com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess

Class AdditiveModel

java.lang.Object

com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.SimpleTimeSeries

com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.AdditiveModel

All Implemented Interfaces:

TimeSeries<java.lang.Integer,java.lang.Double,TimeSeries.Entry>, java.io.Serializable, java.lang.Iterable<TimeSeries.Entry>

public class AdditiveModel
extends SimpleTimeSeries

The additive model of a time series is an additive composite of the trend, seasonality and irregular random components.

 Y[t] = T[t] + S[t] + e[t]
 

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.TimeSeries

TimeSeries.Entry

Constructor Summary

Constructors

Constructor and Description
AdditiveModel(double[] trend, double[] seasonality, double[] randoms) Construct a univariate time series by adding up the components.
AdditiveModel(double[] trend, double[] seasonality, RandomNumberGenerator rng) Construct a univariate time series by adding up the components.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.SimpleTimeSeries

diff, drop, equals, get, hashCode, iterator, lag, lag, size, toArray, toString

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface java.lang.Iterable

forEach, spliterator

Constructor Detail

AdditiveModel

public AdditiveModel(double[] trend,
                     double[] seasonality,
                     double[] randoms)

Construct a univariate time series by adding up the components.

Parameters:

trend - the trend component

seasonality - the seasonality component

randoms - the irregular random component

AdditiveModel

public AdditiveModel(double[] trend,
                     double[] seasonality,
                     RandomNumberGenerator rng)

Construct a univariate time series by adding up the components. The irregular random component is generated using a custom random number generator.

Parameters:

trend - the trend component

seasonality - the seasonality component

rng - a random number generator