org.hawkular.datamining.forecast.utils

Class TimeSeriesDifferencing

java.lang.Object

org.hawkular.datamining.forecast.utils.TimeSeriesDifferencing

public class TimeSeriesDifferencing
extends Object

Time series differencing

first order difference: y[t] = y[t] - y[t-1]

In R is this function implemented in diff function

Author:

Pavol Loffay

Method Summary

Modifier and Type	Method and Description
static double[]	differencesAtLag(double[] x, int differences)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

differencesAtLag

public static double[] differencesAtLag(double[] x,
                                        int differences)

Parameters:

x - time series

differences - order of differences

Returns:

differenced time series