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A

aggregate(TimeUnit) - Method in class com.github.signaflo.timeseries.TimeSeries
Aggregate the observations in this series to the given time unit.
aggregate(TimePeriod) - Method in class com.github.signaflo.timeseries.TimeSeries
Aggregate the time series up to the given time period.
aggregateToYears() - Method in class com.github.signaflo.timeseries.TimeSeries
Aggregate the observations in this series to the yearly level.
aic() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
Get the Akaike Information Criterion (AIC) for this model.
apply(TimeSeries, int) - Static method in class com.github.signaflo.timeseries.operators.LagOperator
Apply the lag operator once at the given index.
apply(TimeSeries, OffsetDateTime) - Static method in class com.github.signaflo.timeseries.operators.LagOperator
Apply the lag operator once at the given date-time.
apply(TimeSeries, int, int) - Static method in class com.github.signaflo.timeseries.operators.LagOperator
Apply the lag operator the given number of times at the given index.
apply(TimeSeries, OffsetDateTime, int) - Static method in class com.github.signaflo.timeseries.operators.LagOperator
Apply the lag operator the given number of times at the given date-time.
apply(double[], int, int) - Static method in class com.github.signaflo.timeseries.operators.LagOperator
Apply the lag operator the given number of times at the given index.
apply(TimeSeries, int) - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
Apply this lag polynomial to a time series at the given index.
apply(TimeSeries, OffsetDateTime) - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
Apply this lag polynomial to a time series at the given date-time.
Arima - Interface in com.github.signaflo.timeseries.model.arima
A seasonal autoregressive integrated moving average (ARIMA) model.
Arima.Constant - Enum in com.github.signaflo.timeseries.model.arima
An indicator for whether an ARIMA model has a constant term.
Arima.Drift - Enum in com.github.signaflo.timeseries.model.arima
An indicator for whether an ARIMA model has a drift term.
Arima.FittingStrategy - Enum in com.github.signaflo.timeseries.model.arima
The strategy to be used for fitting an ARIMA model.
ArimaCoefficients - Class in com.github.signaflo.timeseries.model.arima
Consists of the autoregressive and moving-average coefficients for a seasonal ARIMA model, along with the degrees of differencing and the model mean and/or drift term.
ArimaCoefficients.Builder - Class in com.github.signaflo.timeseries.model.arima
A builder class for ARIMA model coefficients.
ArimaOrder - Class in com.github.signaflo.timeseries.model.arima
The order of an ARIMA model, consisting of the number of autoregressive and moving average parameters, along with the degree of differencing and flags indicating whether or not the model includes a constant and/or drift term.
ArimaProcess - Class in com.github.signaflo.timeseries.model.arima
Represents an indefinite, observation generating ARIMA process.
ArimaProcess.Builder - Class in com.github.signaflo.timeseries.model.arima
An ARIMA process builder.
asArray() - Method in interface com.github.signaflo.data.DataSet
The observations.
asArray() - Method in class com.github.signaflo.data.DoubleDataSet
 
asArray() - Method in class com.github.signaflo.data.Range
Get the range as an array of doubles.
asArray() - Method in class com.github.signaflo.timeseries.TimeSeries
Retrieve the time series of observations.
asInt() - Method in enum com.github.signaflo.timeseries.model.arima.Arima.Constant
 
asInt() - Method in enum com.github.signaflo.timeseries.model.arima.Arima.Drift
 
asList() - Method in class com.github.signaflo.data.Range
 
asList() - Method in class com.github.signaflo.timeseries.TimeSeries
retrieve the observations as a list.
at(int) - Method in class com.github.signaflo.data.Range
Return the ith element of this range, where indexing begins at 0.
at(int) - Method in class com.github.signaflo.timeseries.TimeSeries
Retrieve the value of the time series at the given index.
at(OffsetDateTime) - Method in class com.github.signaflo.timeseries.TimeSeries
Retrieve the value of the time series at the given date-time.
ausbeer - Static variable in class com.github.signaflo.timeseries.TestData
 
ausbeerArray - Static variable in class com.github.signaflo.timeseries.TestData
 
autoCorrelationAtLag(int) - Method in class com.github.signaflo.timeseries.TimeSeries
The correlation of this series with itself at lag k.
autoCorrelationUpToLag(int) - Method in class com.github.signaflo.timeseries.TimeSeries
Every correlation coefficient of this series with itself up to the given lag.
autoCovarianceAtLag(int) - Method in class com.github.signaflo.timeseries.TimeSeries
The covariance of this series with itself at lag k.
autoCovarianceUpToLag(int) - Method in class com.github.signaflo.timeseries.TimeSeries
Every covariance measure of this series with itself up to the given lag.
autoRegressive(double...) - Static method in class com.github.signaflo.timeseries.operators.LagPolynomial
Create and return a new autoregressive lag polynomial.

