com.numericalmethod.suanshu.stats.timeseries.univariate.realtime
Class SimpleTimeSeries

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

All Implemented Interfaces:

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

Direct Known Subclasses:

AdditiveModel, ArimaSim, GarchSim, MultiplicativeModel

public class SimpleTimeSeries
extends java.lang.Object
implements TimeSeries

A simple time series has its values indexed by integers. Data are assumed to be equally spaced.

This time of series is often seen in classical time series analysis.

Nested Class Summary

class

SimpleTimeSeries.Iterator the Iterator to read a SimpleTimeSeries

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

TimeSeries.Entry

Constructor Summary

SimpleTimeSeries(double[] values)
Construct a SimpleTimeSeries from an array of values.

Method Summary

SimpleTimeSeries	diff(int d) Construct a new and independent SimpleTimeSeries by taking the first difference.
SimpleTimeSeries	drop(int nItems) Construct a new and independent SimpleTimeSeries by dropping the leading nItems entries.
boolean	equals(java.lang.Object obj)
double	get(int t) Get the value at time t.
int	hashCode()
SimpleTimeSeries.Iterator	iterator() Get an Iterator to read this integer-indexed univariate time series.
SimpleTimeSeries	lag(int nLags) Construct a new and independent SimpleTimeSeries by lagging the time series.
SimpleTimeSeries	lag(int nLags, int length) Construct a new and independent SimpleTimeSeries by lagging the time series.
int	size() the length of the time series
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

SimpleTimeSeries

public SimpleTimeSeries(double[] values)

Construct a SimpleTimeSeries from an array of values.

Parameters:

values - an array of values

Method Detail

iterator

public SimpleTimeSeries.Iterator iterator()

Description copied from interface: TimeSeries

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

Specified by:

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

Returns:

an iterator

size

public int size()

Description copied from interface: TimeSeries

the length of the time series

Specified by:

size in interface TimeSeries<java.lang.Integer,java.lang.Double>

Returns:

the size

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 t)

Description copied from interface: TimeSeries

Get the value at time t.

Parameters:

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

Returns:

ts[t]

drop

public SimpleTimeSeries drop(int nItems)

Construct a new and independent SimpleTimeSeries by dropping the leading nItems entries.

Parameters:

nItems - the number of leading entries to be dropped

Returns:

a new and independent time series

diff

public SimpleTimeSeries diff(int d)

Construct a new and independent SimpleTimeSeries by taking the first difference.

Parameters:

d - the number of differences

Returns:

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

lag

public SimpleTimeSeries lag(int nLags,
                            int length)

Construct a new and independent SimpleTimeSeries by lagging the time series.

This only makes sense for equi-distant data points.

Parameters:

nLags - the number of lags

length - the length of the lagged time series

Returns:

a lagged time series

lag

public SimpleTimeSeries lag(int nLags)

Construct a new and independent SimpleTimeSeries by lagging the time series.

This only makes sense for equi-distant data points.

Parameters:

nLags - the number of lags

Returns:

a lagged time series

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