Uses of Interface
dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries
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Uses of IntTimeTimeSeries in dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime
Constructors in dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime with parameters of type IntTimeTimeSeries Constructor Description MultivariateSimpleTimeSeries(IntTimeTimeSeries ts)Construct an instance ofMultivariateSimpleTimeSeriesfrom a univariate time series. -
Uses of IntTimeTimeSeries in dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime
Classes in dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime that implement IntTimeTimeSeries Modifier and Type Class Description classDifferencedIntTimeTimeSeriesDifferencing of a time series xt in discrete time t is the transformation of the series to a new time series (1-B)xt where the new values are the differences between consecutive values of xt.classSimpleTimeSeriesThis simple univariate time series simply wraps adouble[]to form a time series.Constructors in dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime with parameters of type IntTimeTimeSeries Constructor Description DifferencedIntTimeTimeSeries(IntTimeTimeSeries xt, int d) -
Uses of IntTimeTimeSeries in dev.nm.stat.timeseries.linear.univariate.arima
Constructors in dev.nm.stat.timeseries.linear.univariate.arima with parameters of type IntTimeTimeSeries Constructor Description ARIMAForecast(IntTimeTimeSeries xt, int p, int d, int q, double epsilon)Constructs a forecaster for a time series assuming ARIMA model.ARIMAForecast(IntTimeTimeSeries xt, ARIMAModel arima)Constructs a forecaster for a time series assuming ARIMA model.ARIMAForecastMultiStep(IntTimeTimeSeries xt, ARIMAModel arima, int h)Makes the h-step ahead prediction for an ARIMA model. -
Uses of IntTimeTimeSeries in dev.nm.stat.timeseries.linear.univariate.sample
Constructors in dev.nm.stat.timeseries.linear.univariate.sample with parameters of type IntTimeTimeSeries Constructor Description SampleAutoCorrelation(IntTimeTimeSeries xt)Construct the sample ACF for a time series.SampleAutoCorrelation(IntTimeTimeSeries xt, SampleAutoCovariance.Type type)Construct the sample ACF for a time series.SampleAutoCovariance(IntTimeTimeSeries xt)Construct the sample ACVF for a time series.SampleAutoCovariance(IntTimeTimeSeries xt, SampleAutoCovariance.Type type)Construct the sample ACVF for a time series.SamplePartialAutoCorrelation(IntTimeTimeSeries xt)Construct the sample PACF for a time series.SamplePartialAutoCorrelation(IntTimeTimeSeries xt, SampleAutoCovariance.Type type)Construct the sample PACF for a time series. -
Uses of IntTimeTimeSeries in dev.nm.stat.timeseries.linear.univariate.stationaryprocess
Classes in dev.nm.stat.timeseries.linear.univariate.stationaryprocess that implement IntTimeTimeSeries Modifier and Type Class Description classAdditiveModelThe additive model of a time series is an additive composite of the trend, seasonality and irregular random components.classMultiplicativeModelThe multiplicative model of a time series is a multiplicative composite of the trend, seasonality and irregular random components. -
Uses of IntTimeTimeSeries in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma
Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma with parameters of type IntTimeTimeSeries Constructor Description ARMAForecast(IntTimeTimeSeries xt, int p, int q)Constructs a forecaster for a time series assuming ARMA model.ARMAForecast(IntTimeTimeSeries xt, ARMAModel arma)Constructs a forecaster for a time series assuming ARMA model.ARMAForecastMultiStep(IntTimeTimeSeries xt, ARMAModel arma)Makes the one-step ahead prediction for an ARMA model.ARMAForecastMultiStep(IntTimeTimeSeries xt, ARMAModel arma, int h)Makes the h-step ahead prediction for an ARMA model.ARMAForecastMultiStep(IntTimeTimeSeries xt, ARMAModel arma, int h, InnovationsAlgorithm inn)Makes the h-step ahead prediction for an ARMA model.ARMAForecastMultiStep(IntTimeTimeSeries xt, ARMAModel arma, int h, InnovationsAlgorithm inn, ARMAForecastOneStep forecast1)Makes the h-step ahead prediction for an ARMA model.ARMAForecastOneStep(IntTimeTimeSeries xt, ARMAModel arma)Makes the one-step ahead prediction for an ARMA model.ARMAForecastOneStep(IntTimeTimeSeries xt, ARMAModel arma, InnovationsAlgorithm inn)Makes the one-step ahead prediction for an ARMA model.
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