com.numericalmethod.suanshu.stats.timeseries.multivariate.realtime

Interface MultiVariateRealization

All Superinterfaces:

java.lang.Iterable<MultiVariateRealization.Entry>, MultiVariateTimeSeries<java.lang.Double,MultiVariateRealization.Entry>, java.io.Serializable, TimeSeries<java.lang.Double,Vector,MultiVariateRealization.Entry>

All Known Subinterfaces:

MultiVariateRealization

All Known Implementing Classes:

RandomWalk.MultiVariateRealization

public interface MultiVariateRealization
extends MultiVariateTimeSeries<java.lang.Double,MultiVariateRealization.Entry>

A multivariate realization is a multivariate time series indexed by real numbers, e.g., real time. The entries are the pairs: {(t, vector)}. This time series is often seen in the studies of stochastic process, where the set of times is a continuum.

See Also:

Wikipedia: Stochastic process

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	MultiVariateRealization.Entry This is the TimeSeries.Entry for a real number -indexed multivariate time series.

Method Summary

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.multivariate.MultiVariateTimeSeries

dimension, toMatrix

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

size

Methods inherited from interface java.lang.Iterable

forEach, iterator, spliterator