java-timeseries icon indicating copy to clipboard operation
java-timeseries copied to clipboard

Define the concept of an ArimaProcess in the context of a streaming flow of data

Open signaflo opened this issue 7 years ago • 0 comments

In the Streaming branch, we're using a StreamingSeries that implements the Flow.Processor interface. The idea is to be able to have parallel observation of this series by multiple different time series models that can each be updated upon the receipt of a new series observation.

I feel that the easiest way down this path is to not focus on model estimation yet, but to start with an ARIMA process with known coefficients to see in what ways this process changes as new data comes in.

signaflo avatar Dec 23 '18 22:12 signaflo