TimeSeries Class

Represents an ordered series of data points.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public sealed class TimeSeries : IEnumerable, 
	IEnumerable<double>, IReadOnlyCollection<double>, IList<double>, 
	ICollection<double>
Inheritance
Object    TimeSeries
Implements
ICollectionDouble, IEnumerableDouble, IListDouble, IReadOnlyCollectionDouble, IEnumerable

Remarks

NOTE: This class will be retired in a future release. Its functionality is replaced by the Series class, which can operatate on arbitrary data lists.

Constructors

TimeSeries Initializes a new, empty time series.
TimeSeries(Double) Initializes a new time series with the given values.

Properties

Count Gets the number of points in the time series.
Item Gets or sets the value of the time series at a given index.
Mean Gets the mean of the time series.

Methods

Add(Double) Adds a point to the time series.
Add(Double) Adds multiple points to the time series.
AsSample Gets a sample containing the time-series values.
Autocovariance Computes the autocovariance for all lags.
Autocovariance(Int32) Computes the autocovariance of the series at the given lag.
Clear Removes all points from the time series.
Contains Determines whether the time series contains a value.
Difference Re-computes the time series as the differences between sequential values of the original series.
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FitToAR1 Fits an AR(1) model to the time series.
FitToMA1 Fits an MA(1) model to the time series.
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
IndexOf Finds the index at which a value occurs.
Integrate Re-computes the time series as the sums of sequential values of the original series.
LjungBoxTest Performs a Ljung-Box test for non-correlation.
LjungBoxTest(Int32) Performs a Ljung-Box test for non-correlation with the given number of lags.
PopulationStatistics Computes estimates for the moments of the population from which the time series is drawn.
PowerSpectrum Computes the power spectrum of the time series.
ToStringReturns a string that represents the current object.
(Inherited from Object)

Extension Methods

CentralMoment Computes the given sample central moment.
(Defined by Univariate)
CorrectedStandardDeviation Computes the Bessel-corrected standard deviation.
(Defined by Univariate)
Maximum Finds the maximum value.
(Defined by Univariate)
Mean Computes the sample mean.
(Defined by Univariate)
Minimum Finds the minimum value.
(Defined by Univariate)
PopulationCentralMoment Estimates the given central moment of the underlying population.
(Defined by Univariate)
PopulationMean Estimates the mean of the underlying population.
(Defined by Univariate)
PopulationRawMoment Estimates the given raw moment of the underlying population.
(Defined by Univariate)
PopulationStandardDeviation Estimates of the standard deviation of the underlying population.
(Defined by Univariate)
PopulationVariance Estimates of the variance of the underlying population.
(Defined by Univariate)
RawMoment Computes the given sample raw moment.
(Defined by Univariate)
SignTest Tests whether the sample median is compatible with the given reference value.
(Defined by Univariate)
Skewness Computes the sample skewness.
(Defined by Univariate)
StandardDeviation Computes the sample standard deviation.
(Defined by Univariate)
StudentTTest Tests whether the sample mean is compatible with the reference mean.
(Defined by Univariate)
Variance Computes the sample variance.
(Defined by Univariate)
ZTest Performs a z-test to test whether the given sample is compatible with the given normal reference population.
(Defined by Univariate)

See Also