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 ofMultivariateSimpleTimeSeries
from a univariate time series.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description MultivariateSimpleTimeSeries
diff(int d)
Construct an instance ofMultivariateSimpleTimeSeries
by taking the first differenced
times.int
dimension()
Get the dimension of the multivariate time series.MultivariateSimpleTimeSeries
drop(int nItems)
Construct an instance ofMultivariateSimpleTimeSeries
by dropping the leadingnItems
entries.boolean
equals(Object obj)
Vector
get(int t)
Get the value at timet
(random access).int
hashCode()
Iterator<MultivariateIntTimeTimeSeries.Entry>
iterator()
MultivariateSimpleTimeSeries
lag(int nLags)
Construct an instance ofMultivariateSimpleTimeSeries
by lagging the time series.MultivariateSimpleTimeSeries
lag(int nLags, int length)
Construct an instance ofMultivariateSimpleTimeSeries
by lagging the time series.int
size()
Get the length of the time series.Matrix
toMatrix()
Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.String
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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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 ofMultivariateSimpleTimeSeries
from 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:MultivariateTimeSeries
Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.- Specified by:
toMatrix
in interfaceMultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>
- Returns:
- the matrix representation of this time series
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size
public int size()
Description copied from interface:TimeSeries
Get the length of the time series.- Specified by:
size
in interfaceTimeSeries<Integer,Vector,MultivariateIntTimeTimeSeries.Entry>
- Returns:
- the time series length
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dimension
public int dimension()
Description copied from interface:MultivariateTimeSeries
Get the dimension of the multivariate time series.- Specified by:
dimension
in interfaceMultivariateTimeSeries<Integer,MultivariateIntTimeTimeSeries.Entry>
- Returns:
- the multivariate time series dimension
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iterator
public Iterator<MultivariateIntTimeTimeSeries.Entry> iterator()
- Specified by:
iterator
in interfaceIterable<MultivariateIntTimeTimeSeries.Entry>
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get
public Vector get(int t)
Description copied from interface:MultivariateIntTimeTimeSeries
Get the value at timet
(random access).- Specified by:
get
in 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 ofMultivariateSimpleTimeSeries
by dropping the leadingnItems
entries.- 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 ofMultivariateSimpleTimeSeries
by taking the first differenced
times.- 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 ofMultivariateSimpleTimeSeries
by 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 ofMultivariateSimpleTimeSeries
by 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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