Interface TimeSeries<T extends Comparable<? super T>,V,E extends TimeSeries.Entry<T,V>>

Type Parameters:
T - the timestamp type
V - the value type
E - TimeSeries.Entry
All Superinterfaces:
Iterable<E>
All Known Subinterfaces:
IntTimeTimeSeries, MultivariateIntTimeTimeSeries, MultivariateRealization, MultivariateTimeSeries<T,E>, Realization, UnivariateTimeSeries<T,E>
All Known Implementing Classes:
AdditiveModel, DateTimeGenericTimeSeries, DateTimeTimeSeries, DifferencedIntTimeTimeSeries, DLMSeries, GenericTimeTimeSeries, MultiplicativeModel, MultivariateDLMSeries, MultivariateGenericTimeTimeSeries, MultivariateSimpleTimeSeries, OneDimensionTimeSeries, SimpleTimeSeries

public interface TimeSeries<T extends Comparable<? super T>,V,E extends TimeSeries.Entry<T,V>> extends Iterable<E>
A time series is a serially indexed collection of items. Time series data have a natural temporal ordering. This makes time series analysis distinct from other common data analysis problems that have no natural ordering of the observations. A time series model will generally reflect the fact that observations close together in time will be more closely related than observations further apart. In addition, a time series model will often make use of the natural one-way ordering of time so that values for a given period will be expressed as deriving in some way from past values, rather than from future values.

This implementation represents each datum and its timestamp as a pair of value and index often called time. The entries (pairs) are sorted in ascending order by the timestamps, c.f., TimeSeries.Entry. A TimeSeries is immutable.

See Also:
  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    A time series is composed of a sequence of Entrys.
  • Method Summary

    Modifier and Type
    Method
    Description
    int
    Get the length of the time series.

    Methods inherited from interface java.lang.Iterable

    forEach, iterator, spliterator
  • Method Details

    • size

      int size()
      Get the length of the time series.
      Returns:
      the time series length