dev.nm.stat.timeseries.datastructure.univariate

Class GenericTimeTimeSeries<T extends Comparable<? super T>>

java.lang.Object

dev.nm.stat.timeseries.datastructure.univariate.GenericTimeTimeSeries<T>

Type Parameters:

T - the timestamp type

All Implemented Interfaces:

TimeSeries<T,Double,UnivariateTimeSeries.Entry<T>>, UnivariateTimeSeries<T,UnivariateTimeSeries.Entry<T>>, Iterable<UnivariateTimeSeries.Entry<T>>

Direct Known Subclasses:

DateTimeTimeSeries

public class GenericTimeTimeSeries<T extends Comparable<? super T>>
extends Object
implements UnivariateTimeSeries<T,UnivariateTimeSeries.Entry<T>>

This is a univariate time series indexed by some notion of time. This implementation explicitly remembers all data in memory. It is appropriate for a short time series.

See Also:

Wikipedia: Time series

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.stat.timeseries.datastructure.univariate.UnivariateTimeSeries

UnivariateTimeSeries.Entry<T>

Constructor Summary

Constructors

Constructor and Description
GenericTimeTimeSeries(T[] timestamps, double[] values) Construct a univariate time series from timestamps and values.

Method Summary

Modifier and Type	Method and Description
GenericTimeTimeSeries<T>	diff(int d) Construct an instance of GenericTimeTimeSeries by taking the first difference d times.
GenericTimeTimeSeries<T>	drop(int nItems) Construct an instance of GenericTimeTimeSeries by dropping the leading nItems entries.
boolean	equals(Object obj)
double	get(int i) Get the i-th value.
double	get(T t) Get the value at time t.
int	hashCode()
Iterator<UnivariateTimeSeries.Entry<T>>	iterator()
int	size() Get the length of the time series.
T	time(int index) Get the i-th time.
T[]	timestamps() Get all the timestamps.
double[]	toArray() Convert this time series into an array, discarding the timestamps.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface java.lang.Iterable

forEach, spliterator

Constructor Detail

GenericTimeTimeSeries

public GenericTimeTimeSeries(T[] timestamps,
                             double[] values)

Construct a univariate time series from timestamps and values.

Parameters:

timestamps - the timestamps

values - the values

Method Detail

size

public int size()

Description copied from interface: TimeSeries

Get the length of the time series.

Specified by:

size in interface TimeSeries<T extends Comparable<? super T>,Double,UnivariateTimeSeries.Entry<T extends Comparable<? super T>>>

Returns:

the time series length

iterator

public Iterator<UnivariateTimeSeries.Entry<T>> iterator()

Specified by:

iterator in interface Iterable<UnivariateTimeSeries.Entry<T extends Comparable<? super T>>>

toArray

public double[] toArray()

Description copied from interface: UnivariateTimeSeries

Convert this time series into an array, discarding the timestamps.

Specified by:

toArray in interface UnivariateTimeSeries<T extends Comparable<? super T>,UnivariateTimeSeries.Entry<T extends Comparable<? super T>>>

Returns:

the array representation of the time series

get

public double get(int i)

Get the i-th value.

Parameters:

i - the position index

Returns:

the i-th value

get

public double get(T t)

Get the value at time t.

Parameters:

t - a timestamp

Returns:

the value at time t

time

public T time(int index)

Get the i-th time.

Parameters:

index - the position index

Returns:

the i-th timestamp

timestamps

public T[] timestamps()

Get all the timestamps.

Returns:

the timestamps

drop

public GenericTimeTimeSeries<T> drop(int nItems)

Construct an instance of GenericTimeTimeSeries by dropping the leading nItems entries.

Parameters:

nItems - the number of leading entries to be dropped

Returns:

a GenericTimeTimeSeries

diff

public GenericTimeTimeSeries<T> diff(int d)

Construct an instance of GenericTimeTimeSeries by taking the first difference d times.

Parameters:

d - the number of differences

Returns:

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

toString

public String toString()

Overrides:

toString in class Object

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object