dev.nm.stat.timeseries.datastructure.multivariate.realtime

Interface MultivariateRealization

All Superinterfaces:

Iterable<MultivariateRealization.Entry>, MultivariateTimeSeries<Double,MultivariateRealization.Entry>, TimeSeries<Double,Vector,MultivariateRealization.Entry>

public interface MultivariateRealization
extends MultivariateTimeSeries<Double,MultivariateRealization.Entry>

A multivariate realization is a multivariate time series indexed by real numbers, e.g., real time. The entries are the pairs: {(t, vector)}. This time series is often seen in the studies of stochastic process, where the set of times is a continuum.

See Also:

Wikipedia: Stochastic process

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	MultivariateRealization.Entry This is the TimeSeries.Entry for a real number -indexed multivariate time series.

Method Summary

Methods inherited from interface dev.nm.stat.timeseries.datastructure.multivariate.MultivariateTimeSeries

dimension, toMatrix

Methods inherited from interface dev.nm.stat.timeseries.datastructure.TimeSeries

size

Methods inherited from interface java.lang.Iterable

forEach, iterator, spliterator