Uses of Interface
dev.nm.stat.timeseries.datastructure.univariate.UnivariateTimeSeries
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Uses of UnivariateTimeSeries in dev.nm.stat.stochasticprocess.univariate.filtration
Constructors in dev.nm.stat.stochasticprocess.univariate.filtration with parameters of type UnivariateTimeSeries Constructor Description Filtration(UnivariateTimeSeries<Double,? extends UnivariateTimeSeries.Entry<Double>> Bt)
Construct aFiltration
from a Brownian path. -
Uses of UnivariateTimeSeries in dev.nm.stat.timeseries.datastructure.univariate
Classes in dev.nm.stat.timeseries.datastructure.univariate that implement UnivariateTimeSeries Modifier and Type Class Description class
DateTimeTimeSeries
This is a time series has itsdouble
values indexed byLocalDateTime
.class
GenericTimeTimeSeries<T extends Comparable<? super T>>
This is a univariate time series indexed by some notion of time.Methods in dev.nm.stat.timeseries.datastructure.univariate with parameters of type UnivariateTimeSeries Modifier and Type Method Description static Matrix
UnivariateTimeSeriesUtils. toMatrix(UnivariateTimeSeries<?,?> ts)
Cast a time series into a column matrix, discarding the timestamps.static Vector
UnivariateTimeSeriesUtils. toVector(UnivariateTimeSeries<?,?> ts)
Cast a time series into a vector, discarding the timestamps. -
Uses of UnivariateTimeSeries in dev.nm.stat.timeseries.datastructure.univariate.realtime
Subinterfaces of UnivariateTimeSeries in dev.nm.stat.timeseries.datastructure.univariate.realtime Modifier and Type Interface Description interface
Realization
This is a univariate time series indexed real numbers.Classes in dev.nm.stat.timeseries.datastructure.univariate.realtime that implement UnivariateTimeSeries Modifier and Type Class Description class
OneDimensionTimeSeries<T extends Comparable<? super T>>
This class constructs a univariate realization from a multivariate realization by taking one of its dimension (coordinate). -
Uses of UnivariateTimeSeries in dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime
Subinterfaces of UnivariateTimeSeries in dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime Modifier and Type Interface Description interface
IntTimeTimeSeries
This is a univariate time series indexed by integers.Classes in dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime that implement UnivariateTimeSeries Modifier and Type Class Description class
DifferencedIntTimeTimeSeries
Differencing 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.class
SimpleTimeSeries
This simple univariate time series simply wraps adouble[]
to form a time series. -
Uses of UnivariateTimeSeries in dev.nm.stat.timeseries.linear.univariate.stationaryprocess
Classes in dev.nm.stat.timeseries.linear.univariate.stationaryprocess that implement UnivariateTimeSeries Modifier and Type Class Description class
AdditiveModel
The additive model of a time series is an additive composite of the trend, seasonality and irregular random components.class
MultiplicativeModel
The multiplicative model of a time series is a multiplicative composite of the trend, seasonality and irregular random components. -
Uses of UnivariateTimeSeries in tech.nmfin.meanreversion.hvolatility
Constructors in tech.nmfin.meanreversion.hvolatility with parameters of type UnivariateTimeSeries Constructor Description Kagi(UnivariateTimeSeries<T,? extends UnivariateTimeSeries.Entry<T>> ts)
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