com.numericalmethod.suanshu.stats.timeseries.multivariate

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

Type Parameters:

T - the timestamp type

E - TimeSeries.Entry

All Superinterfaces:

java.lang.Iterable<E>, java.io.Serializable, TimeSeries<T,Vector,E>

All Known Subinterfaces:

MultiVariateRealization, MultiVariateRealization, MultiVariateTimeSeries

All Known Implementing Classes:

ARIMASim, GenericTimeTimeSeries, RandomWalk.MultiVariateRealization, SimpleMultiVariateTimeSeries

public interface MultiVariateTimeSeries<T extends java.lang.Comparable,E extends MultiVariateTimeSeries.Entry<T>>
extends TimeSeries<T,Vector,E>

A multivariate time series is a sequence of vectors indexed by some notion of time. The entries are the pair: {(timestamp, vector)}.

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	MultiVariateTimeSeries.Entry<T> This is the TimeSeries.Entry for a multivariate time series.

Method Summary

Modifier and Type	Method and Description
int	dimension() Get the dimension of the multivariate time series.
Matrix	toMatrix() Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.TimeSeries

size

Methods inherited from interface java.lang.Iterable

forEach, iterator, spliterator

Method Detail

toMatrix

Matrix toMatrix()

Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.

Returns:

the matrix representation of this time series

dimension

int dimension()

Get the dimension of the multivariate time series.

Returns:

the multivariate time series dimension