Interface TimeSeries<T extends Comparable<? super T>,V,E extends TimeSeries.Entry<T,V>>
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- Type Parameters:
T
- the timestamp typeV
- the value typeE
- TimeSeries.Entry
- All Superinterfaces:
Iterable<E>
- All Known Subinterfaces:
IntTimeTimeSeries
,MultivariateIntTimeTimeSeries
,MultivariateRealization
,MultivariateTimeSeries<T,E>
,Realization
,UnivariateTimeSeries<T,E>
- All Known Implementing Classes:
AdditiveModel
,DateTimeGenericTimeSeries
,DateTimeTimeSeries
,DifferencedIntTimeTimeSeries
,DLMSeries
,GenericTimeTimeSeries
,MultiplicativeModel
,MultivariateDLMSeries
,MultivariateGenericTimeTimeSeries
,MultivariateSimpleTimeSeries
,OneDimensionTimeSeries
,SimpleTimeSeries
public interface TimeSeries<T extends Comparable<? super T>,V,E extends TimeSeries.Entry<T,V>> extends Iterable<E>
A time series is a serially indexed collection of items. Time series data have a natural temporal ordering. This makes time series analysis distinct from other common data analysis problems that have no natural ordering of the observations. A time series model will generally reflect the fact that observations close together in time will be more closely related than observations further apart. In addition, a time series model will often make use of the natural one-way ordering of time so that values for a given period will be expressed as deriving in some way from past values, rather than from future values. This implementation represents each datum and its timestamp as a pair of value and index often called time. The entries (pairs) are sorted in ascending order by the timestamps, c.f.,TimeSeries.Entry
. ATimeSeries
is immutable.- See Also:
- Wikipedia: Time series
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Nested Class Summary
Nested Classes Modifier and Type Interface Description static interface
TimeSeries.Entry<T,V>
A time series is composed of a sequence ofEntry
s.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description int
size()
Get the length of the time series.-
Methods inherited from interface java.lang.Iterable
forEach, iterator, spliterator
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