public class SimpleTimeSeries extends Object implements IntTimeTimeSeries
double[]
to form a time series.IntTimeTimeSeries.Entry
Constructor and Description |
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SimpleTimeSeries(double[] values)
Constructs an instance of
SimpleTimeSeries . |
Modifier and Type | Method and Description |
---|---|
SimpleTimeSeries |
diff(int d)
Constructs an instance of
SimpleTimeSeries by taking the first difference d
times. |
SimpleTimeSeries |
drop(int nItems)
Constructs an instance of
SimpleTimeSeries by dropping the leading nItems
entries. |
boolean |
equals(Object obj) |
double |
get(int t)
Get the value at time
t . |
int |
hashCode() |
Iterator<IntTimeTimeSeries.Entry> |
iterator() |
SimpleTimeSeries |
lag(int nLags)
Constructs an instance of
SimpleTimeSeries by lagging the time series. |
SimpleTimeSeries |
lag(int nLags,
int length)
Constructs 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.
|
String |
toString() |
clone, finalize, getClass, notify, notifyAll, wait, wait, wait
forEach, spliterator
public SimpleTimeSeries(double[] values)
SimpleTimeSeries
.values
- an array of valuespublic int size()
TimeSeries
size
in interface TimeSeries<Integer,Double,IntTimeTimeSeries.Entry>
public Iterator<IntTimeTimeSeries.Entry> iterator()
iterator
in interface Iterable<IntTimeTimeSeries.Entry>
public double[] toArray()
UnivariateTimeSeries
toArray
in interface UnivariateTimeSeries<Integer,IntTimeTimeSeries.Entry>
public double get(int t)
IntTimeTimeSeries
t
.get
in interface IntTimeTimeSeries
t
- a time index, counting from 1t
public SimpleTimeSeries drop(int nItems)
SimpleTimeSeries
by dropping the leading nItems
entries.nItems
- the number of leading entries to be droppedSimpleTimeSeries
public SimpleTimeSeries diff(int d)
SimpleTimeSeries
by taking the first difference d
times.d
- the number of differencesdiff(x, lag = 1, differences = d)
as in DoubleUtilspublic SimpleTimeSeries lag(int nLags, int length)
SimpleTimeSeries
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 SimpleTimeSeries lag(int nLags)
SimpleTimeSeries
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.