public class ARMATimeSeries extends StatefulTimeseriesDistribution
Modifier and Type | Field and Description |
---|---|
protected double[] |
arWeights |
protected java.util.LinkedList<java.lang.Double> |
errors |
protected long |
lastTime |
protected double[] |
maWeights |
protected java.util.LinkedList<java.lang.Double> |
values |
noiseDistribution, onlyPositive
cachedMean, cachedVariance
Constructor and Description |
---|
ARMATimeSeries(double noiseStandardDeviation) |
ARMATimeSeries(int n,
int m,
double noise) |
Modifier and Type | Method and Description |
---|---|
void |
addValue(double value,
double error) |
double[] |
getArWeights() |
protected double |
getCurrentSeriesValue(long currentTime)
Sub-classes need to implement this.
|
double[] |
getMaWeights() |
double[] |
getParameters() |
void |
setArWeights(double[] arWeights) |
void |
setCurrentTime(long currentTime) |
void |
setLastTime(long lastTime) |
void |
setMaWeights(double[] maWeights) |
cumulativeProbability, density, getSupportLowerBound, getSupportUpperBound, isSupportConnected, isSupportLowerBoundInclusive, isSupportUpperBoundInclusive, sample, sample
getNumericalMean, getNumericalVariance, value
protected java.util.LinkedList<java.lang.Double> values
protected java.util.LinkedList<java.lang.Double> errors
protected long lastTime
protected double[] arWeights
protected double[] maWeights
public ARMATimeSeries(double noiseStandardDeviation)
public ARMATimeSeries(int n, int m, double noise)
protected double getCurrentSeriesValue(long currentTime)
StatefulTimeseriesDistribution
getCurrentSeriesValue
in class StatefulTimeseriesDistribution
currentTime
- the current time as a POSIX timestamp (millis since 01-01-1970)public double[] getArWeights()
public void setArWeights(double[] arWeights)
public double[] getMaWeights()
public void setMaWeights(double[] maWeights)
public void addValue(double value, double error)
public void setLastTime(long lastTime)
public void setCurrentTime(long currentTime)
setCurrentTime
in class StatefulTimeseriesDistribution
public double[] getParameters()