B

backTransform(double) - Method in class com.github.signaflo.timeseries.TimeSeries
Perform the inverse of the Box-Cox transformation on this series and return the result in a new time series.
beta() - Method in interface com.github.signaflo.data.regression.LinearRegression
Get the estimated coefficients.
build() - Method in interface com.github.signaflo.data.regression.MultipleRegressionBuilder
 
build() - Method in interface com.github.signaflo.data.regression.RegressionBuilder
 
build() - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
build() - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess.Builder
Construct and return a new ArimaProcess.
build() - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
 
builder() - Static method in interface com.github.signaflo.data.regression.LinearRegression
Create and return a new builder for a linear regression model.
builder() - Static method in interface com.github.signaflo.data.regression.MultipleLinearRegression
Create and return a new builder for a multiple linear regression model.
builder() - Static method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients
Create a new builder for a ArimaCoefficients object.
builder() - Static method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
 
Builder() - Constructor for class com.github.signaflo.timeseries.model.arima.ArimaProcess.Builder
 
builder() - Static method in interface com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression
Return a new builder for a time series linear regression model.

C

centeredMovingAverage(int) - Method in class com.github.signaflo.timeseries.TimeSeries
Return a moving average of order m if m is odd and of order 2 × m if m is even.
coefficients() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
Get the coefficients of this ARIMA model.
com.github.signaflo.data - package com.github.signaflo.data
Types for creating and manipulating collections of data.
com.github.signaflo.data.regression - package com.github.signaflo.data.regression
Linear regression models and prediction.
com.github.signaflo.data.visualization - package com.github.signaflo.data.visualization
Classes and methods for visualizing data.
com.github.signaflo.timeseries - package com.github.signaflo.timeseries
Classes for creating and manipulating time series data.
com.github.signaflo.timeseries.forecast - package com.github.signaflo.timeseries.forecast
Provides the interface for time series forecasting.
com.github.signaflo.timeseries.model - package com.github.signaflo.timeseries.model
Statistical models for time series.
com.github.signaflo.timeseries.model.arima - package com.github.signaflo.timeseries.model.arima
Resources for building and forecasting autoregressive integrated moving-average (ARIMA) models.
com.github.signaflo.timeseries.model.regression - package com.github.signaflo.timeseries.model.regression
Linear regression models for time series.
com.github.signaflo.timeseries.operators - package com.github.signaflo.timeseries.operators
Operators designed specifically for time series data.
compareTo(DoublePair) - Method in class com.github.signaflo.data.DoublePair
Compare this pair to another pair for lexicographic ordering.
compareTo(Pair<T, S>) - Method in class com.github.signaflo.data.Pair
Compare this pair to another pair for lexicographic ordering.
computeLowerPredictionBounds(TimeSeries, int, double) - Method in interface com.github.signaflo.timeseries.forecast.Forecaster
Compute the lower end points of a prediction interval using the given forecast, forecast steps, and α significance level.
computeLowerPredictionBounds(int, double) - Method in interface com.github.signaflo.timeseries.forecast.Forecaster
Compute the lower end points of a prediction interval with the given number of forecast steps and α significance level.
computePointForecasts(int) - Method in interface com.github.signaflo.timeseries.forecast.Forecaster
Create a new point forecast for the given number of steps ahead.
computeUpperPredictionBounds(TimeSeries, int, double) - Method in interface com.github.signaflo.timeseries.forecast.Forecaster
Compute the upper end points of a prediction interval using the given forecast, forecast steps, and α significance level.
computeUpperPredictionBounds(int, double) - Method in interface com.github.signaflo.timeseries.forecast.Forecaster
Compute the upper end points of a prediction interval with the given number of forecast steps and α significance level.
confidenceInterval() - Method in interface com.github.signaflo.data.regression.LinearRegressionPrediction
The two-sided confidence interval for this prediction.
correlation(DataSet) - Method in interface com.github.signaflo.data.DataSet
The unbiased sample correlation of these observations with the observations contained in the given data set.
correlation(DataSet) - Method in class com.github.signaflo.data.DoubleDataSet
 
correlation(DataSet) - Method in class com.github.signaflo.timeseries.TimeSeries
 
covariance(DataSet) - Method in interface com.github.signaflo.data.DataSet
The unbiased sample covariance of these observations with the observations contained in the given data set.
covariance(DataSet) - Method in class com.github.signaflo.data.DoubleDataSet
 
covariance(DataSet) - Method in class com.github.signaflo.timeseries.TimeSeries
 

D

DataSet - Interface in com.github.signaflo.data
A collection of numerical observations.
dateTimeIndex() - Method in class com.github.signaflo.timeseries.TimeSeries
Retrieve the mapping of observation times to array indices for this series.
debitcards - Static variable in class com.github.signaflo.timeseries.TestData
 
demean() - Method in class com.github.signaflo.timeseries.TimeSeries
Remove the mean from this series and return the result as a new time series.
designMatrix() - Method in interface com.github.signaflo.data.regression.MultipleLinearRegression
Get the model design matrix.
difference(double[], int, int) - Static method in class com.github.signaflo.timeseries.TimeSeries
Difference the given series the given number of times at the given lag.
difference(double[], int) - Static method in class com.github.signaflo.timeseries.TimeSeries
Difference the given series the given number of times at lag 1.
difference(int, int) - Method in class com.github.signaflo.timeseries.TimeSeries
Difference this series the given number of times at the given lag.
difference(int) - Method in class com.github.signaflo.timeseries.TimeSeries
Difference this time series at the given lag and return the result as a new time series.
difference() - Method in class com.github.signaflo.timeseries.TimeSeries
Difference this time series once at lag 1 and return the result as a new time series.
differences(int) - Static method in class com.github.signaflo.timeseries.operators.LagPolynomial
Create and return a new lag polynomial representing an arbitrary number of differences.
DoubleDataSet - Class in com.github.signaflo.data
A collection of numerical observations represented as primitive doubles.
DoubleDataSet(double...) - Constructor for class com.github.signaflo.data.DoubleDataSet
Construct a new data set from the given data.
DoublePair - Class in com.github.signaflo.data
Represents a 2-tuple of primitive doubles.
DoublePair(double, double) - Constructor for class com.github.signaflo.data.DoublePair
 

