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

Class SimpleMultiVariateTimeSeries

java.lang.Object

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

All Implemented Interfaces:

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

Direct Known Subclasses:

ARIMASim

public class SimpleMultiVariateTimeSeries
extends java.lang.Object
implements MultiVariateTimeSeries

This simple multivariate time series has its vectored values indexed by integers.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.timeseries.multivariate.realtime.MultiVariateTimeSeries

MultiVariateTimeSeries.Entry

Constructor Summary

Constructors

Constructor and Description
SimpleMultiVariateTimeSeries(double[]... values) Construct an instance of SimpleMultiVariateTimeSeries.
SimpleMultiVariateTimeSeries(Matrix values) Construct an instance of SimpleMultiVariateTimeSeries.
SimpleMultiVariateTimeSeries(TimeSeries ts) Construct an instance of SimpleMultiVariateTimeSeries from a univariate time series.
SimpleMultiVariateTimeSeries(Vector... values) Construct an instance of SimpleMultiVariateTimeSeries.

Method Summary

Modifier and Type	Method and Description
SimpleMultiVariateTimeSeries	diff(int d) Construct an instance of SimpleMultiVariateTimeSeries by taking the first difference d times.
int	dimension() Get the dimension of the multivariate time series.
SimpleMultiVariateTimeSeries	drop(int nItems) Construct an instance of SimpleMultiVariateTimeSeries by dropping the leading nItems entries.
boolean	equals(java.lang.Object obj)
Vector	get(int t) Get the value at time t (random access).
int	hashCode()
java.util.Iterator<MultiVariateTimeSeries.Entry>	iterator()
SimpleMultiVariateTimeSeries	lag(int nLags) Construct an instance of SimpleMultiVariateTimeSeries by lagging the time series.
SimpleMultiVariateTimeSeries	lag(int nLags, int length) Construct an instance of SimpleMultiVariateTimeSeries by lagging the time series.
int	size() Get the length of the time series.
Matrix	toMatrix() Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.
java.lang.String	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

SimpleMultiVariateTimeSeries

public SimpleMultiVariateTimeSeries(Matrix values)

Construct an instance of SimpleMultiVariateTimeSeries.

Parameters:

values - a matrix representation of the time series

SimpleMultiVariateTimeSeries

public SimpleMultiVariateTimeSeries(double[]... values)

Construct an instance of SimpleMultiVariateTimeSeries.

Parameters:

values - a double array representation of the time series

SimpleMultiVariateTimeSeries

public SimpleMultiVariateTimeSeries(Vector... values)

Construct an instance of SimpleMultiVariateTimeSeries.

Parameters:

values - a vector representation of the time series

SimpleMultiVariateTimeSeries

public SimpleMultiVariateTimeSeries(TimeSeries ts)

Construct an instance of SimpleMultiVariateTimeSeries from a univariate time series.

Parameters:

ts - a univariate time series

Method Detail

toMatrix

public Matrix toMatrix()

Description copied from interface: MultiVariateTimeSeries

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

Specified by:

toMatrix in interface MultiVariateTimeSeries<java.lang.Integer,MultiVariateTimeSeries.Entry>

Returns:

the matrix representation of this time series

size

public int size()

Description copied from interface: TimeSeries

Get the length of the time series.

Specified by:

size in interface TimeSeries<java.lang.Integer,Vector,MultiVariateTimeSeries.Entry>

Returns:

the time series length

dimension

public int dimension()

Description copied from interface: MultiVariateTimeSeries

Get the dimension of the multivariate time series.

Specified by:

dimension in interface MultiVariateTimeSeries<java.lang.Integer,MultiVariateTimeSeries.Entry>

Returns:

the multivariate time series dimension

iterator

public java.util.Iterator<MultiVariateTimeSeries.Entry> iterator()

Specified by:

iterator in interface java.lang.Iterable<MultiVariateTimeSeries.Entry>

get

public Vector get(int t)

Description copied from interface: MultiVariateTimeSeries

Get the value at time t (random access).

Parameters:

t - the time index

Returns:

the value at time t

drop

public SimpleMultiVariateTimeSeries drop(int nItems)

Construct an instance of SimpleMultiVariateTimeSeries by dropping the leading nItems entries.

Parameters:

nItems - the number of leading entries to be dropped

Returns:

a SimpleMultiVariateTimeSeries

diff

public SimpleMultiVariateTimeSeries diff(int d)

Construct an instance of SimpleMultiVariateTimeSeries by taking the first difference d times.

Parameters:

d - the number of differences

Returns:

diff(x, lag = 1, differences = d) as in R

lag

public SimpleMultiVariateTimeSeries lag(int nLags,
                                        int length)

Construct an instance of SimpleMultiVariateTimeSeries by lagging the time series. This operation makes sense only for equi-distant data points.

Parameters:

nLags - the number of lags

length - the length of the lagged time series

Returns:

a lagged time series

lag

public SimpleMultiVariateTimeSeries lag(int nLags)

Construct an instance of SimpleMultiVariateTimeSeries by lagging the time series. This operation makes sense only for equi-distant data points.

Parameters:

nLags - the number of lags

Returns:

a lagged time series

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

equals

public boolean equals(java.lang.Object obj)

Overrides:

equals in class java.lang.Object

hashCode

public int hashCode()

Overrides:

hashCode in class java.lang.Object