com.numericalmethod.suanshu.stats.timeseries

Interface TimeSeries<T extends java.lang.Comparable,V,E extends TimeSeries.Entry<T,V>>

Type Parameters:

T - the timestamp type

V - the value type

E - TimeSeries.Entry

All Superinterfaces:

java.lang.Iterable<E>, java.io.Serializable

All Known Subinterfaces:

MultiVariateRealization, MultiVariateRealization, MultiVariateTimeSeries<T,E>, MultiVariateTimeSeries, Realization, Realization, TimeSeries<T,E>, TimeSeries

All Known Implementing Classes:

AdditiveModel, ARIMASim, ARIMASim, DateTimeGenericTimeSeries, DateTimeTimeSeries, DLMSeries, DLMSeries, GARCHSim, GenericTimeTimeSeries, GenericTimeTimeSeries, MultiplicativeModel, OneDimensionTimeSeries, RandomWalk.MultiVariateRealization, RandomWalk.Realization, SimpleMultiVariateTimeSeries, SimpleTimeSeries

public interface TimeSeries<T extends java.lang.Comparable,V,E extends TimeSeries.Entry<T,V>>
extends java.lang.Iterable<E>, java.io.Serializable

A time series is a serially indexed collection of items. Time series data have a natural temporal ordering. This makes time series analysis distinct from other common data analysis problems that have no natural ordering of the observations. A time series model will generally reflect the fact that observations close together in time will be more closely related than observations further apart. In addition, a time series model will often make use of the natural one-way ordering of time so that values for a given period will be expressed as deriving in some way from past values, rather than from future values.

This implementation represents each datum and its timestamp as a pair of value and index often called time. The entries (pairs) are sorted in ascending order by the timestamps, c.f., TimeSeries.Entry. A TimeSeries is immutable.

See Also:

Wikipedia: Time series

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	TimeSeries.Entry<T,V> A time series is composed of a sequence of Entrys.

Method Summary

Modifier and Type	Method and Description
int	size() Get the length of the time series.

Methods inherited from interface java.lang.Iterable

forEach, iterator, spliterator

Method Detail

size

int size()

Get the length of the time series.

Returns:

the time series length