Meta.Numerics Library

## TimeSeries Methods |

The TimeSeries type exposes the following members.

Methods

Name | Description | |
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Add(Double) |
Adds a point to the time series.
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Add(Double) |
Adds multiple points to the time series.
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AsSample |
Gets a sample containing the time-series values.
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Autocovariance |
Computes the autocovariance for all lags.
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Autocovariance(Int32) |
Computes the autocovariance of the series at the given lag.
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Clear |
Removes all points from the time series.
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Contains |
Determines whether the time series contains a value.
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Difference |
Re-computes the time series as the differences between sequential values of the original series.
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |

FitToAR1 |
Fits an AR(1) model to the time series.
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FitToMA1 |
Fits an MA(1) model to the time series.
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GetHashCode | Serves as the default hash function. (Inherited from Object.) | |

GetType | Gets the Type of the current instance. (Inherited from Object.) | |

IndexOf |
Finds the index at which a value occurs.
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Integrate |
Re-computes the time series as the sums of sequential values of the original series.
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LjungBoxTest |
Performs a Ljung-Box test for non-correlation.
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LjungBoxTest(Int32) |
Performs a Ljung-Box test for non-correlation with the given number of lags.
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PopulationStatistics |
Computes estimates for the moments of the population from which the time series is drawn.
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PowerSpectrum |
Computes the power spectrum of the time series.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |

Extension Methods

Name | Description | |
---|---|---|

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