Package dev.nm.stat.timeseries.datastructure.multivariate

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

Type Parameters:
T - the timestamp type
E - 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)}.

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static class 
    MultivariateTimeSeries.Entry<T>
    This is the TimeSeries.Entry for a multivariate time series.

  • Method Summary

    Modifier and Type
    Method
    Description
    int
    dimension()
    Get the dimension of the multivariate time series.
    Matrix
    toMatrix()
    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

    Methods inherited from interface dev.nm.stat.timeseries.datastructure.TimeSeries

    size

  • Method Details

    • 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

    • dimension

      int dimension()
      Get the dimension of the multivariate time series.
      Returns:
      the multivariate time series dimension