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

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

Type Parameters:

T - the Comparable type

All Implemented Interfaces:

TimeSeries<T,java.lang.Double>

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

This is an implementation of a univariate 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.univariate.TimeSeries

TimeSeries.Entry<T>

Constructor Summary

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

Method Summary

GenericTimeTimeSeries<T>	diff(int d) Create a new and independent GenericTimeTimeSeries by taking the first difference.
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)
double	get(int index) Get the value at position index.
int	hashCode()
GenericTimeTimeSeries.Iterator	iterator() Get an Iterator to read this univariate 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.
double[]	toArray() Convert this time series into an array.
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,
                             double[] values)

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

The two arrays must be of the same length.

Parameters:

timestamps - an array of timestamps

values - an array of values

Method Detail

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>,java.lang.Double>

Returns:

the size

iterator

public GenericTimeTimeSeries.Iterator iterator()

Description copied from interface: TimeSeries

Get an Iterator to read this univariate time series.

Specified by:

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

Returns:

an iterator

toArray

public double[] toArray()

Description copied from interface: TimeSeries

Convert this time series into an array.

Returns:

the array representation of the time series

get

public double 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