E

elecSales - Static variable in class com.github.signaflo.timeseries.TestData
 
end() - Method in class com.github.signaflo.data.Range
Get the ending value of this range.
equals(Object) - Method in class com.github.signaflo.data.DoubleDataSet
 
equals(Object) - Method in class com.github.signaflo.data.DoublePair
 
equals(Object) - Method in class com.github.signaflo.data.Pair
 
equals(Object) - Method in class com.github.signaflo.data.regression.MultipleLinearRegressionPredictor
 
equals(Object) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients
 
equals(Object) - Method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
 
equals(Object) - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
 
equals(Object) - Method in class com.github.signaflo.timeseries.model.MeanModel
 
equals(Object) - Method in class com.github.signaflo.timeseries.model.RandomWalk
 
equals(Object) - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
 
equals(Object) - Method in class com.github.signaflo.timeseries.TimePeriod
 
equals(Object) - Method in class com.github.signaflo.timeseries.TimeSeries
 
estimate() - Method in interface com.github.signaflo.data.regression.Prediction
The point estimate for this prediction.
exclusiveRange(double, double, double) - Static method in class com.github.signaflo.data.Range
Create a new range of doubles excluding the given to value.
exclusiveRange(double, double) - Static method in class com.github.signaflo.data.Range
Create a new range of doubles excluding the given to value, with a default spacing between values of 1.0.
externalRegressors(double[]...) - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
Specify prediction variable data for the linear regression model.
externalRegressors(Matrix) - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
Specify prediction variable data for the linear regression model.

F

first() - Method in class com.github.signaflo.data.DoublePair
 
first() - Method in class com.github.signaflo.data.Pair
 
firstDifference() - Static method in class com.github.signaflo.timeseries.operators.LagPolynomial
Create and return a new lag polynomial representing the first difference operator.
fitStandardError() - Method in interface com.github.signaflo.data.regression.LinearRegressionPrediction
The standard error of fit for this prediction.
fitted() - Method in interface com.github.signaflo.data.regression.LinearRegression
Get the model fitted values.
fittedSeries() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
 
fittedSeries() - Method in class com.github.signaflo.timeseries.model.MeanModel
 
fittedSeries() - Method in interface com.github.signaflo.timeseries.model.Model
Get the model fitted values, which are in-sample one-step ahead forecasts.
fittedSeries() - Method in class com.github.signaflo.timeseries.model.RandomWalk
 
Forecast - Interface in com.github.signaflo.timeseries.forecast
A time series forecast.
forecast(int, double) - Method in interface com.github.signaflo.timeseries.forecast.Forecaster
Create a new forecast for the given number of steps ahead with the given α significance level.
forecast(int) - Method in interface com.github.signaflo.timeseries.forecast.Forecaster
Create a new forecast for the given number of steps ahead with a default α significance level of 0.05.
forecast(int, double) - Method in interface com.github.signaflo.timeseries.model.arima.Arima
 
forecast(int, double) - Method in class com.github.signaflo.timeseries.model.MeanModel
 
forecast(int, double) - Method in interface com.github.signaflo.timeseries.model.Model
Produce a forecast from this model up to the given number of steps ahead.
forecast(int) - Method in interface com.github.signaflo.timeseries.model.Model
Create a new forecast for the given number of steps ahead with a default α significance level of 0.05.
forecast(int, double) - Method in class com.github.signaflo.timeseries.model.RandomWalk
 
Forecaster - Interface in com.github.signaflo.timeseries.forecast
A time series forecaster.
frequencyPer(TimePeriod) - Method in class com.github.signaflo.timeseries.TimePeriod
Compute and return the number of times this time period occurs in the given time period.
frequencyPer(TimeUnit) - Method in enum com.github.signaflo.timeseries.TimeUnit
Compute and return the number of times this time unit occurs in another time unit.
frequencyPer(TimePeriod) - Method in enum com.github.signaflo.timeseries.TimeUnit
Compute and return the number of times this time unit occurs in the given time period.
from(MultipleLinearRegression) - Static method in class com.github.signaflo.data.regression.MultipleLinearRegressionPredictor
Create a new predictor from the given multiple linear regression model.
from(MultipleLinearRegression) - Method in interface com.github.signaflo.data.regression.MultipleRegressionBuilder
Copy the attributes of the given regression object to this builder and return this builder.
from(TimeSeriesLinearRegression) - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
Copy the attributes of the given regression object to this builder and return this builder.
from(double...) - Static method in class com.github.signaflo.timeseries.TimeSeries
Create a new time series from the given data without regard to when the observations were made.
from(OffsetDateTime, double...) - Static method in class com.github.signaflo.timeseries.TimeSeries
Create a new time series from the given data with the supplied start time.
from(TimePeriod, double...) - Static method in class com.github.signaflo.timeseries.TimeSeries
Create a new time series using the given time period and observation data.
from(TimePeriod, CharSequence, double...) - Static method in class com.github.signaflo.timeseries.TimeSeries
Create a new time series using the given time period, the time of first observation, and observation data.
from(TimePeriod, List<OffsetDateTime>, double...) - Static method in class com.github.signaflo.timeseries.TimeSeries
Create a new time series with the given time period, observation times, and observation data.
from(TimeUnit, CharSequence, double...) - Static method in class com.github.signaflo.timeseries.TimeSeries
Create a new time series using the given unit of time, the time of first observation, and the observation data.
from(TimePeriod, OffsetDateTime, double...) - Static method in class com.github.signaflo.timeseries.TimeSeries
Create a new time series with the given time period, the time of first observation, and the observation data.
from(TimeUnit, OffsetDateTime, double...) - Static method in class com.github.signaflo.timeseries.TimeSeries
Create a new time series using the given unit of time, the time of first observation, and the observation data.

