com.numericalmethod.suanshu.stats.timeseries.multivariate
Class GenericTimeTimeSeries<T extends java.lang.Comparable<T>>

java.lang.Object
  com.numericalmethod.suanshu.stats.timeseries.multivariate.GenericTimeTimeSeries<T>

Type Parameters:

T - the Comparable type

All Implemented Interfaces:

MultiVariateTimeSeries<T>, TimeSeries<T,Vector>

public class GenericTimeTimeSeries<T extends java.lang.Comparable<T>>
extends java.lang.Object
implements MultiVariateTimeSeries<T>

This is an implementation of a multivariate time series indexed by some notion of time.

This implementation explicitly remembers all data in memory. It is appropriate for short time series.

GenericTimeTimeSeries is immutable.

See Also:

Wikipedia: Time series

Nested Class Summary

class

GenericTimeTimeSeries.Iterator the Iterator used to read a GenericTimeTimeSeries

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.stats.timeseries.multivariate.MultiVariateTimeSeries

MultiVariateTimeSeries.Entry<T>

Constructor Summary

GenericTimeTimeSeries(T[] timestamps, double[][] values)

GenericTimeTimeSeries(T[] timestamps, Matrix values)

GenericTimeTimeSeries(T[] timestamps, Vector[] values)
Construct a GenericTimeTimeSeries from an array of timestamps and an array of vectors.

Method Summary

GenericTimeTimeSeries<T>	diff(int d) Create a new and independent GenericTimeTimeSeries by taking the first difference.
int	dimension() Get the dimension of the multivariate time series.
GenericTimeTimeSeries<T>	drop(int nItems) Create a new and independent GenericTimeTimeSeries by dropping the leading nItems entries, the most backward in time entries.
boolean	equals(java.lang.Object obj)
Vector	get(int index) Get the value at position index.
int	hashCode()
GenericTimeTimeSeries.Iterator	iterator() Get an Iterator to read this multivariate time series.
int	size() the length of the time series
T	time(int index) Get the time at position index.
T[]	timestamps() Get all the timestamps.
Vector[]	toArray()
Matrix	toMatrix() Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

GenericTimeTimeSeries

public GenericTimeTimeSeries(T[] timestamps,
                             Vector[] values)

Construct a GenericTimeTimeSeries from an array of timestamps and an array of vectors.

The two arrays must be of the same length.

Parameters:

timestamps - an array of timestamps

values - an array of vectors

GenericTimeTimeSeries

public GenericTimeTimeSeries(T[] timestamps,
                             double[][] values)

GenericTimeTimeSeries

public GenericTimeTimeSeries(T[] timestamps,
                             Matrix values)

Method Detail

dimension

public int dimension()

Get the dimension of the multivariate time series.

Specified by:

dimension in interface MultiVariateTimeSeries<T extends java.lang.Comparable<T>>

Returns:

the dimension

size

public int size()

Description copied from interface: TimeSeries

the length of the time series

Specified by:

size in interface TimeSeries<T extends java.lang.Comparable<T>,Vector>

Returns:

the size

iterator

public GenericTimeTimeSeries.Iterator iterator()

Description copied from interface: MultiVariateTimeSeries

Get an Iterator to read this multivariate time series.

Specified by:

iterator in interface MultiVariateTimeSeries<T extends java.lang.Comparable<T>>

Specified by:

iterator in interface TimeSeries<T extends java.lang.Comparable<T>,Vector>

Returns:

an iterator

toArray

public Vector[] toArray()

toMatrix

public Matrix toMatrix()

Description copied from interface: MultiVariateTimeSeries

Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.

Specified by:

toMatrix in interface MultiVariateTimeSeries<T extends java.lang.Comparable<T>>

Returns:

the matrix representation of this time series

get

public Vector get(int index)

Get the value at position index.

Parameters:

index - the position index

Returns:

the index-th value

time

public T time(int index)

Get the time at position index.

Parameters:

index - the position index

Returns:

the index-th timestamp

timestamps

public T[] timestamps()

Get all the timestamps.

Returns:

the timestamps

drop

public GenericTimeTimeSeries<T> drop(int nItems)

Create a new and independent GenericTimeTimeSeries by dropping the leading nItems entries, the most backward in time entries.

Parameters:

nItems - the number of leading entries to be dropped

Returns:

a new and independent time series

diff

public GenericTimeTimeSeries<T> diff(int d)

Create a new and independent GenericTimeTimeSeries by taking the first difference.

Parameters:

d - the number of differences

Returns:

diff(x, lag = 1, differences = d) as in R

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

equals

public boolean equals(java.lang.Object obj)

Overrides:

equals in class java.lang.Object

hashCode

public int hashCode()

Overrides:

hashCode in class java.lang.Object