Class TimeSeries.MAModel

java.lang.Object

org.episteme.core.mathematics.statistics.timeseries.TimeSeries.MAModel

Enclosing class:

TimeSeries

public static class TimeSeries.MAModel
extends Object

Moving Average model MA(q): X_t = μ + ε_t + Σθ_i*ε_(t-i)

Since:

1.0

Author:

Silvere Martin-Michiellot, Gemini AI (Google DeepMind)

Constructor Summary

Constructors

Constructor	Description
MAModel(Real[] data, int order)

Method Summary

Modifier and Type	Method	Description
Real	getMean()

Methods inherited from class Object

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

Constructor Details

MAModel

public MAModel(Real[] data,
 int order)

Method Details

getMean

public Real getMean()