G

getAsDouble() - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
Generate the next observation from this ARIMA process.
getNext(int) - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
Generate and return the next n values of this process.

H

halfCentury() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one half of a century
halfDay() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one half of a day.
halfDecade() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one half of a decade.
halfHour() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one half of an hour.
halfMonth() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one half of a month.
halfSecond() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one half of a second.
halfYear() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one half of a year.
hardProblem - Static variable in class com.github.signaflo.timeseries.TestData
 
hashCode() - Method in class com.github.signaflo.data.DoubleDataSet
 
hashCode() - Method in class com.github.signaflo.data.DoublePair
 
hashCode() - Method in class com.github.signaflo.data.Pair
 
hashCode() - Method in class com.github.signaflo.data.regression.MultipleLinearRegressionPredictor
 
hashCode() - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients
 
hashCode() - Method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
 
hashCode() - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
 
hashCode() - Method in class com.github.signaflo.timeseries.model.MeanModel
 
hashCode() - Method in class com.github.signaflo.timeseries.model.RandomWalk
 
hashCode() - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
 
hashCode() - Method in class com.github.signaflo.timeseries.TimePeriod
 
hashCode() - Method in class com.github.signaflo.timeseries.TimeSeries
 
hasIntercept() - Method in interface com.github.signaflo.data.regression.LinearRegression
Get whether or not the model includes an intercept.
hasIntercept(boolean) - Method in interface com.github.signaflo.data.regression.MultipleRegressionBuilder
 
hasIntercept(boolean) - Method in interface com.github.signaflo.data.regression.RegressionBuilder
 
hasIntercept(TimeSeriesLinearRegression.Intercept) - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
Specify whether to include an intercept in the regression model.
hasNext() - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
This method always returns true.

I

include() - Method in enum com.github.signaflo.timeseries.model.arima.Arima.Constant
 
include() - Method in enum com.github.signaflo.timeseries.model.arima.Arima.Drift
 
inclusiveRange(double, double, double) - Static method in class com.github.signaflo.data.Range
Create a new range of doubles including the given to value if possible.
inclusiveRange(double, double) - Static method in class com.github.signaflo.data.Range
Create a new range of doubles including the given to value if possible, with a default spacing between values of 1.0.
intercept() - Method in interface com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression
 
internetTraffic - Static variable in class com.github.signaflo.timeseries.TestData
 
inverseParams() - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
Return the additive inverse of the parameters of this lag polynomial.

L

LagOperator - Class in com.github.signaflo.timeseries.operators
Static methods for working with the lag operator.
LagPolynomial - Class in com.github.signaflo.timeseries.operators
Represents a polynomial in the lag operator.
LinearRegression - Interface in com.github.signaflo.data.regression
A linear regression model.
LinearRegressionPrediction - Interface in com.github.signaflo.data.regression
Prediction from a linear regression model.
LinearRegressionPredictor - Interface in com.github.signaflo.data.regression
A predictor that makes predictions using a linear regression model.
livestock - Static variable in class com.github.signaflo.timeseries.TestData
 
logLikelihood() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
Get the natural logarithm of the likelihood of the model given the data.
lowerPredictionInterval() - Method in interface com.github.signaflo.timeseries.forecast.Forecast
Get the lower end points of the prediction interval.

M

mean() - Method in interface com.github.signaflo.data.DataSet
The mean of the observations.
mean() - Method in class com.github.signaflo.data.DoubleDataSet
 
mean() - Method in class com.github.signaflo.timeseries.TimeSeries
 
MeanModel - Class in com.github.signaflo.timeseries.model
A time series model that assumes no trend or seasonal factors are present, and that puts as much weight on early values of the series as it does on recent values.
MeanModel(TimeSeries) - Constructor for class com.github.signaflo.timeseries.model.MeanModel
 
median() - Method in interface com.github.signaflo.data.DataSet
The median value of the observations.
median() - Method in class com.github.signaflo.data.DoubleDataSet
 
