StlConfig (stl-java 0.1.2 API)

java.lang.Object
- com.github.brandtg.stl.StlConfig

public final class StlConfig
extends Object

Configuration for StlDecomposition.

Field Summary

Fields
Modifier and Type	Field and Description
`protected static int`	`DEFAULT_INNER_LOOP_PASSES` Empirically determined number resulted in good residuals.
`protected static int`	`DEFAULT_LOESS_ROBUSTNESS_ITERATIONS` Number of robustness iterations for each invocation of Loess.
`protected static int`	`DEFAULT_ROBUSTNESS_ITERATIONS` Same as R's robust = FALSE.
`protected static double`	`DEFAULT_SEASONAL_BANDWIDTH` Consider 75% neighboring points smoothing seasonal in inner loop.
`protected static double`	`DEFAULT_TREND_BANDWIDTH` Consider 75% neighboring points smoothing trend in inner loop.

Constructor Summary

Constructors
Modifier Constructor and Description

protected StlConfig(int numberOfObservations)
A configuration for StlDecomposition.

Constructors
Modifier	Constructor and Description
`protected`	`StlConfig(int numberOfObservations)` A configuration for `StlDecomposition`.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`protected void`	`check(int numberOfDataPoints)` Checks consistency of configuration parameters.
`int`	`getLoessRobustnessIterations()`
`int`	`getNumberOfInnerLoopPasses()`
`int`	`getNumberOfObservations()`
`int`	`getNumberOfRobustnessIterations()`
`double`	`getSeasonalComponentBandwidth()`
`double`	`getTrendComponentBandwidth()`
`boolean`	`isPeriodic()`
`void`	`setLoessRobustnessIterations(int loessRobustnessIterations)`
`void`	`setNumberOfInnerLoopPasses(int numberOfInnerLoopPasses)`
`void`	`setNumberOfRobustnessIterations(int numberOfRobustnessIterations)`
`void`	`setPeriodic(boolean periodic)`
`void`	`setSeasonalComponentBandwidth(double seasonalComponentBandwidth)`
`void`	`setTrendComponentBandwidth(double trendComponentBandwidth)`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - DEFAULT_INNER_LOOP_PASSES
```
protected static final int DEFAULT_INNER_LOOP_PASSES
```
    Empirically determined number resulted in good residuals.
    
    See Also:
    
    Constant Field Values
  - DEFAULT_ROBUSTNESS_ITERATIONS
```
protected static final int DEFAULT_ROBUSTNESS_ITERATIONS
```
    Same as R's robust = FALSE.
    
    See Also:
    
    Constant Field Values
  - DEFAULT_TREND_BANDWIDTH
```
protected static final double DEFAULT_TREND_BANDWIDTH
```
    Consider 75% neighboring points smoothing trend in inner loop.
    
    See Also:
    
    Constant Field Values
  - DEFAULT_SEASONAL_BANDWIDTH
```
protected static final double DEFAULT_SEASONAL_BANDWIDTH
```
    Consider 75% neighboring points smoothing seasonal in inner loop.
    
    See Also:
    
    Constant Field Values
  - DEFAULT_LOESS_ROBUSTNESS_ITERATIONS
```
protected static final int DEFAULT_LOESS_ROBUSTNESS_ITERATIONS
```
    Number of robustness iterations for each invocation of Loess.
    
    See Also:
    
    Constant Field Values
- Constructor Detail
  - StlConfig
```
protected StlConfig(int numberOfObservations)
```
    A configuration for StlDecomposition.
    
    Parameters:
    
    numberOfObservations - The number of observations in each period of the time series
- Method Detail
  - getNumberOfObservations
```
public int getNumberOfObservations()
```
    Returns:
    
    The number of observations in a period.
  - getNumberOfInnerLoopPasses
```
public int getNumberOfInnerLoopPasses()
```
    Returns:
    
    The number of inner loop passes.
  - setNumberOfInnerLoopPasses
```
public void setNumberOfInnerLoopPasses(int numberOfInnerLoopPasses)
```
    Parameters:
    
    numberOfInnerLoopPasses - The number of inner loop passes.
  - getNumberOfRobustnessIterations
```
public int getNumberOfRobustnessIterations()
```
    Returns:
    
    The number of robustness iterations, i.e. outer loop.
  - setNumberOfRobustnessIterations
```
public void setNumberOfRobustnessIterations(int numberOfRobustnessIterations)
```
    Parameters:
    
    numberOfRobustnessIterations - The number of robustness iterations
  - getTrendComponentBandwidth
```
public double getTrendComponentBandwidth()
```
    Returns:
    
    The % of points considered by Loess for trend smoothing.
  - setTrendComponentBandwidth
```
public void setTrendComponentBandwidth(double trendComponentBandwidth)
```
    Parameters:
    
    trendComponentBandwidth - The % of points considered by Loess for trend smoothing.
  - getSeasonalComponentBandwidth
```
public double getSeasonalComponentBandwidth()
```
    Returns:
    
    The % of points considered by Loess for seasonal smoothing.
  - setSeasonalComponentBandwidth
```
public void setSeasonalComponentBandwidth(double seasonalComponentBandwidth)
```
    Parameters:
    
    seasonalComponentBandwidth - The % of points considered by Loess for seasonal smoothing.
  - isPeriodic
```
public boolean isPeriodic()
```
    Returns:
    
    Whether this time series is known to be periodic a priori.
  - setPeriodic
```
public void setPeriodic(boolean periodic)
```
    Parameters:
    
    periodic - Whether this time series is known to be periodic a priori.
  - getLoessRobustnessIterations
```
public int getLoessRobustnessIterations()
```
    Returns:
    
    The number of robustness iterations used by LoessInterpolator.
  - setLoessRobustnessIterations
```
public void setLoessRobustnessIterations(int loessRobustnessIterations)
```
    Parameters:
    
    loessRobustnessIterations - The number of robustness iterations used by LoessInterpolator.
  - check
```
protected void check(int numberOfDataPoints)
```
    Checks consistency of configuration parameters.
    Must be called each time this configuration is used.
    
    There must be at least two observations, and at least two periods in the data.
    
    Parameters:
    
    numberOfDataPoints - The number of data points in the target series.

Class StlConfig

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

DEFAULT_INNER_LOOP_PASSES

DEFAULT_ROBUSTNESS_ITERATIONS

DEFAULT_TREND_BANDWIDTH

DEFAULT_SEASONAL_BANDWIDTH

DEFAULT_LOESS_ROBUSTNESS_ITERATIONS

Constructor Detail

StlConfig

Method Detail

getNumberOfObservations

getNumberOfInnerLoopPasses

setNumberOfInnerLoopPasses

getNumberOfRobustnessIterations

setNumberOfRobustnessIterations

getTrendComponentBandwidth

setTrendComponentBandwidth

getSeasonalComponentBandwidth

setSeasonalComponentBandwidth

isPeriodic

setPeriodic

getLoessRobustnessIterations

setLoessRobustnessIterations

check