Class DifferencedIntTimeTimeSeries

java.lang.Object
dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime.DifferencedIntTimeTimeSeries
All Implemented Interfaces:
TimeSeries<Integer,Double,IntTimeTimeSeries.Entry>, IntTimeTimeSeries, UnivariateTimeSeries<Integer,IntTimeTimeSeries.Entry>, Iterable<IntTimeTimeSeries.Entry>

public class DifferencedIntTimeTimeSeries extends Object implements IntTimeTimeSeries
Differencing of a time series xt in discrete time t is the transformation of the series to a new time series (1-B)xt where the new values are the differences between consecutive values of xt. This procedure may be applied consecutively more than once, giving rise to the "first differences", "second differences", etc. An d-th order differencing gives arise to a new time series (1-B)dxt.