median() - Method in class com.github.signaflo.timeseries.TimeSeries
 
minus(TimeSeries) - Method in class com.github.signaflo.timeseries.TimeSeries
Subtract the given series from this time series and return the result as a new time series.
minus(double[]) - Method in class com.github.signaflo.timeseries.TimeSeries
Subtract the given series from this series and return the result as a new time series.
model(TimeSeries, ArimaOrder) - Static method in interface com.github.signaflo.timeseries.model.arima.Arima
Create a new ARIMA model from the given observations and model order.
model(TimeSeries, ArimaOrder, TimePeriod) - Static method in interface com.github.signaflo.timeseries.model.arima.Arima
Create a new ARIMA model from the given observations, model order, and seasonal cycle.
model(TimeSeries, ArimaOrder, Arima.FittingStrategy) - Static method in interface com.github.signaflo.timeseries.model.arima.Arima
Create a new ARIMA model from the given observations, model order, and fitting strategy.
model(TimeSeries, ArimaOrder, TimePeriod, Arima.FittingStrategy) - Static method in interface com.github.signaflo.timeseries.model.arima.Arima
Create a new ARIMA model from the given observations, model order, seasonal cycle, and fitting strategy.
model(TimeSeries, ArimaCoefficients, Arima.FittingStrategy) - Static method in interface com.github.signaflo.timeseries.model.arima.Arima
Create a new ARIMA model from the given observations, model coefficients, and fitting strategy.
model(TimeSeries, ArimaCoefficients, TimePeriod) - Static method in interface com.github.signaflo.timeseries.model.arima.Arima
Create a new ARIMA model from the given observations, model coefficients, and seasonal cycle.
model(TimeSeries, ArimaCoefficients, TimePeriod, Arima.FittingStrategy) - Static method in interface com.github.signaflo.timeseries.model.arima.Arima
Create a new ARIMA model from the given observations, model coefficients, seasonal cycle, and fitting strategy.
Model - Interface in com.github.signaflo.timeseries.model
A representation of a time series model.
movingAverage(double...) - Static method in class com.github.signaflo.timeseries.operators.LagPolynomial
Create and return a new moving average lag polynomial.
movingAverage(int) - Method in class com.github.signaflo.timeseries.TimeSeries
Compute a moving average of order m.
mtcars_hp - Static variable in class com.github.signaflo.timeseries.TestData
 
mtcars_mpg - Static variable in class com.github.signaflo.timeseries.TestData
 
mtcars_subset - Static variable in class com.github.signaflo.timeseries.TestData
 
mtcars_wt - Static variable in class com.github.signaflo.timeseries.TestData
 
MultipleLinearRegression - Interface in com.github.signaflo.data.regression
A multiple linear regression model.
MultipleLinearRegressionPredictor - Class in com.github.signaflo.data.regression
A predictor that makes predictions using a multiple linear regression model.
MultipleRegressionBuilder - Interface in com.github.signaflo.data.regression
A builder for a multiple linear regression model.

N

newAnnualSeries(int, double...) - Static method in class com.github.signaflo.timeseries.Ts
Construct a new time series with observations made annually starting at the given year.
newAnnualSeries(double...) - Static method in class com.github.signaflo.timeseries.Ts
Construct a new time series with observations made annually, without regard to the observation dates.
newMonthlySeries(double...) - Static method in class com.github.signaflo.timeseries.Ts
Construct a new time series of monthly observations without regard to the observation dates.
newMonthlySeries(int, int, double...) - Static method in class com.github.signaflo.timeseries.Ts
Construct a new time series with monthly observations starting at the given year and month.
newMonthlySeries(int, int, int, double...) - Static method in class com.github.signaflo.timeseries.Ts
Construct a new time series with monthly observations starting at the given year, month, and day.
newPair(T, S) - Static method in class com.github.signaflo.data.Pair
 
newQuarterlySeries(double...) - Static method in class com.github.signaflo.timeseries.Ts
Construct a new time series with quarterly observations without regard to the observation dates.
newQuarterlySeries(int, int, double...) - Static method in class com.github.signaflo.timeseries.Ts
Construct a new time series with quarterly observations starting at the given year and quarter.
newWeeklySeries(double...) - Static method in class com.github.signaflo.timeseries.Ts
 
newWeeklySeries(int, int, int, double...) - Static method in class com.github.signaflo.timeseries.Ts
Construct a new time series with weekly observations starting at the given year, month, and day.
nextDouble() - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
Generate the next observation from this ARIMA process.

O

observations() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
 
observations() - Method in class com.github.signaflo.timeseries.model.MeanModel
 
observations() - Method in interface com.github.signaflo.timeseries.model.Model
Get the series of observations.
observations() - Method in class com.github.signaflo.timeseries.model.RandomWalk
 
observationTimes() - Method in class com.github.signaflo.timeseries.TimeSeries
Retrieve the list of observation times for this series.
oneCentury() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing exactly one century.
oneDay() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one day.
oneDecade() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing exactly one decade.
oneHour() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing exactly one hour.
oneMonth() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing exactly one month.
oneQuarter() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one quarter of a year.
oneSecond() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one second.
oneTenthSecond() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one tenth of a second.
oneWeek() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one week.
oneYear() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing exactly one year.
order() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
Get the order of this ARIMA model.
order(int, int, int) - Static method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
Create and return a new non-seasonal model order with the given number of coefficients.
order(int, int, int, Arima.Constant) - Static method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a constant.
order(int, int, int, Arima.Drift) - Static method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a drift.
order(int, int, int, Arima.Constant, Arima.Drift) - Static method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
Create and return a new non-seasonal model order with the given number of coefficients and indication of whether or not to fit a constant and/or drift term.
order(int, int, int, int, int, int) - Static method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing.
order(int, int, int, int, int, int, Arima.Constant) - Static method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a constant.
order(int, int, int, int, int, int, Arima.Drift) - Static method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a drift term.
order(int, int, int, int, int, int, Arima.Constant, Arima.Drift) - Static method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
Create a new ArimaOrder using the provided number of autoregressive and moving-average parameters, as well as the degrees of differencing and indication of whether or not to fit a constant and/or a drift term.

