MultivariateTimeSeries (NM DEV API (v1.2.4) by NM)

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

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

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

- Method Detail
  - 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