Class MultiplicativeModel
- java.lang.Object
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- dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime.SimpleTimeSeries
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- dev.nm.stat.timeseries.linear.univariate.stationaryprocess.MultiplicativeModel
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- All Implemented Interfaces:
TimeSeries<Integer,Double,IntTimeTimeSeries.Entry>
,IntTimeTimeSeries
,UnivariateTimeSeries<Integer,IntTimeTimeSeries.Entry>
,Iterable<IntTimeTimeSeries.Entry>
public class MultiplicativeModel extends SimpleTimeSeries
The multiplicative model of a time series is a multiplicative composite of the trend, seasonality and irregular random components.Y[t] = T[t] * S[t] * e[t]
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries
IntTimeTimeSeries.Entry
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Constructor Summary
Constructors Constructor Description MultiplicativeModel(double[] trend, double[] seasonality, double[] randoms)
Construct a univariate time series by multiplying the components.MultiplicativeModel(double[] trend, double[] seasonality, RandomNumberGenerator rng)
Construct a univariate time series by multiplying the components.
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Method Summary
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Methods inherited from class dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime.SimpleTimeSeries
diff, drop, equals, get, hashCode, iterator, lag, lag, size, toArray, toString
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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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MultiplicativeModel
public MultiplicativeModel(double[] trend, double[] seasonality, double[] randoms)
Construct a univariate time series by multiplying the components.- Parameters:
trend
- the trend componentseasonality
- the seasonality componentrandoms
- the irregular random component
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MultiplicativeModel
public MultiplicativeModel(double[] trend, double[] seasonality, RandomNumberGenerator rng)
Construct a univariate time series by multiplying the components. The irregular random component is generated using a custom random number generator.- Parameters:
trend
- the trend componentseasonality
- the seasonality componentrng
- a random number generator
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