Zip to Get Element to Element Delta

Often when manipulating time series, you may want to get difference between adjacent elements in a list.

Take a look at the example below:

"Original" is the original time series list of Date/Value, with the Delta row illustrating the expected dela we are trying to calculate.

Linq can handle this in a pretty simple way (this can be pasted into linqpad):

var original = new [] { 
  Tuple.Create(new DateTime(2010, 1, 1), 100),
  Tuple.Create(new DateTime(2010, 2, 1), 50),
  Tuple.Create(new DateTime(2010, 3, 1), 75)
};

var anchor = Tuple.Create(new DateTime(2009, 12, 1), 0);

var B = (new []{ anchor }).Concat(original);
var A = original;

var deltas = A.Zip(B, (a, b) => Tuple.Create(a.Item1, a.Item2 - b.Item2));

deltas.Dump(1);

Note that if you don't really care about the first diff, you can simply Skip and Zip like so:

var B = new [] { 
  Tuple.Create(new DateTime(2010, 1, 1), 100),
  Tuple.Create(new DateTime(2010, 2, 1), 50),
  Tuple.Create(new DateTime(2010, 3, 1), 75)
};

var A = B.Skip(1);

var deltas = A.Zip(B, (a, b) => Tuple.Create(a.Item1, a.Item2 - b.Item2));

deltas.Dump(1);