Interface MultivariateTimeSeries<T extends Comparable<? super T>,E extends MultivariateTimeSeries.Entry<T>>
- 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 ClassesModifier and TypeInterfaceDescriptionstatic class
This is theTimeSeries.Entry
for a multivariate time series. -
Method Summary
Methods inherited from interface java.lang.Iterable
forEach, iterator, spliterator
Methods inherited from interface dev.nm.stat.timeseries.datastructure.TimeSeries
size
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Method Details
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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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