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

Interface MultiVariateTimeSeries

All Superinterfaces:

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

public interface MultiVariateTimeSeries
extends MultiVariateTimeSeries<java.lang.Integer,MultiVariateTimeSeries.Entry>

This is a multivariate time series indexed by integers. The entries are the pair: {(n, vector)}. This time series is often seen in classical time series analysis, where the data points are equally spaced.

See Also:

Wikipedia: Time series

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	MultiVariateTimeSeries.Entry This is the TimeSeries.Entry for an integer -indexed multivariate time series.

Method Summary

Modifier and Type	Method and Description
Vector	get(int t) Get the value at time t (random access).

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

Method Detail

get

Vector get(int t)

Get the value at time t (random access).

Parameters:

t - the time index

Returns:

the value at time t