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

public class AdditiveModel extends SimpleTimeSeries
The additive model of a time series is an additive composite of the trend, seasonality and irregular random components.
Y[t] = T[t] + S[t] + e[t]
  • Constructor Details

    • AdditiveModel

      public AdditiveModel(double[] trend, double[] seasonality, double[] randoms)
      Construct a univariate time series by adding up the components.
      Parameters:
      trend - the trend component
      seasonality - the seasonality component
      randoms - the irregular random component
    • AdditiveModel

      public AdditiveModel(double[] trend, double[] seasonality, RandomNumberGenerator rng)
      Construct a univariate time series by adding up the components. The irregular random component is generated using a custom random number generator.
      Parameters:
      trend - the trend component
      seasonality - the seasonality component
      rng - a random number generator