Constructor and Description |
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Filtration(UnivariateTimeSeries<Double,? extends UnivariateTimeSeries.Entry<Double>> Bt)
Construct a
Filtration from a Brownian path. |
Modifier and Type | Class and Description |
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class |
DateTimeTimeSeries
This is a time series has its
double values indexed by DateTime . |
class |
GenericTimeTimeSeries<T extends Comparable<? super T>>
This is a univariate time series indexed by some notion of time.
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Modifier and Type | Method and Description |
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static Matrix |
UnivariateTimeSeriesUtils.toMatrix(UnivariateTimeSeries<?,?> ts)
Cast a time series into a column matrix, discarding the timestamps.
|
static Vector |
UnivariateTimeSeriesUtils.toVector(UnivariateTimeSeries<?,?> ts)
Cast a time series into a vector, discarding the timestamps.
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Modifier and Type | Interface and Description |
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interface |
Realization
This is a univariate time series indexed real numbers.
|
Modifier and Type | Class and Description |
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class |
OneDimensionTimeSeries<T extends Comparable<? super T>>
This class constructs a univariate realization from a multivariate realization by taking one of its dimension (coordinate).
|
Modifier and Type | Interface and Description |
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interface |
IntTimeTimeSeries
This is a univariate time series indexed by integers.
|
Modifier and Type | Class and Description |
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class |
DifferencedIntTimeTimeSeries
Differencing of a time series xt in discrete time t is the
transformation of the series to a new time series (1-B)xt where the new values
are the differences between consecutive values of xt.
|
class |
SimpleTimeSeries
This simple univariate time series simply wraps a
double[] to form a time series. |
Modifier and Type | Class and Description |
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class |
AdditiveModel
The additive model of a time series is an additive composite of the trend, seasonality and irregular random components.
|
class |
MultiplicativeModel
The multiplicative model of a time series is a multiplicative composite of the trend, seasonality and irregular random components.
|
Constructor and Description |
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Kagi(UnivariateTimeSeries<T,? extends UnivariateTimeSeries.Entry<T>> ts) |
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