com.github.signaflo.timeseries.model.arima

Class ArimaProcess

java.lang.Object

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

All Implemented Interfaces:

DoubleSupplier, Iterator<Double>, PrimitiveIterator<Double,DoubleConsumer>, PrimitiveIterator.OfDouble

public class ArimaProcess
extends Object
implements DoubleSupplier, PrimitiveIterator.OfDouble

Represents an indefinite, observation generating ARIMA process.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ArimaProcess.Builder An ARIMA process builder.

Nested classes/interfaces inherited from interface java.util.PrimitiveIterator

PrimitiveIterator.OfDouble, PrimitiveIterator.OfInt, PrimitiveIterator.OfLong

Method Summary

Modifier and Type	Method and Description
static ArimaProcess.Builder	builder()
boolean	equals(Object o)
double	getAsDouble() Generate the next observation from this ARIMA process.
double[]	getNext(int n) Generate and return the next n values of this process.
int	hashCode()
boolean	hasNext() This method always returns true.
double	nextDouble() Generate the next observation from this ARIMA process.
TimeSeries	simulate(int size) Transform a snapshot of the process into a time series of the given size.
ArimaProcess	startOver() Start this process from the beginning.
String	toString()

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface java.util.PrimitiveIterator.OfDouble

forEachRemaining, forEachRemaining, next

Methods inherited from interface java.util.Iterator

remove

Method Detail

hasNext

public boolean hasNext()

This method always returns true.

Specified by:

hasNext in interface Iterator<Double>

Returns:

true.

nextDouble

public double nextDouble()

Generate the next observation from this ARIMA process.

Specified by:

nextDouble in interface PrimitiveIterator.OfDouble

Returns:

the next observation from this ARIMA process.

getAsDouble

public double getAsDouble()

Generate the next observation from this ARIMA process.

Specified by:

getAsDouble in interface DoubleSupplier

Returns:

the next observation from this ARIMA process.

getNext

public double[] getNext(int n)

Generate and return the next n values of this process.

Parameters:

n - the number of values to generate.

Returns:

the next n values of this process.

simulate

public TimeSeries simulate(int size)

Transform a snapshot of the process into a time series of the given size.

Parameters:

size - the size of the returned series.

Returns:

a snapshot of the process as a time series of the given size.

startOver

public ArimaProcess startOver()

Start this process from the beginning.

Returns:

a new process with the same structure as this one.

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object

builder

public static ArimaProcess.Builder builder()