public class TimeSeriesOperations extends Object implements Serializable, Cloneable
Modifier and Type | Class and Description |
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static class |
TimeSeriesOperations.CombineMethod
Public enum of methods for combining synchronous time series values.
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static interface |
TimeSeriesOperations.Function
Public interface for the user-supplied function that defines how to
combine two synchronous time series values.
|
static class |
TimeSeriesOperations.MergeRule
Public enum of merge rules that defines how two time series should be
merged.
|
Constructor and Description |
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TimeSeriesOperations()
Constructor for TimeSeriesOperations.
|
Modifier and Type | Method and Description |
---|---|
TimeSeries |
backshift(TimeSeries ts,
int lag)
Returns the backshifted version of the time series.
|
TimeSeries |
merge(TimeSeries ts1,
TimeSeries ts2)
Merges two time series objects.
|
void |
setCombineFunction(TimeSeriesOperations.Function function)
Sets the combine function to a user supplied function.
|
void |
setCombineMethod(TimeSeriesOperations.CombineMethod combineMethod)
Sets the method for combining synchronous time series values.
|
void |
setMergeRule(TimeSeriesOperations.MergeRule mergeRule)
Sets the rule that defines how two time series are merged.
|
double[] |
stack(TimeSeries ts)
Stacks or vectorizes the values of a multivariate TimeSeries.
|
public TimeSeriesOperations()
public TimeSeries backshift(TimeSeries ts, int lag)
ts
- a TimeSeries
object.lag
- an int
specifying the lag.TimeSeries
with values at index i
the
same as the original series values at position i-lag
;public TimeSeries merge(TimeSeries ts1, TimeSeries ts2)
ts1
- a TimeSeries
object.ts2
- a TimeSeries
object.TimeSeries
object resulting from merging
ts1
and ts2
.public void setCombineFunction(TimeSeriesOperations.Function function)
function
- a Function
that defines how two values
should be combined.public void setCombineMethod(TimeSeriesOperations.CombineMethod combineMethod)
combineMethod
- a CombineMethod
value.public void setMergeRule(TimeSeriesOperations.MergeRule mergeRule)
mergeRule
- a MergeRule
value.public double[] stack(TimeSeries ts)
ts
- TimeSeries
double[]
array of length
T*numberOfSeries
with the index
1,...,numberOfSeries
varying fastest.Copyright © 1970-2015 Rogue Wave Software
Built October 13 2015.