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 class
MultivariateTimeSeries.Entry<T>
This is theTimeSeries.Entry
for a multivariate time series.
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Method Summary
All Methods Instance Methods Abstract Methods 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
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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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