public class SingularSpectrumAnalysis extends Object
| Constructor and Description |
|---|
SingularSpectrumAnalysis() |
| Modifier and Type | Method and Description |
|---|---|
static void |
averagedCovariance(SSADataset data)
the diagonal of the covariance matrix averaging * (on the side diagonal)
|
static void |
diagonalAveraging(SSADataset data)
restoration of the time series (the stage diagonal averaging)
|
static void |
forecast(SSADataset data,
int nPointsToForecast,
boolean reconstructedSignal)
author Gianpaolo Coro
|
static void |
functionEigenValue(SSADataset data)
formation of the functions eigenvalues
|
static void |
grouping(List<SSAGroupList> model,
SSADataset data)
restoration of the time series (group stage)
a JList model @param (group list)
|
static void |
inclosure(SSADataset data)
translation of the original time series into a sequence of multidimensional
vectors
|
static void |
setMovingAverage(SSADataset data)
formation of moving averages
|
static void |
singularDecomposition(SSADataset data)
singular value decomposition
|
public static void inclosure(SSADataset data)
data - data for analysispublic static void singularDecomposition(SSADataset data)
data - data for analysispublic static void grouping(List<SSAGroupList> model, SSADataset data)
data - data for analysispublic static void diagonalAveraging(SSADataset data)
data - for analysispublic static void setMovingAverage(SSADataset data)
data - data for analysispublic static void averagedCovariance(SSADataset data)
data - data for analysispublic static void functionEigenValue(SSADataset data)
data - data for analysispublic static void forecast(SSADataset data, int nPointsToForecast, boolean reconstructedSignal)
data - Copyright © 2017. All Rights Reserved.