com.numericalmethod.suanshu.stats.timeseries.multivariate
Interface MultiVariateTimeSeries<T>

All Superinterfaces:

TimeSeries<T,Vector>

All Known Subinterfaces:

MultiVariateRealization, MultiVariateRealization, MultiVariateTimeSeries

All Known Implementing Classes:

ArimaSim, GenericTimeTimeSeries, RandomWalk.MultiVariateRealization, SimpleMultiVariateTimeSeries

public interface MultiVariateTimeSeries<T>
extends TimeSeries<T,Vector>

A multivariate time series is a sequence of vectors indexed by some notion of time. The entries are in the pair:(timestamp, vector).

Nested Class Summary

static class	MultiVariateTimeSeries.Entry<T> the TimeSeries.Entry for a multivariate time series
static class	MultiVariateTimeSeries.Iterator<E extends MultiVariateTimeSeries.Entry<?>> the Iterator to read a multivariate time series

Method Summary

int	dimension() Get the dimensionality of the multivariate time series.
MultiVariateTimeSeries.Iterator<? extends MultiVariateTimeSeries.Entry<T>>	iterator() Get an Iterator to read this multivariate time series.
Matrix	toMatrix() Convert this multivariate time series into an m x n matrix, where m is the dimension, and n the length.

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.TimeSeries

size

Method Detail

iterator

MultiVariateTimeSeries.Iterator<? extends MultiVariateTimeSeries.Entry<T>> iterator()

Get an Iterator to read this multivariate time series.

Specified by:

iterator in interface TimeSeries<T,Vector>

Returns:

an iterator

toMatrix

Matrix toMatrix()

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

Returns:

the matrix representation of this time series

dimension

int dimension()

Get the dimensionality of the multivariate time series.

Returns:

the dimensionality