Class TimeSeries.SeasonalDecomposition

java.lang.Object

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

Enclosing class:

TimeSeries

public static class TimeSeries.SeasonalDecomposition
extends Object

Seasonal decomposition: Trend + Seasonal + Residual.

Additive model: Y = T + S + R

Since:

1.0

Author:

Silvere Martin-Michiellot, Gemini AI (Google DeepMind)

Field Summary

Fields

Modifier and Type	Field	Description
final Real[]	residual
final Real[]	seasonal
final Real[]	trend

Constructor Summary

Constructors

Constructor	Description
SeasonalDecomposition(Real[] data, int period)

Method Summary

Methods inherited from class Object

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

Field Details

trend

public final Real[] trend

seasonal

public final Real[] seasonal

residual

public final Real[] residual

Constructor Details

SeasonalDecomposition

public SeasonalDecomposition(Real[] data,
 int period)