P

Pair<T extends Comparable<T>,S extends Comparable<S>> - Class in com.github.signaflo.data
Represents a 2-tuple.
parameters() - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
Return the parameters of this lag polynomial.
periodLength() - Method in class com.github.signaflo.timeseries.TimePeriod
The length of this time period relative to the underlying time unit.
plot(TimeSeries) - Static method in class com.github.signaflo.data.visualization.Plots
Plot a time series, connecting the observation times to the measurements.
plot(TimeSeries, String) - Static method in class com.github.signaflo.data.visualization.Plots
Plot a time series, connecting the observation times to the measurements.
plot(TimeSeries, String, String) - Static method in class com.github.signaflo.data.visualization.Plots
Plot a time series, connecting the observation times to the measurements.
plot(DataSet) - Static method in class com.github.signaflo.data.visualization.Plots
Plot a data set.
plot(DataSet, DataSet) - Static method in class com.github.signaflo.data.visualization.Plots
Plot the first data set against the second data set.
plotAcf(TimeSeries, int) - Static method in class com.github.signaflo.data.visualization.Plots
Plot the sample autocorrelations of the given time series up to the given lag.
Plots - Class in com.github.signaflo.data.visualization
Static methods for producing plots.
plus(DataSet) - Method in interface com.github.signaflo.data.DataSet
Add every element of this data set to the corresponding element of the given data set.
plus(DataSet) - Method in class com.github.signaflo.data.DoubleDataSet
 
plus(DataSet) - Method in class com.github.signaflo.timeseries.TimeSeries
 
pointEstimates() - Method in interface com.github.signaflo.timeseries.forecast.Forecast
Get the point forecasts.
predict(Vector, double) - Method in interface com.github.signaflo.data.regression.LinearRegressionPredictor
Predict a response using the given observation and significance level.
predict(Vector) - Method in interface com.github.signaflo.data.regression.LinearRegressionPredictor
Predict a response using the given observation, with a default significance level of 0.05.
predict(Matrix, double) - Method in interface com.github.signaflo.data.regression.LinearRegressionPredictor
Predict a series of responses, one for each row in the observation matrix.
predict(Matrix) - Method in interface com.github.signaflo.data.regression.LinearRegressionPredictor
Predict a series of responses, one for each row in the observation matrix.
predict(Vector, double) - Method in class com.github.signaflo.data.regression.MultipleLinearRegressionPredictor
 
predict(Matrix, double) - Method in class com.github.signaflo.data.regression.MultipleLinearRegressionPredictor
 
predictDesignMatrix(Matrix, double) - Method in class com.github.signaflo.data.regression.MultipleLinearRegressionPredictor
Predict a series of responses, one for each row in the design matrix.
Prediction - Interface in com.github.signaflo.data.regression
A prediction of an unobserved response.
predictionErrors() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
 
predictionErrors() - Method in class com.github.signaflo.timeseries.model.MeanModel
 
predictionErrors() - Method in interface com.github.signaflo.timeseries.model.Model
Get the model prediction errors, the difference between the observed values and the model fitted values.
predictionErrors() - Method in class com.github.signaflo.timeseries.model.RandomWalk
 
predictionInterval() - Method in interface com.github.signaflo.data.regression.LinearRegressionPrediction
The two-sided prediction interval for this prediction.
predictors() - Method in interface com.github.signaflo.data.regression.MultipleLinearRegression
Get the prediction variables.
predictors(double[]...) - Method in interface com.github.signaflo.data.regression.MultipleRegressionBuilder
 
print() - Method in class com.github.signaflo.timeseries.TimeSeries
Print a descriptive summary of this time series.

R

RandomWalk - Class in com.github.signaflo.timeseries.model
A model for a random walk process.
RandomWalk(TimeSeries) - Constructor for class com.github.signaflo.timeseries.model.RandomWalk
Create a new random walk model from the given time series of observations.
Range - Class in com.github.signaflo.data
A range of doubles.
RegressionBuilder - Interface in com.github.signaflo.data.regression
A builder for a linear regression model.
residuals() - Method in interface com.github.signaflo.data.regression.LinearRegression
Get the model residuals.
response() - Method in interface com.github.signaflo.data.regression.LinearRegression
Get the response variable.
response(double...) - Method in interface com.github.signaflo.data.regression.MultipleRegressionBuilder
 
response(double...) - Method in interface com.github.signaflo.data.regression.RegressionBuilder
 
response(TimeSeries) - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
Specify the response, or dependent variable, in the form of a time series.

