java-timeseries
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signaflo
Time series analysis in Java
When I run java-timeseries with the following data, something is wrong. ``` double[] sales = new double[] {3.0, 3.0, 7.0, 2.0, 2.0, 1.0, 0.0, 3.0, 4.0, 3.0, 2.0, 3.0, 6.0,...
The ArimaCoefficients is a simple structure containing arrays of doubles representing the AR and MA parameters in addition to the mean/drift terms. There are a few issues. One is that...
Is there a way to use this model if my time series has some values missing?
Hi, thanks for your java-timeseries working! I'm reading this open source recently. I found that there might be some mistake in the code. Please see the class [ArimaCoefficients](https://github.com/signaflo/java-timeseries/blob/master/timeseries/src/main/java/com/github/signaflo/timeseries/model/arima/ArimaCoefficients.java). There may...
Hi, first of all I would like to thank you for the library you developped for java because it was a great help for me in understanding how arima and...
[xt1.txt](https://github.com/signaflo/java-timeseries/files/2825033/xt1.txt) Hello Signaflo, I have the attached 1 year data. After prediction, when I calculate RMSE, I get values above 10. Can you please guide me.
The current way of using coefficients is ugly. A coefficient is either a known or estimated property of a process or model. It should have un uncertainty score associated with...
Should the StreamingSeries emit a Double, an Observation, or an entire static TimeSeries?
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...
The TimeUnit enum is basically a wrapper around Java's native ChronoUnit enum, but it adds the concept of a Quarter and has two methods "frequencyPer(other time unit)" and "totalDuration()". I'm...