com.numericalmethod.suanshu.stats.timeseries.multivariate.realtime
Interface MultiVariateTimeSeries

All Superinterfaces:

MultiVariateTimeSeries<java.lang.Integer>, TimeSeries<java.lang.Integer,Vector>

public interface MultiVariateTimeSeries
extends MultiVariateTimeSeries<java.lang.Integer>

This represents a multivariate time series indexed by integers. The entries are in the pair:(n, vector).

This time of series is often seen in classical time series analysis, where the data points are equally spaced.

See Also:

Wikipedia: Time series

Nested Class Summary

static class	MultiVariateTimeSeries.Entry the TimeSeries.Entry for an integer-indexed multivariate time series
static class	MultiVariateTimeSeries.Iterator the Iterator used to read an integer-indexed multivariate time series

Method Summary

Vector	get(int t) Get the value at time t.
MultiVariateTimeSeries.Iterator	iterator() Get an Iterator to read this integer-indexed multivariate time series.

Methods inherited from interface com.numericalmethod.suanshu.stats.timeseries.multivariate.MultiVariateTimeSeries

dimension, toMatrix

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

size

Method Detail

iterator

MultiVariateTimeSeries.Iterator iterator()

Get an Iterator to read this integer-indexed multivariate time series.

Specified by:

iterator in interface MultiVariateTimeSeries<java.lang.Integer>

Specified by:

iterator in interface TimeSeries<java.lang.Integer,Vector>

Returns:

an iterator

get

Vector get(int t)

Get the value at time t.

Parameters:

t - the time index, ranging from 1 up to T

Returns:

ts[t]