TimeSeries (JMSL Numerical Library (jmsl) 2021.0.0 API)

java.lang.Object
- com.imsl.stat.TimeSeries

All Implemented Interfaces:

Serializable, Cloneable
```
public class TimeSeries
extends Object
implements Serializable, Cloneable
```
A specialized class for time series data and analysis.

See Also:

Example 1, Example 2, Serialized Form

Constructor Summary

Constructors
Constructor and Description

TimeSeries()
Constructor for TimeSeries.

Constructors
Constructor and Description
`TimeSeries()` Constructor for TimeSeries.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`long`	`getDateIncrement()` Returns the date increment for this TimeSeries object.
`Date[]`	`getDates()` Returns the date array associated with the time series.
`int`	`getLength()` Returns the length of the time series.
`int[][]`	`getMissingIndicator()` Returns an array of missing value indicators.
`int`	`getNumberOfSeries()` Returns the number of series stored in this TimeSeries object.
`int`	`getNumMissing()` Returns the number of missing values.
`double[][]`	`getSeriesValues()` Returns the data values of the time series.
`double[]`	`getSeriesValues(int k)` Returns the data values of the k-th time series.
`Date`	`getStartDate()` Returns the starting date of the time series.
`TimeZone`	`getTimeZone()` Returns the time zone of the time series.
`long`	`getTimeZoneOffset()` Returns the number of hours (+ or -) from GMT of the time zone associated with the time series.
`boolean`	`isDateIncrementInMillis()` Returns a boolean indicating whether or not the TimeSeries object has a date increment expressed in milliseconds.
`boolean`	`isHasDates()` Returns a boolean indicating whether or not the TimeSeries has a non-null dates attribute.
`void`	`setDateIncrement(int increment)` Sets the date increment in number of days.
`void`	`setDateIncrementInMillis(long incrementInMillis)` Sets the date increment in milliseconds.
`void`	`setDates()` Sets the date array using the start date and date increment.
`void`	`setDates(Date[] dateArray)` Sets the date array equal to user supplied dates.
`void`	`setSeriesValues(double[] y)` Sets the values of a univariate time series and initializes the time index.
`void`	`setSeriesValues(double[][] y)` Sets the values of the TimeSeries.
`void`	`setSeriesValues(double[] y, int numSeries)` Sets the values of a multivariate time series and initializes the time index array.
`void`	`setStartDate(Date startDate)` Sets the start date of the series.
`void`	`setTimeZone(int offset)` Sets the time zone for the time series to the time zone associated with the given offset from GMT.
`void`	`setTimeZone(int offset, String id)` Sets the time zone for the time series using the offset and String id.
`void`	`setTimeZone(TimeZone tz)` Sets the time zone for the time series to the given TimeZone.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - TimeSeries
```
public TimeSeries()
```
    Constructor for TimeSeries.
- Method Detail
  - setSeriesValues
```
public void setSeriesValues(double[] y)
```
    Sets the values of a univariate time series and initializes the time index. If the start date is set by the user, the date array starts at the starting date and increments by 1 day up to the series length. The start date can be set using setStartDate and the increment in days can be set using setDateIncrement or in milliseconds using setDateIncrementInMillis .
    
    Parameters:
    
    y - a double array containing the numeric values of the series. Missing values must be provided as NaN's.
  - setSeriesValues
```
public void setSeriesValues(double[] y,
                            int numSeries)
```
    Sets the values of a multivariate time series and initializes the time index array.
    
    Parameters:
    
    y - a double array containing the numeric values of the series. It is assumed that the values are row-oriented, meaning that the series index varies the fastest. Missing values must be provided as Double.NaN.
    
    numSeries - an int, the number of different series.
  - setSeriesValues
```
public void setSeriesValues(double[][] y)
```
    Sets the values of the TimeSeries.
    
    Parameters:
    
    y - a double matrix containing the values of the time series. The number of series is set to the number of columns of y. Missing values must be provided as Double.NaN.
  - setStartDate
```
public void setStartDate(Date startDate)
```
    Sets the start date of the series.
    
    Parameters:
    
    startDate - a Date value, the date associated with the first observation. The default start date is set to null.
  - setDateIncrement
```
public void setDateIncrement(int increment)
```
    Sets the date increment in number of days.
    
    Parameters:
    
    increment - an int value representing the number of days between observations. By using increments, the time series is presumed to be evenly spaced.
  - setDateIncrementInMillis
```
public void setDateIncrementInMillis(long incrementInMillis)
```
    Sets the date increment in milliseconds.
    
