- 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.
- 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
-
- 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
-
- 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.
- 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.
- 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.
- 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.
- 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.
- 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
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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
-
- 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
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- 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
-
- 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.
- 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
-