| Package | Description |
|---|---|
| dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime | |
| dev.nm.stat.timeseries.linear.univariate.stationaryprocess |
| Modifier and Type | Method and Description |
|---|---|
SimpleTimeSeries |
SimpleTimeSeries.diff(int d)
Constructs an instance of
SimpleTimeSeries by taking the first difference d
times. |
SimpleTimeSeries |
SimpleTimeSeries.drop(int nItems)
Constructs an instance of
SimpleTimeSeries by dropping the leading nItems
entries. |
SimpleTimeSeries |
SimpleTimeSeries.lag(int nLags)
Constructs an instance of
SimpleTimeSeries by lagging the time series. |
SimpleTimeSeries |
SimpleTimeSeries.lag(int nLags,
int length)
Constructs an instance of
SimpleTimeSeries by lagging the time series. |
| Modifier and Type | Class and Description |
|---|---|
class |
AdditiveModel
The additive model of a time series is an additive composite of the trend, seasonality and irregular random components.
\[
Y[t] = T[t] + S[t] + e[t]
\]
|
class |
MultiplicativeModel
The multiplicative model of a time series is a multiplicative composite of the trend, seasonality and irregular random components.
\[
Y[t] = T[t] \cdot S[t] \cdot e[t]
\]
|
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