, and 
list2, each representing 'time(i)' and corresponding 'time(i) + 
deltatime(i)'. The time(i) values are determined by an exponential 
inter-arrival time model, and the durations are a scaled uniform random 
variable. Both lists are ordered on time(i). You can think of list 1 as 
representing periods when System 1 is not working, and list 2 as the 
periods when System 2 is not working. Example lists are given as Cell 
Expressions below together with code to convert to a ticker-tape Plot 
(you may need to stretch the graphic to see clearly). The challenge is 
to develop a fast method for determining the periods when both Systems 
are not working, i.e. to create a list corresponding to the start and 
finish times of the overlaps.

 Thus far I have only managed to use a Do loop which is very slow for long lists!

 Bob

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 Robert Prince-Wright
 Risk Management Engineer, EP Americas
 Shell Exploration & Production Company
 Woodcreek, 200 North Dairy Ashford
 Houston, TX 77079, USA

 Tel: +1 281 544 3016
 Fax: +1 281 544 2238
 Shell MeetMe Tel. +1 713 423 0600, Participant Code 62709127
 Email: robert.prince-wright at shell.com
 Internet: http://www.shell.com



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