Interface MultivariateTimeSeries<T extends Comparable<? super T>,E extends MultivariateTimeSeries.Entry<T>>
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- Type Parameters:
T- the timestamp typeE- TimeSeries.Entry
- All Superinterfaces:
Iterable<E>,TimeSeries<T,Vector,E>
- All Known Subinterfaces:
MultivariateIntTimeTimeSeries,MultivariateRealization
- All Known Implementing Classes:
MultivariateGenericTimeTimeSeries,MultivariateSimpleTimeSeries
public interface MultivariateTimeSeries<T extends Comparable<? super T>,E extends MultivariateTimeSeries.Entry<T>> extends TimeSeries<T,Vector,E>
A multivariate time series is a sequence of vectors indexed by some notion of time. The entries are the pair: {(timestamp, vector)}.
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Nested Class Summary
Nested Classes Modifier and Type Interface Description static classMultivariateTimeSeries.Entry<T>This is theTimeSeries.Entryfor a multivariate time series.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description intdimension()Get the dimension of the multivariate time series.MatrixtoMatrix()Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.-
Methods inherited from interface java.lang.Iterable
forEach, iterator, spliterator
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Methods inherited from interface dev.nm.stat.timeseries.datastructure.TimeSeries
size
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Method Detail
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toMatrix
Matrix toMatrix()
Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.- Returns:
- the matrix representation of this time series
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dimension
int dimension()
Get the dimension of the multivariate time series.- Returns:
- the multivariate time series dimension
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