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

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

    • MultiplicativeModel

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

      public MultiplicativeModel(double[] trend, double[] seasonality, RandomNumberGenerator rng)
      Construct a univariate time series by multiplying 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