com.numericalmethod.suanshu.stats.timeseries.univariate.realtime

Class SimpleTimeSeries

java.lang.Object

com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.SimpleTimeSeries

All Implemented Interfaces:

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

Direct Known Subclasses:

AdditiveModel, ARIMASim, GARCHSim, MultiplicativeModel

public class SimpleTimeSeries
extends java.lang.Object
implements TimeSeries

This simple univariate time series has its double values indexed by integers.

See Also:

Serialized Form

Nested Class Summary

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

TimeSeries.Entry

Constructor Summary

Constructors

Constructor and Description
SimpleTimeSeries(double[] values) Construct an instance of SimpleTimeSeries.

Method Summary

Modifier and Type	Method and Description
SimpleTimeSeries	diff(int d) Construct an instance of SimpleTimeSeries by taking the first difference d times.
SimpleTimeSeries	drop(int nItems) Construct an instance of SimpleTimeSeries by dropping the leading nItems entries.
boolean	equals(java.lang.Object obj)
double	get(int t) Get the value at time t.
int	hashCode()
java.util.Iterator<TimeSeries.Entry>	iterator()
SimpleTimeSeries	lag(int nLags) Construct an instance of SimpleTimeSeries by lagging the time series.
SimpleTimeSeries	lag(int nLags, int length) /** Construct an instance of SimpleTimeSeries by lagging the time series.
int	size() Get the length of the time series.
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

SimpleTimeSeries

public SimpleTimeSeries(double[] values)

Construct an instance of SimpleTimeSeries.

Parameters:

values - an array of 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<java.lang.Integer,java.lang.Double,TimeSeries.Entry>

Returns:

the time series length

iterator

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

Specified by:

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

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 t)

Description copied from interface: TimeSeries

Get the value at time t.

Parameters:

t - a time index

Returns:

the value at time t

drop

public SimpleTimeSeries drop(int nItems)

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

Parameters:

nItems - the number of leading entries to be dropped

Returns:

a SimpleTimeSeries

diff

public SimpleTimeSeries diff(int d)

Construct an instance of SimpleTimeSeries 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 SimpleTimeSeries lag(int nLags,
                            int length)

/** Construct an instance of SimpleTimeSeries 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 SimpleTimeSeries lag(int nLags)

Construct an instance of SimpleTimeSeries 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