com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess
Class MultiplicativeModel

java.lang.Object
  com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.SimpleTimeSeries
      com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.MultiplicativeModel

All Implemented Interfaces:

TimeSeries<java.lang.Integer,java.lang.Double>

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]
 

Nested Class Summary

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.SimpleTimeSeries

SimpleTimeSeries.Iterator

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.TimeSeries

TimeSeries.Entry

Constructor Summary

MultiplicativeModel(double[] trend, double[] seasonality, double[] randoms)
Construct a univariate time series by multiplying the components.

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

Method Summary

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.univariate.realtime.SimpleTimeSeries

diff, drop, equals, get, hashCode, iterator, lag, lag, size, toArray, toString

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

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