com.numericalmethod.suanshu.stats.timeseries.univariate

Class GenericTimeTimeSeries<T extends java.lang.Comparable<? super T>>

java.lang.Object

com.numericalmethod.suanshu.stats.timeseries.univariate.GenericTimeTimeSeries<T>

Type Parameters:

T - the timestamp type

All Implemented Interfaces:

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

Direct Known Subclasses:

DateTimeTimeSeries

public class GenericTimeTimeSeries<T extends java.lang.Comparable<? super T>>
extends java.lang.Object
implements TimeSeries<T,TimeSeries.Entry<T>>

This is a univariate time series indexed by some notion of time. This implementation explicitly remembers all data in memory. It is appropriate for a short time series.

See Also:

Wikipedia: Time series, Serialized Form

Nested Class Summary

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

TimeSeries.Entry<T>

Constructor Summary

Constructors

Constructor and Description
GenericTimeTimeSeries(T[] timestamps, double[] values) Construct a univariate time series from timestamps and values.

Method Summary

Modifier and Type	Method and Description
GenericTimeTimeSeries<T>	diff(int d) Construct an instance of GenericTimeTimeSeries by taking the first difference d times.
GenericTimeTimeSeries<T>	drop(int nItems) Construct an instance of GenericTimeTimeSeries by dropping the leading nItems entries.
boolean	equals(java.lang.Object obj)
double	get(int i) Get the i-th value.
double	get(T t) Get the value at time t.
int	hashCode()
java.util.Iterator<TimeSeries.Entry<T>>	iterator()
int	size() Get the length of the time series.
T	time(int index) Get the i-th time.
T[]	timestamps() Get all the timestamps.
double[]	toArray() Convert this time series into an array, discarding the timestamps.
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

GenericTimeTimeSeries

public GenericTimeTimeSeries(T[] timestamps,
                             double[] values)

Construct a univariate time series from timestamps and values.

Parameters:

timestamps - the timestamps

values - the values

Method Detail

size

public int size()

Description copied from interface: TimeSeries

Get the length of the time series.

Specified by:

size in interface TimeSeries<T extends java.lang.Comparable<? super T>,java.lang.Double,TimeSeries.Entry<T extends java.lang.Comparable<? super T>>>

Returns:

the time series length

iterator

public java.util.Iterator<TimeSeries.Entry<T>> iterator()

Specified by:

iterator in interface java.lang.Iterable<TimeSeries.Entry<T extends java.lang.Comparable<? super T>>>

toArray

public double[] toArray()

Description copied from interface: TimeSeries

Convert this time series into an array, discarding the timestamps.

Returns:

the array representation of the time series

get

public double get(int i)

Get the i-th value.

Parameters:

i - the position index

Returns:

the i-th value

get

public double get(T t)

Get the value at time t.

Parameters:

t - a timestamp

Returns:

the value at time t

time

public T time(int index)

Get the i-th time.

Parameters:

index - the position index

Returns:

the i-th timestamp

timestamps

public T[] timestamps()

Get all the timestamps.

Returns:

the timestamps

drop

public GenericTimeTimeSeries<T> drop(int nItems)

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

Parameters:

nItems - the number of leading entries to be dropped

Returns:

a GenericTimeTimeSeries

diff

public GenericTimeTimeSeries<T> diff(int d)

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

Parameters:

d - the number of differences

Returns:

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

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