public class MultivariateSimpleTimeSeries extends Object implements MultivariateIntTimeTimeSeries
MultivariateIntTimeTimeSeries.Entry| Constructor and Description |
|---|
MultivariateSimpleTimeSeries(double[]... values)
Construct an instance of
MultivariateSimpleTimeSeries. |
MultivariateSimpleTimeSeries(IntTimeTimeSeries ts)
Construct an instance of
MultivariateSimpleTimeSeries from a univariate time series. |
MultivariateSimpleTimeSeries(Matrix values)
Construct an instance of
MultivariateSimpleTimeSeries. |
MultivariateSimpleTimeSeries(Vector... values)
Construct an instance of
MultivariateSimpleTimeSeries. |
| Modifier and Type | Method and Description |
|---|---|
MultivariateSimpleTimeSeries |
diff(int d)
Construct an instance of
MultivariateSimpleTimeSeries by taking the first difference
d times. |
int |
dimension()
Get the dimension of the multivariate time series.
|
MultivariateSimpleTimeSeries |
drop(int nItems)
Construct an instance of
MultivariateSimpleTimeSeries by dropping the leading
nItems entries. |
boolean |
equals(Object obj) |
Vector |
get(int t)
Get the value at time
t (random access). |
int |
hashCode() |
Iterator<MultivariateIntTimeTimeSeries.Entry> |
iterator() |
MultivariateSimpleTimeSeries |
lag(int nLags)
Construct an instance of
MultivariateSimpleTimeSeries by lagging the time series. |
MultivariateSimpleTimeSeries |
lag(int nLags,
int length)
Construct an instance of
MultivariateSimpleTimeSeries 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.
|
String |
toString() |
clone, finalize, getClass, notify, notifyAll, wait, wait, waitforEach, spliteratorpublic MultivariateSimpleTimeSeries(Matrix values)
MultivariateSimpleTimeSeries.values - a matrix representation of the time seriespublic MultivariateSimpleTimeSeries(double[]... values)
MultivariateSimpleTimeSeries.values - a double array representation of the time seriespublic MultivariateSimpleTimeSeries(Vector... values)
MultivariateSimpleTimeSeries.values - a vector representation of the time seriespublic MultivariateSimpleTimeSeries(IntTimeTimeSeries ts)
MultivariateSimpleTimeSeries from a univariate time series.ts - a univariate time seriespublic Matrix toMatrix()
MultivariateTimeSeriestoMatrix in interface MultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>public int size()
TimeSeriessize in interface TimeSeries<Integer,Vector,MultivariateIntTimeTimeSeries.Entry>public int dimension()
MultivariateTimeSeriesdimension in interface MultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>public Iterator<MultivariateIntTimeTimeSeries.Entry> iterator()
iterator in interface Iterable<MultivariateIntTimeTimeSeries.Entry>public Vector get(int t)
MultivariateIntTimeTimeSeriest (random access).get in interface MultivariateIntTimeTimeSeriest - the time index, counting from 1tpublic MultivariateSimpleTimeSeries drop(int nItems)
MultivariateSimpleTimeSeries by dropping the leading
nItems entries.nItems - the number of leading entries to be droppedMultivariateSimpleTimeSeriespublic MultivariateSimpleTimeSeries diff(int d)
MultivariateSimpleTimeSeries by taking the first difference
d times.d - the number of differencesdiff(x, lag = 1, differences = d) as in DoubleUtilspublic MultivariateSimpleTimeSeries lag(int nLags, int length)
MultivariateSimpleTimeSeries by lagging the time series.
This operation makes sense only for equi-distant data points.nLags - the number of lagslength - the length of the lagged time seriespublic MultivariateSimpleTimeSeries lag(int nLags)
MultivariateSimpleTimeSeries by lagging the time series.
This operation makes sense only for equi-distant data points.nLags - the number of lagsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.