Class MultivariateSimpleTimeSeries
- java.lang.Object
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- dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime.MultivariateSimpleTimeSeries
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- All Implemented Interfaces:
MultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>,MultivariateIntTimeTimeSeries,TimeSeries<Integer,Vector,MultivariateIntTimeTimeSeries.Entry>,Iterable<MultivariateIntTimeTimeSeries.Entry>
public class MultivariateSimpleTimeSeries extends Object implements MultivariateIntTimeTimeSeries
This simple multivariate time series has its vectored values indexed by integers.
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime.MultivariateIntTimeTimeSeries
MultivariateIntTimeTimeSeries.Entry
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Constructor Summary
Constructors Constructor Description MultivariateSimpleTimeSeries(double[]... values)Construct an instance ofMultivariateSimpleTimeSeries.MultivariateSimpleTimeSeries(Matrix values)Construct an instance ofMultivariateSimpleTimeSeries.MultivariateSimpleTimeSeries(Vector... values)Construct an instance ofMultivariateSimpleTimeSeries.MultivariateSimpleTimeSeries(IntTimeTimeSeries ts)Construct an instance ofMultivariateSimpleTimeSeriesfrom a univariate time series.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description MultivariateSimpleTimeSeriesdiff(int d)Construct an instance ofMultivariateSimpleTimeSeriesby taking the first differencedtimes.intdimension()Get the dimension of the multivariate time series.MultivariateSimpleTimeSeriesdrop(int nItems)Construct an instance ofMultivariateSimpleTimeSeriesby dropping the leadingnItemsentries.booleanequals(Object obj)Vectorget(int t)Get the value at timet(random access).inthashCode()Iterator<MultivariateIntTimeTimeSeries.Entry>iterator()MultivariateSimpleTimeSerieslag(int nLags)Construct an instance ofMultivariateSimpleTimeSeriesby lagging the time series.MultivariateSimpleTimeSerieslag(int nLags, int length)Construct an instance ofMultivariateSimpleTimeSeriesby lagging the time series.intsize()Get the length of the time series.MatrixtoMatrix()Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.StringtoString()-
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait
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Methods inherited from interface java.lang.Iterable
forEach, spliterator
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Constructor Detail
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MultivariateSimpleTimeSeries
public MultivariateSimpleTimeSeries(Matrix values)
Construct an instance ofMultivariateSimpleTimeSeries.- Parameters:
values- a matrix representation of the time series
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MultivariateSimpleTimeSeries
public MultivariateSimpleTimeSeries(double[]... values)
Construct an instance ofMultivariateSimpleTimeSeries.- Parameters:
values- a double array representation of the time series
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MultivariateSimpleTimeSeries
public MultivariateSimpleTimeSeries(Vector... values)
Construct an instance ofMultivariateSimpleTimeSeries.- Parameters:
values- a vector representation of the time series
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MultivariateSimpleTimeSeries
public MultivariateSimpleTimeSeries(IntTimeTimeSeries ts)
Construct an instance ofMultivariateSimpleTimeSeriesfrom a univariate time series.- Parameters:
ts- a univariate time series
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Method Detail
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toMatrix
public Matrix toMatrix()
Description copied from interface:MultivariateTimeSeriesConvert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.- Specified by:
toMatrixin interfaceMultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>- Returns:
- the matrix representation of this time series
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size
public int size()
Description copied from interface:TimeSeriesGet the length of the time series.- Specified by:
sizein interfaceTimeSeries<Integer,Vector,MultivariateIntTimeTimeSeries.Entry>- Returns:
- the time series length
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dimension
public int dimension()
Description copied from interface:MultivariateTimeSeriesGet the dimension of the multivariate time series.- Specified by:
dimensionin interfaceMultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>- Returns:
- the multivariate time series dimension
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iterator
public Iterator<MultivariateIntTimeTimeSeries.Entry> iterator()
- Specified by:
iteratorin interfaceIterable<MultivariateIntTimeTimeSeries.Entry>
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get
public Vector get(int t)
Description copied from interface:MultivariateIntTimeTimeSeriesGet the value at timet(random access).- Specified by:
getin interfaceMultivariateIntTimeTimeSeries- Parameters:
t- the time index, counting from 1- Returns:
- the value at time
t
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drop
public MultivariateSimpleTimeSeries drop(int nItems)
Construct an instance ofMultivariateSimpleTimeSeriesby dropping the leadingnItemsentries.- Parameters:
nItems- the number of leading entries to be dropped- Returns:
- a
MultivariateSimpleTimeSeries
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diff
public MultivariateSimpleTimeSeries diff(int d)
Construct an instance ofMultivariateSimpleTimeSeriesby taking the first differencedtimes.- Parameters:
d- the number of differences- Returns:
diff(x, lag = 1, differences = d)as in DoubleUtils
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lag
public MultivariateSimpleTimeSeries lag(int nLags, int length)
Construct an instance ofMultivariateSimpleTimeSeriesby lagging the time series. This operation makes sense only for equi-distant data points.- Parameters:
nLags- the number of lagslength- the length of the lagged time series- Returns:
- a lagged time series
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lag
public MultivariateSimpleTimeSeries lag(int nLags)
Construct an instance ofMultivariateSimpleTimeSeriesby lagging the time series. This operation makes sense only for equi-distant data points.- Parameters:
nLags- the number of lags- Returns:
- a lagged time series
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