package com.imsl.test.example.stat;

import com.imsl.stat.*;
import java.text.*;

/**
 * <p>
 * Merges two time series using different merging rules.</p>
 * <p>
 * This example illustrates the action of the <code>merge</code> function under different
 * settings of the merging rule. </p>
 *
 * @see <a href="TimeSeriesOperationsEx1.java">Code</a>
 * @see <a href="doc-files/TimeSeriesOperationsEx1.out">Output</a>
 */

public class TimeSeriesOperationsEx1 {

    public static void main(String args[]) throws ParseException {
        SimpleDateFormat dateFormat = new SimpleDateFormat("M/d/y");
        TimeSeries ts1 = new TimeSeries();
        TimeSeries ts2 = new TimeSeries();

        /* Create dates in different increments */
        ts1.setStartDate(dateFormat.parse("12/12/2010"));
        ts1.setDateIncrement(3);

        ts2.setStartDate(dateFormat.parse("12/12/2010"));
        ts2.setDateIncrement(5);

        int n = 10;

        double y1[] = new double[n];
        double y2[] = new double[n];

        /* Create series values */
        for (int i = 0; i < n; i++) {
            y1[i] = (i + 1.0);
            y2[i] = -(i + 1.0);
        }
        ts1.setSeriesValues(y1);
        ts2.setSeriesValues(y2);

        double[][] values1 = ts1.getSeriesValues();
        double[][] values2 = ts2.getSeriesValues();

        System.out.println("Time series 1 \t \tTime series 2");
        for (int i = 0; i < n; i++) {
            System.out.println(dateFormat.format(ts1.getDates()[i])
                    + "\t" + values1[i][0]
                    + "\t" + dateFormat.format(ts2.getDates()[i])
                    + "\t" + values2[i][0]);
        }
        TimeSeriesOperations tsOps = new TimeSeriesOperations();
        TimeSeries ts3 = tsOps.merge(ts1, ts2);
        double[][] values3 = ts3.getSeriesValues();
        System.out.println("Merge result using the union (default) merge rule: ");
        System.out.println("Series length: " + ts3.getLength());
        for (int i = 0; i < ts3.getLength(); i++) {
            System.out.println(dateFormat.format(ts3.getDates()[i])
                    + "\t" + values3[i][0]);
        }
        tsOps.setMergeRule(TimeSeriesOperations.MergeRule.INTERSECTION);
        ts3 = tsOps.merge(ts1, ts2);
        values3 = ts3.getSeriesValues();
        System.out.println("Merge results using the intersection merge rule: ");
        System.out.println("Series length: " + ts3.getLength());
        for (int i = 0; i < ts3.getLength(); i++) {
            System.out.println(dateFormat.format(ts3.getDates()[i])
                    + "\t" + values3[i][0]);
        }
        tsOps.setMergeRule(TimeSeriesOperations.MergeRule.UNION_MISSING);
        ts3 = tsOps.merge(ts1, ts2);
        values3 = ts3.getSeriesValues();
        System.out.println("Merge results using the union with missing rule: ");
        System.out.println("Series length: " + ts3.getLength());
        System.out.println("Number of missing values: " + ts3.getNumMissing());
        for (int i = 0; i < ts3.getLength(); i++) {
            System.out.println(dateFormat.format(ts3.getDates()[i])
                    + "\t" + values3[i][0]);
        }
    }
}