S

seasonal() - Method in interface com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression
 
seasonal(TimeSeriesLinearRegression.Seasonal) - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
Specify whether to include a seasonal component in the regression model.
seasonalCycle() - Method in interface com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression
 
seasonalCycle(TimePeriod) - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
Specify the length of time it takes for the seasonal pattern to complete one cycle.
seasonalDifferences(int, int) - Static method in class com.github.signaflo.timeseries.operators.LagPolynomial
Create and return a new lag polynomial representing an arbitrary number of seasonal differences.
seasonalFrequency() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
Get the frequency of observations per seasonal cycle.
seasonalFrequency() - Method in interface com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression
 
second() - Method in class com.github.signaflo.data.DoublePair
 
second() - Method in class com.github.signaflo.data.Pair
 
setARCoeffs(double...) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setCoefficients(ArimaCoefficients) - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess.Builder
Set the process model coefficients.
setDifferences(int) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setDistribution(Distribution) - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess.Builder
Set the probability distribution to draw the ARIMA process random errors from.
setDrift(double) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setMACoeffs(double...) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setMean(double) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setPeriod(TimePeriod) - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess.Builder
Set the time period between process observations.
setSeasonalARCoeffs(double...) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setSeasonalCycle(TimePeriod) - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess.Builder
Set the time cycle at which the seasonal pattern of the process repeats.
setSeasonalDifferences(int) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setSeasonalFrequency(int) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setSeasonalMACoeffs(double...) - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients.Builder
 
setStartTime(OffsetDateTime) - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess.Builder
Set the start time of the process.
sigma2() - Method in interface com.github.signaflo.data.regression.LinearRegression
Get the model error variance estimate.
sigma2() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
Get the estimate of the process variance.
simulate(int) - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
Transform a snapshot of the process into a time series of the given size.
simulate(Distribution, int) - Static method in class com.github.signaflo.timeseries.model.RandomWalk
Simulate a random walk assuming that the errors, or random shocks, follow the given Distribution.
simulate(double, double, int) - Static method in class com.github.signaflo.timeseries.model.RandomWalk
Simulate a random walk assuming errors follow a Normal (Gaussian) Distribution with the given mean and standard deviation.
simulate(double, int) - Static method in class com.github.signaflo.timeseries.model.RandomWalk
Simulate a random walk assuming errors follow a Normal (Gaussian) Distribution with zero mean and with the provided standard deviation.
simulate(int) - Static method in class com.github.signaflo.timeseries.model.RandomWalk
Simulate a random walk assuming errors follow a standard Normal (Gaussian) Distribution.
size() - Method in interface com.github.signaflo.data.DataSet
The size of the data set.
size() - Method in class com.github.signaflo.data.DoubleDataSet
 
size() - Method in class com.github.signaflo.data.Range
Get the size, or number of elements, of this range.
size() - Method in class com.github.signaflo.timeseries.TimeSeries
 
slice(int, int) - Method in class com.github.signaflo.timeseries.TimeSeries
Return a slice of this time series from start (inclusive) to end (inclusive).
slice(OffsetDateTime, OffsetDateTime) - Method in class com.github.signaflo.timeseries.TimeSeries
Return a slice of this time series from start (inclusive) to end (inclusive).
sodaSalesArray - Static variable in class com.github.signaflo.timeseries.TestData
monthly sales of tasty cola (Bowerman and O'Connell (1993)), made available by Rob J Hyndman at DataMarket.
solve(TimeSeries, int) - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
Apply this lag polynomial to the series at the given index, then solve for the value of the series at that index.
solve(TimeSeries, OffsetDateTime) - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
Apply this lag polynomial to the series at the given date-time, then solve for the value of the series at that date-time.
solve(double[], int) - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
Apply this lag polynomial to the series at the given index, then solve for the value of the series at that index.
standardErrors() - Method in interface com.github.signaflo.data.regression.LinearRegression
Get the standard errors of the estimated coefficients.
start() - Method in class com.github.signaflo.data.Range
Get the starting value of this range.
startOver() - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
Start this process from the beginning.
startTime() - Method in class com.github.signaflo.timeseries.TimeSeries
The time at which the first observation was made.
stdDeviation() - Method in interface com.github.signaflo.data.DataSet
The unbiased sample standard deviation of the observations.
stdDeviation() - Method in class com.github.signaflo.data.DoubleDataSet
 
stdDeviation() - Method in class com.github.signaflo.timeseries.TimeSeries
 
stdErrors() - Method in interface com.github.signaflo.timeseries.model.arima.Arima
Get the standard errors of the model coefficients.
sum() - Method in interface com.github.signaflo.data.DataSet
The sum of the observations.
sum() - Method in class com.github.signaflo.data.DoubleDataSet
 
sum() - Method in class com.github.signaflo.data.Range
Get the sum of the data in this range.
sum() - Method in class com.github.signaflo.timeseries.TimeSeries
 
sumOfSquares() - Method in interface com.github.signaflo.data.DataSet
The sum of the squared observations.
sumOfSquares() - Method in class com.github.signaflo.data.DoubleDataSet
 
sumOfSquares() - Method in class com.github.signaflo.timeseries.TimeSeries
 
sydneyAir - Static variable in class com.github.signaflo.timeseries.TestData
 

T

temporalUnit() - Method in enum com.github.signaflo.timeseries.TimeUnit
The temporal unit used as the basis for this time unit.
TestData - Class in com.github.signaflo.timeseries
Static fields containing test data.
TimePeriod - Class in com.github.signaflo.timeseries
An amount of time expressed in a particular time unit.
TimePeriod(TimeUnit, long) - Constructor for class com.github.signaflo.timeseries.TimePeriod
Create a new time period with the given unit of time and period length.
timePeriod() - Method in class com.github.signaflo.timeseries.TimeSeries
Retrieve the time period at which observations are made for this series.
times(DataSet) - Method in interface com.github.signaflo.data.DataSet
Multiply every element of this data set with the corresponding element of the given data set.
times(DataSet) - Method in class com.github.signaflo.data.DoubleDataSet
 
times(LagPolynomial) - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
Multiply this polynomial by another lag polynomial and return the result in a new lag polynomial.
times(DataSet) - Method in class com.github.signaflo.timeseries.TimeSeries
 
