EWMAModel

Value Members

1. final def !=(arg0: AnyRef): Boolean

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2. final def !=(arg0: Any): Boolean

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3. final def ##(): Int

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4. final def ==(arg0: AnyRef): Boolean

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5. final def ==(arg0: Any): Boolean

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6. def addTimeDependentEffects(ts: Vector, dest: Vector): Vector

   Takes a series of i.

   Takes a series of i.i.d. observations and returns a time series based on it with the time-dependent effects of this model added.

   ts

   Time series of i.i.d. observations.

   dest

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

   returns

   The dest series, for convenience.

   Definition Classes

   EWMAModel → TimeSeriesModel

7. final def asInstanceOf[T0]: T0

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8. def clone(): AnyRef

   Attributes

   protected[java.lang]

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9. final def eq(arg0: AnyRef): Boolean

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10. def equals(arg0: Any): Boolean

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11. def finalize(): Unit

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    protected[java.lang]

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12. final def getClass(): Class[_]

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13. def hashCode(): Int

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14. final def isInstanceOf[T0]: Boolean

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15. final def ne(arg0: AnyRef): Boolean

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16. final def notify(): Unit

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17. final def notifyAll(): Unit

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18. def removeTimeDependentEffects(ts: Vector, dest: Vector = null): Vector

    Takes a time series that is assumed to have this model's characteristics and returns a time series with time-dependent effects of this model removed.

    Takes a time series that is assumed to have this model's characteristics and returns a time series with time-dependent effects of this model removed.

    This is the inverse of TimeSeriesModel#addTimeDependentEffects.

    ts

    Time series of observations with this model's characteristics.

    dest

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

    returns

    The dest series, for convenience.

    Definition Classes

    EWMAModel → TimeSeriesModel

19. val smoothing: Double

20. final def synchronized[T0](arg0: ⇒ T0): T0

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21. def toString(): String

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22. final def wait(): Unit

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23. final def wait(arg0: Long, arg1: Int): Unit

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24. final def wait(arg0: Long): Unit

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