public class MultivariateSimpleTimeSeries extends Object implements MultivariateIntTimeTimeSeries
MultivariateIntTimeTimeSeries.Entry
Constructor and Description |
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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 |
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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, wait
forEach, spliterator
public 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()
MultivariateTimeSeries
toMatrix
in interface MultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>
public int size()
TimeSeries
size
in interface TimeSeries<Integer,Vector,MultivariateIntTimeTimeSeries.Entry>
public int dimension()
MultivariateTimeSeries
dimension
in interface MultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>
public Iterator<MultivariateIntTimeTimeSeries.Entry> iterator()
iterator
in interface Iterable<MultivariateIntTimeTimeSeries.Entry>
public Vector get(int t)
MultivariateIntTimeTimeSeries
t
(random access).get
in interface MultivariateIntTimeTimeSeries
t
- the time index, counting from 1t
public MultivariateSimpleTimeSeries drop(int nItems)
MultivariateSimpleTimeSeries
by dropping the leading
nItems
entries.nItems
- the number of leading entries to be droppedMultivariateSimpleTimeSeries
public 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.