TimeSeries - Class in com.github.signaflo.timeseries
An immutable sequence of observations taken at regular time intervals.
TimeSeriesLinearRegression - Interface in com.github.signaflo.timeseries.model.regression
A linear regression model for time series data.
TimeSeriesLinearRegression.Intercept - Enum in com.github.signaflo.timeseries.model.regression
Specifies whether a time series regression model has an intercept.
TimeSeriesLinearRegression.Seasonal - Enum in com.github.signaflo.timeseries.model.regression
Specifies whether a time series regression model has a seasonal component.
TimeSeriesLinearRegression.TimeTrend - Enum in com.github.signaflo.timeseries.model.regression
Specifies whether a time series regression model has a time trend.
TimeSeriesLinearRegressionBuilder - Class in com.github.signaflo.timeseries.model.regression
A builder for a time series linear regression model.
TimeSeriesLinearRegressionBuilder() - Constructor for class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
 
timeSeriesResponse() - Method in interface com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression
 
timeSlice(int, int) - Method in class com.github.signaflo.timeseries.TimeSeries
Return a slice of this time series using R/Julia style indexing.
timeTrend() - Method in interface com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression
 
timeTrend(TimeSeriesLinearRegression.TimeTrend) - Method in class com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegressionBuilder
Specify whether to include a time trend in the regression model.
timeUnit() - Method in class com.github.signaflo.timeseries.TimePeriod
The unit of time underlying this time period.
TimeUnit - Enum in com.github.signaflo.timeseries
A set of constants representing standard time units, ranging from nanoseconds to centuries.
toString() - Method in class com.github.signaflo.data.DoubleDataSet
 
toString() - Method in class com.github.signaflo.data.DoublePair
 
toString() - Method in class com.github.signaflo.data.Pair
 
toString() - Method in class com.github.signaflo.data.Range
 
toString() - Method in enum com.github.signaflo.timeseries.model.arima.Arima.FittingStrategy
 
toString() - Method in class com.github.signaflo.timeseries.model.arima.ArimaCoefficients
 
toString() - Method in class com.github.signaflo.timeseries.model.arima.ArimaOrder
 
toString() - Method in class com.github.signaflo.timeseries.model.arima.ArimaProcess
 
toString() - Method in class com.github.signaflo.timeseries.model.MeanModel
 
toString() - Method in class com.github.signaflo.timeseries.model.RandomWalk
 
toString() - Method in class com.github.signaflo.timeseries.operators.LagPolynomial
 
toString() - Method in class com.github.signaflo.timeseries.TimePeriod
 
toString() - Method in class com.github.signaflo.timeseries.TimeSeries
 
toString() - Method in enum com.github.signaflo.timeseries.TimeUnit
 
totalSeconds() - Method in class com.github.signaflo.timeseries.TimePeriod
The total amount of time in this time period measured in seconds, the base SI unit of time.
transform(double) - Method in class com.github.signaflo.timeseries.TimeSeries
Transform the series using a Box-Cox transformation with the given parameter value.
triAnnual() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing one third of a year.
Ts - Class in com.github.signaflo.timeseries
Static factory constructors for TimeSeries objects.
twoYears() - Static method in class com.github.signaflo.timeseries.TimePeriod
Create and return a new TimePeriod representing exactly two years.

U

ukcars - Static variable in class com.github.signaflo.timeseries.TestData
 
unitLength() - Method in class com.github.signaflo.timeseries.TimePeriod
The length of this time period expressed in terms of its underlying time unit.
unitLength() - Method in enum com.github.signaflo.timeseries.TimeUnit
The length of this time unit relative to the underlying temporal unit.
upperPredictionInterval() - Method in interface com.github.signaflo.timeseries.forecast.Forecast
Get the upper end points of the prediction interval.

V

valueOf(String) - Static method in enum com.github.signaflo.timeseries.model.arima.Arima.Constant
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.github.signaflo.timeseries.model.arima.Arima.Drift
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.github.signaflo.timeseries.model.arima.Arima.FittingStrategy
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression.Intercept
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression.Seasonal
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression.TimeTrend
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.github.signaflo.timeseries.TimeUnit
Returns the enum constant of this type with the specified name.
values() - Static method in enum com.github.signaflo.timeseries.model.arima.Arima.Constant
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.github.signaflo.timeseries.model.arima.Arima.Drift
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.github.signaflo.timeseries.model.arima.Arima.FittingStrategy
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression.Intercept
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression.Seasonal
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.github.signaflo.timeseries.model.regression.TimeSeriesLinearRegression.TimeTrend
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.github.signaflo.timeseries.TimeUnit
Returns an array containing the constants of this enum type, in the order they are declared.
variance() - Method in interface com.github.signaflo.data.DataSet
The unbiased sample variance of the observations.
variance() - Method in class com.github.signaflo.data.DoubleDataSet
 
variance() - Method in class com.github.signaflo.timeseries.TimeSeries
 

X

XtXInverse() - Method in interface com.github.signaflo.data.regression.MultipleLinearRegression
Get (XTX)-1, where X is the model design matrix.
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