Transformation of real time data into times series and filtered real time data within a spreadsheet application

A computer executable spreadsheet application for processing time dependent data values generated by a real time data source external to the spreadsheet application, the spreadsheet application having a plurality of user-editable cells, and executable by a processor of a computer system having a memory, the spreadsheet application comprising:

• a plurality of filter functions, each invokable from within any cell of the spreadsheet application and executable by the processor in response to an input of data values from the real time data source, each filter function having an interface that specifies:
• a filter number of a filter data structure for storing data used or computed by the filter function;
• zero or more parameters for modifying computation of the filter function;
• a reference to the real time data source from which the filter function receives a plurality of data values individually over time;
• each filter function for computing a current filter output based on a currently received data value from the real time data source, and a previously computed filter output stored in the filter data structure specified by the filter number;
• and,
• a plurality of filter data structures stored in the memory and globally accessible from, and independent of, any cell of the spreadsheet application, each filter data structure having a filter number for being referenced within the interface of a filter function, each filter data structure storing the filter output from a filter function.

A computer implemented method of processing in a spreadsheet application, time dependent data values generated by a real time data source external to the spreadsheet application, the spreadsheet application including a spreadsheet having a plurality of cells, and executable by a processor of a computer system having a memory, the method comprising:

• storing in the memory a data structure globally accessible from, and independent of, any cell of the spreadsheet application for storing an ordered, predetermined number of data values;
• receiving into a cell of spreadsheet each of a plurality of data values in order over time from the real time data source;
• storing each data value as it is received in the cell to the data structure;
• and
• removing from the data structure each time a data value is stored, a least recently received data value in excess of the predetermined number of data values.

A computer implemented method of processing in a spreadsheet application, time dependent data values generated by a real time data source external to the spreadsheet application, the spreadsheet application including a spreadsheet having a plurality of cells and executable by a processor of a computer system having a memory, the method comprising:

• storing in the memory a data structure globally accessible from, and independent of, any cell of the spreadsheet application for storing computed data values;
• receiving into a cell of the spreadsheet each of a plurality of data values in order over time from the real time data source;
• computing a current filter output of a filter function based on:
• a currently received data value from the real time data source;
• and
• a previously computed output of the filter function based on a previously received data values;
• and
• storing the current filter output in the data structure.

A computer implemented method of processing in a spreadsheet application, time dependent data values generated by a real time data source external to the spreadsheet application, the spreadsheet application including a spreadsheet having a plurality of cells and executable by a processor of a computer system having a memory, the method comprising:

• storing in memory a data structure, globally accessible from, and independent of, any cell of the spreadsheet application, and having N ordered storage locations S.sub.1 to S.sub.N for a predetermined value of N for storing an ordered, predetermined number of data values;
• receiving into a cell of spreadsheet each of a plurality of data values in order over time from the real time data source;
• for each data value in a storage location S.sub.j, storing the data value to a storage location S.sub.j+1 for 1.ltoreq.j.ltoreq.N-1;
• and
• storing each data value as it is received from the real time data source to a storage location S.sub.1 of the data structure.