Package org.episteme.core.mathematics.statistics.timeseries

package org.episteme.core.mathematics.statistics.timeseries

Related Packages

Package	Description
org.episteme.core.mathematics.statistics
org.episteme.core.mathematics.statistics.anova
org.episteme.core.mathematics.statistics.bayesian
org.episteme.core.mathematics.statistics.distributions
org.episteme.core.mathematics.statistics.fitting
org.episteme.core.mathematics.statistics.montecarlo

Classes

Class	Description
KalmanFilter	Kalman filter for state estimation in linear dynamic systems.
TimeSeries	Time series analysis and forecasting.
TimeSeries.ARModel	AutoRegressive model AR(p): X_t = c + Σφ_i*X_(t-i) + ε_t
TimeSeries.MAModel	Moving Average model MA(q): X_t = μ + ε_t + Σθ_i*ε_(t-i)
TimeSeries.SeasonalDecomposition	Seasonal decomposition: Trend + Seasonal + Residual.