public class MADecomposition extends Object
Xt = mt + st + YtWe have
decompose
.Constructor and Description |
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MADecomposition(double[] xt,
double[] MAFilter,
int period)
Decompose a time series into the trend, seasonal and stationary random components using the
Moving Average Estimation method.
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MADecomposition(double[] xt,
int period)
Decompose a periodic time series into the seasonal and stationary random components using no
MA filter.
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MADecomposition(double[] xt,
int MAOrder,
int period)
Decompose a time series into the trend, seasonal and stationary random components using the
default filter.
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Modifier and Type | Method and Description |
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double[] |
getRandom()
Get the estimated seasonal effect of the time series.
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double[] |
getSeasonal()
Get the stationary random component of the time series after the trend and seasonal
components are removed.
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double[] |
getTrend()
Get the estimated trend of the time series.
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public MADecomposition(double[] xt, double[] MAFilter, int period)
xt
- a time seriesMAFilter
- the moving average filter to smooth the time seriesperiod
- the period of the time series; if aperiodic, use 1public MADecomposition(double[] xt, int MAOrder, int period)
xt
- a time seriesMAOrder
- the length of the MA filter (automatically increased by 1 for even
MAOrder
)period
- the period of the time series; if aperiodic, use 0public MADecomposition(double[] xt, int period)
xt
- a time seriesperiod
- the period of the time series; if aperiodic, use 0public double[] getTrend()
public double[] getSeasonal()
public double[] getRandom()
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