com.cloudera.sparkts

TimeSeriesFilter

trait TimeSeriesFilter extends Serializable

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  1. abstract def filter(ts: Array[Double], dest: Array[Double]): Array[Double]

    Takes a time series of i.

    Takes a time series of i.i.d. observations and filters it to take on this model's characteristics.

    ts

    Time series of i.i.d. observations.

    dest

    Array to put the filtered time series, can be the same as ts.

    returns

    the dest param.

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