C D G I M S

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check(int) - Method in class com.github.brandtg.stl.StlConfig

Checks consistency of configuration parameters.

com.github.brandtg.stl - package com.github.brandtg.stl

This package contains an implementation of STL: A Seasonal-Trend Decomposition Procedure based on Loess.

D

decompose(List<Number>, List<Number>) - Method in class com.github.brandtg.stl.StlDecomposition

A convenience method to use objects.

decompose(double[], double[]) - Method in class com.github.brandtg.stl.StlDecomposition

Computes the STL decomposition of a times series.

DEFAULT_INNER_LOOP_PASSES - Static variable in class com.github.brandtg.stl.StlConfig

Empirically determined number resulted in good residuals.

DEFAULT_LOESS_ROBUSTNESS_ITERATIONS - Static variable in class com.github.brandtg.stl.StlConfig

Number of robustness iterations for each invocation of Loess.

DEFAULT_ROBUSTNESS_ITERATIONS - Static variable in class com.github.brandtg.stl.StlConfig

Same as R's robust = FALSE.

DEFAULT_SEASONAL_BANDWIDTH - Static variable in class com.github.brandtg.stl.StlConfig

Consider 75% neighboring points smoothing seasonal in inner loop.

DEFAULT_TREND_BANDWIDTH - Static variable in class com.github.brandtg.stl.StlConfig

Consider 75% neighboring points smoothing trend in inner loop.

G

getConfig() - Method in class com.github.brandtg.stl.StlDecomposition

getLoessRobustnessIterations() - Method in class com.github.brandtg.stl.StlConfig

getNumberOfInnerLoopPasses() - Method in class com.github.brandtg.stl.StlConfig

getNumberOfObservations() - Method in class com.github.brandtg.stl.StlConfig

getNumberOfRobustnessIterations() - Method in class com.github.brandtg.stl.StlConfig

getRemainder() - Method in class com.github.brandtg.stl.StlResult

getSeasonal() - Method in class com.github.brandtg.stl.StlResult

getSeasonalComponentBandwidth() - Method in class com.github.brandtg.stl.StlConfig

getSeries() - Method in class com.github.brandtg.stl.StlResult

getTimes() - Method in class com.github.brandtg.stl.StlResult

getTrend() - Method in class com.github.brandtg.stl.StlResult

getTrendComponentBandwidth() - Method in class com.github.brandtg.stl.StlConfig

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isPeriodic() - Method in class com.github.brandtg.stl.StlConfig

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main(String[]) - Static method in class com.github.brandtg.stl.StlDecomposition

Runs STL on a CSV of time,measure.

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setLoessRobustnessIterations(int) - Method in class com.github.brandtg.stl.StlConfig

setNumberOfInnerLoopPasses(int) - Method in class com.github.brandtg.stl.StlConfig

setNumberOfRobustnessIterations(int) - Method in class com.github.brandtg.stl.StlConfig

setPeriodic(boolean) - Method in class com.github.brandtg.stl.StlConfig

setSeasonalComponentBandwidth(double) - Method in class com.github.brandtg.stl.StlConfig

setTrendComponentBandwidth(double) - Method in class com.github.brandtg.stl.StlConfig

StlConfig - Class in com.github.brandtg.stl

Configuration for StlDecomposition.

StlConfig(int) - Constructor for class com.github.brandtg.stl.StlConfig

A configuration for StlDecomposition.

StlDecomposition - Class in com.github.brandtg.stl

This package contains an implementation of STL: A Seasonal-Trend Decomposition Procedure based on Loess.

StlDecomposition(int) - Constructor for class com.github.brandtg.stl.StlDecomposition

Constructs an STL function that can de-trend data.

StlResult - Class in com.github.brandtg.stl

The STL decomposition of a time series.

StlResult(double[], double[], double[], double[], double[]) - Constructor for class com.github.brandtg.stl.StlResult

Constructed by running StlDecomposition.

C D G I M S