T - the timestamp typepublic class MultivariateGenericTimeTimeSeries<T extends Comparable<? super T>> extends Object implements MultivariateTimeSeries<T,MultivariateTimeSeries.Entry<T>>
MultivariateTimeSeries.Entry<T>| Constructor and Description |
|---|
MultivariateGenericTimeTimeSeries(T[] timestamps,
double[][] values)
Construct a multivariate time series from timestamps and vectors.
|
MultivariateGenericTimeTimeSeries(T[] timestamps,
Matrix values)
Construct a multivariate time series from timestamps and vectors.
|
MultivariateGenericTimeTimeSeries(T[] timestamps,
Vector[] values)
Construct a multivariate time series from timestamps and vectors.
|
| Modifier and Type | Method and Description |
|---|---|
MultivariateGenericTimeTimeSeries<T> |
diff(int d)
Construct an instance of
MultivariateGenericTimeTimeSeries by taking the first
difference d times. |
int |
dimension()
Get the dimension of the multivariate time series.
|
MultivariateGenericTimeTimeSeries<T> |
drop(int nItems)
Construct an instance of
MultivariateGenericTimeTimeSeries by dropping the leading
nItems entries, those most backward in time entries. |
boolean |
equals(Object obj) |
Vector |
get(int i)
Get the i-th value.
|
int |
hashCode() |
Iterator<MultivariateTimeSeries.Entry<T>> |
iterator() |
int |
size()
Get the length of the time series.
|
T |
time(int i)
Get the i-th timestamp.
|
T[] |
timestamps()
Get all the timestamps.
|
Vector[] |
toArray()
Convert this multivariate time series into an array of vectors.
|
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 MultivariateGenericTimeTimeSeries(T[] timestamps, Vector[] values)
timestamps - the timestampsvalues - the vector valuespublic MultivariateGenericTimeTimeSeries(T[] timestamps, double[][] values)
timestamps - the timestampsvalues - the vector valuespublic int dimension()
MultivariateTimeSeriesdimension in interface MultivariateTimeSeries<T extends Comparable<? super T>,MultivariateTimeSeries.Entry<T extends Comparable<? super T>>>public int size()
TimeSeriessize in interface TimeSeries<T extends Comparable<? super T>,Vector,MultivariateTimeSeries.Entry<T extends Comparable<? super T>>>public Iterator<MultivariateTimeSeries.Entry<T>> iterator()
iterator in interface Iterable<MultivariateTimeSeries.Entry<T extends Comparable<? super T>>>public Matrix toMatrix()
MultivariateTimeSeriestoMatrix in interface MultivariateTimeSeries<T extends Comparable<? super T>,MultivariateTimeSeries.Entry<T extends Comparable<? super T>>>public Vector[] toArray()
public Vector get(int i)
i - the position indexpublic T time(int i)
i - the position indexpublic T[] timestamps()
public MultivariateGenericTimeTimeSeries<T> drop(int nItems)
MultivariateGenericTimeTimeSeries by dropping the leading
nItems entries, those most backward in time entries.nItems - the number of leading entries to be droppedMultivariateGenericTimeTimeSeriespublic MultivariateGenericTimeTimeSeries<T> diff(int d)
MultivariateGenericTimeTimeSeries by taking the first
difference d times.d - the number of differencesdiff(x, lag = 1, differences = d) as in DoubleUtilsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.