com.github.signaflo.timeseries.model.arima

Class ArimaProcess.Builder

java.lang.Object

com.github.signaflo.timeseries.model.arima.ArimaProcess.Builder

Enclosing class:

ArimaProcess

public static class ArimaProcess.Builder
extends Object

An ARIMA process builder.

Constructor Summary

Constructors

Constructor and Description
Builder()

Method Summary

Modifier and Type	Method and Description
ArimaProcess	build() Construct and return a new ArimaProcess.
ArimaProcess.Builder	setCoefficients(ArimaCoefficients coefficients) Set the process model coefficients.
ArimaProcess.Builder	setDistribution(Distribution distribution) Set the probability distribution to draw the ARIMA process random errors from.
ArimaProcess.Builder	setPeriod(TimePeriod period) Set the time period between process observations.
ArimaProcess.Builder	setSeasonalCycle(TimePeriod seasonalCycle) Set the time cycle at which the seasonal pattern of the process repeats.
ArimaProcess.Builder	setStartTime(OffsetDateTime startTime) Set the start time of the process.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Builder

public Builder()

Method Detail

setCoefficients

public ArimaProcess.Builder setCoefficients(ArimaCoefficients coefficients)

Set the process model coefficients.

Parameters:

coefficients - the model coefficients for the process.

Returns:

this builder.

setDistribution

public ArimaProcess.Builder setDistribution(Distribution distribution)

Set the probability distribution to draw the ARIMA process random errors from.

Parameters:

distribution - the probability distribution to draw the random errors from.

Returns:

this builder.

setPeriod

public ArimaProcess.Builder setPeriod(TimePeriod period)

Set the time period between process observations. The default is one year for non-seasonal model coefficients and one month for seasonal model coefficients.

Parameters:

period - the time period between process observations.

Returns:

this builder.

setSeasonalCycle

public ArimaProcess.Builder setSeasonalCycle(TimePeriod seasonalCycle)

Set the time cycle at which the seasonal pattern of the process repeats. This defaults to one year.

Parameters:

seasonalCycle - the time cycle at which the seasonal pattern of the process repeats.

Returns:

this builder.

setStartTime

public ArimaProcess.Builder setStartTime(OffsetDateTime startTime)

Set the start time of the process.

Parameters:

startTime - the start time of the process.

Returns:

this builder.

build

public ArimaProcess build()

Construct and return a new ArimaProcess.

Returns:

a new ArimaProcess.