dev.nm.stat.timeseries.linear.univariate.stationaryprocess

Class MultiplicativeModel

java.lang.Object

dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime.SimpleTimeSeries

dev.nm.stat.timeseries.linear.univariate.stationaryprocess.MultiplicativeModel

All Implemented Interfaces:

TimeSeries<Integer,Double,IntTimeTimeSeries.Entry>, IntTimeTimeSeries, UnivariateTimeSeries<Integer,IntTimeTimeSeries.Entry>, Iterable<IntTimeTimeSeries.Entry>

public class MultiplicativeModel
extends SimpleTimeSeries

The multiplicative model of a time series is a multiplicative composite of the trend, seasonality and irregular random components. \[ Y[t] = T[t] \cdot S[t] \cdot e[t] \]

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries

IntTimeTimeSeries.Entry

Constructor Summary

Constructors

Constructor and Description
MultiplicativeModel(double[] trend, double[] seasonality, double[] randoms) Construct a univariate time series by multiplying the components.
MultiplicativeModel(double[] trend, double[] seasonality, RandomNumberGenerator rng) Construct a univariate time series by multiplying the components.

Method Summary

Methods inherited from class dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime.SimpleTimeSeries

diff, drop, equals, get, hashCode, iterator, lag, lag, size, toArray, 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

MultiplicativeModel

public MultiplicativeModel(double[] trend,
                           double[] seasonality,
                           double[] randoms)

Construct a univariate time series by multiplying the components.

Parameters:

trend - the trend component

seasonality - the seasonality component

randoms - the irregular random component

MultiplicativeModel

public MultiplicativeModel(double[] trend,
                           double[] seasonality,
                           RandomNumberGenerator rng)

Construct a univariate time series by multiplying the components. The irregular random component is generated using a custom random number generator.

Parameters:

trend - the trend component

seasonality - the seasonality component

rng - a random number generator