Package org.processmining.plugins.stochasticpetrinet.distribution.timeseries

Class ARMATimeSeries

java.lang.Object

org.apache.commons.math3.distribution.AbstractRealDistribution

org.processmining.plugins.stochasticpetrinet.distribution.AnotherAbstractRealDistribution

org.processmining.plugins.stochasticpetrinet.distribution.timeseries.StatefulTimeseriesDistribution

org.processmining.plugins.stochasticpetrinet.distribution.timeseries.ARMATimeSeries

All Implemented Interfaces:

java.io.Serializable, org.apache.commons.math3.analysis.UnivariateFunction, org.apache.commons.math3.distribution.RealDistribution

public class ARMATimeSeries
extends StatefulTimeseriesDistribution

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
protected double[]	arWeights
protected java.util.LinkedList<java.lang.Double>	errors
protected long	lastTime
protected double[]	maWeights
protected java.util.LinkedList<java.lang.Double>	values

Fields inherited from class org.processmining.plugins.stochasticpetrinet.distribution.timeseries.StatefulTimeseriesDistribution

noiseDistribution, onlyPositive

Fields inherited from class org.processmining.plugins.stochasticpetrinet.distribution.AnotherAbstractRealDistribution

cachedMean, cachedVariance

Fields inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution

random, randomData, SOLVER_DEFAULT_ABSOLUTE_ACCURACY

Constructor Summary

Constructors

Constructor	Description
ARMATimeSeries(double noiseStandardDeviation)
ARMATimeSeries(int n, int m, double noise)

Method Summary

Modifier and Type	Method	Description
void	addValue(double value, double error)
double[]	getArWeights()
protected double	getCurrentSeriesValue(long currentTime)	Sub-classes need to implement this.
double[]	getMaWeights()
double[]	getParameters()
void	setArWeights(double[] arWeights)
void	setCurrentTime(long currentTime)
void	setLastTime(long lastTime)
void	setMaWeights(double[] maWeights)

Methods inherited from class org.processmining.plugins.stochasticpetrinet.distribution.timeseries.StatefulTimeseriesDistribution

cumulativeProbability, density, getSupportLowerBound, getSupportUpperBound, isSupportConnected, isSupportLowerBoundInclusive, isSupportUpperBoundInclusive, sample, sample

Methods inherited from class org.processmining.plugins.stochasticpetrinet.distribution.AnotherAbstractRealDistribution

getNumericalMean, getNumericalVariance, value

Methods inherited from class org.apache.commons.math3.distribution.AbstractRealDistribution

cumulativeProbability, getSolverAbsoluteAccuracy, inverseCumulativeProbability, logDensity, probability, probability, reseedRandomGenerator, sample

Methods inherited from class java.lang.Object

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

Field Detail

values

protected java.util.LinkedList<java.lang.Double> values

errors

protected java.util.LinkedList<java.lang.Double> errors

lastTime

protected long lastTime

arWeights

protected double[] arWeights

maWeights

protected double[] maWeights

Constructor Detail

ARMATimeSeries

public ARMATimeSeries(double noiseStandardDeviation)

ARMATimeSeries

public ARMATimeSeries(int n,
                      int m,
                      double noise)

Method Detail

getCurrentSeriesValue

protected double getCurrentSeriesValue(long currentTime)

Description copied from class: StatefulTimeseriesDistribution

Sub-classes need to implement this. It returns the value of the time series model given the current time

Specified by:

getCurrentSeriesValue in class StatefulTimeseriesDistribution

Parameters:

currentTime - the current time as a POSIX timestamp (millis since 01-01-1970)

Returns:

double the value of the underlying series at the given point in time.

getArWeights

public double[] getArWeights()

setArWeights

public void setArWeights(double[] arWeights)

getMaWeights

public double[] getMaWeights()

setMaWeights

public void setMaWeights(double[] maWeights)

addValue

public void addValue(double value,
                     double error)

setLastTime

public void setLastTime(long lastTime)

setCurrentTime

public void setCurrentTime(long currentTime)

Overrides:

setCurrentTime in class StatefulTimeseriesDistribution

getParameters

public double[] getParameters()