    Parameters:
    
    incrementInMillis - a long value representing the number of milliseconds between series values. By using increments, the time series is presumed to be evenly spaced.
  - setTimeZone
```
public void setTimeZone(TimeZone tz)
```
    Sets the time zone for the time series to the given TimeZone.
    
    Parameters:
    
    tz - a java.util.TimeZone object.
  - setTimeZone
```
public void setTimeZone(int offset)
```
    Sets the time zone for the time series to the time zone associated with the given offset from GMT.
    
    Parameters:
    
    offset - an int representing the number of hours (+ or -) difference from GMT.
  - setTimeZone
```
public void setTimeZone(int offset,
                        String id)
```
    Sets the time zone for the time series using the offset and String id.
    
    Parameters:
    
    offset - an int representing the number of hours (+ or -) difference from GMT.
    
    id - a String representing the desired name of the time zone. The provided id must be among the available ids, or else the first element of TimeZone.getAvailableIDS(offset*60*60*1000) will be used.
  - getLength
```
public int getLength()
```
    Returns the length of the time series.
    
    Returns:
    
    an int, the length of the time series
  - getNumberOfSeries
```
public int getNumberOfSeries()
```
    Returns the number of series stored in this TimeSeries object.
    
    Returns:
    
    an int, the number of different series
  - getStartDate
```
public Date getStartDate()
```
    Returns the starting date of the time series.
    
    Returns:
    
    a Date containing the first date of the series
  - getNumMissing
```
public int getNumMissing()
```
    Returns the number of missing values.
    A missing value is represented in the series by a Double.NaN
    
    Returns:
    
    an int representing the number of missing values detected in the time series.
  - getMissingIndicator
```
public int[][] getMissingIndicator()
```
    Returns an array of missing value indicators.
    A missing value is represented in the series by a Double.NaN.
    
    Returns:
    
    an int matrix having the same dimension as the time series where getMissingIndicator()[i][j]=1 if y[i*numSeries+j] or y[i][j] is a missing value, otherwise getMissingIndicator()[i][j]=0.
  - isHasDates
```
public boolean isHasDates()
```
    Returns a boolean indicating whether or not the TimeSeries has a non-null dates attribute.
    
    Returns:
    
    a boolean. When true, the dates attribute is not null.
  - isDateIncrementInMillis
```
public boolean isDateIncrementInMillis()
```
    Returns a boolean indicating whether or not the TimeSeries object has a date increment expressed in milliseconds. If true the date increment is considered to be expressed in milliseconds; otherwise, it is assumed to be in the number of days.
    
    Returns:
    
    a boolean
  - getDateIncrement
```
public long getDateIncrement()
```
    Returns the date increment for this TimeSeries object.
    
    Returns:
    
    a long, the date increment
  - getDates
```
public Date[] getDates()
```
    Returns the date array associated with the time series.
    See Java documentation on the Date class.
    
    Returns:
    
    a Date array containing the dates of the series
  - setDates
```
public void setDates()
```
    Sets the date array using the start date and date increment.
  - setDates
```
public void setDates(Date[] dateArray)
```
    Sets the date array equal to user supplied dates.
    
    Parameters:
    
    dateArray - a Date array containing the dates associated with each value of the time series
  - getSeriesValues
```
public double[][] getSeriesValues()
```
    Returns the data values of the time series.
    
    Returns:
    
    a double matrix containing the values of the series
  - getSeriesValues
```
public double[] getSeriesValues(int k)
```
    Returns the data values of the k-th time series.
    
    Parameters:
    
    k - an int, the index of the time series
    
    Returns:
    
    a double array containing the values of the series
  - getTimeZone
```
public TimeZone getTimeZone()
```
    Returns the time zone of the time series.
    See Java documentation for the TimeZone class.
    
    Returns:
    
    a TimeZone object
  - getTimeZoneOffset
```
public long getTimeZoneOffset()
```
    Returns the number of hours (+ or -) from GMT of the time zone associated with the time series. The time zone is the same as the local time zone unless it is changed by the user.
    To convert to milliseconds, multiply by 60*60*1000. Note that the displayed time zone will be the name of the local time zone, despite what is set for the TimeSeries object. For further information, see the Examples provided and Java documentation on Date and Calendar classes.
    
    Returns:
    
    a long value, the the number of hours

Class TimeSeries

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

TimeSeries

Method Detail

setSeriesValues

setSeriesValues

setSeriesValues

setStartDate

setDateIncrement

setDateIncrementInMillis

setTimeZone

setTimeZone

setTimeZone

getLength

getNumberOfSeries

getStartDate

getNumMissing

getMissingIndicator

isHasDates

isDateIncrementInMillis

getDateIncrement

getDates

setDates

setDates

getSeriesValues

getSeriesValues

getTimeZone

getTimeZoneOffset