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Time Series Analysis in Java
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package data;
/**
* A collection of numerical observations.
*
* @author Jacob Rachiele
* Mar. 29, 2017
*/
public interface DataSet {
/**
* The sum of the observations.
*
* @return the sum of the observations.
*/
double sum();
/**
* The sum of the squared observations.
*
* @return the sum of the squared observations.
*/
double sumOfSquares();
/**
* The mean of the observations.
*
* @return the mean of the observations.
*/
double mean();
/**
* The median value of the observations.
*
* @return the median value of the observations.
*/
double median();
/**
* The size of the data set.
*
* @return the size of the data set.
*/
int size();
/**
* Multiply every element of this data set with the corresponding element of the given data set.
*
* @param otherData The data to multiply by.
* @return A new data set containing every element of this data set multiplied by
* the corresponding element of the given data set.
*/
DataSet times(DataSet otherData);
/**
* Add every element of this data set to the corresponding element of the given data set.
*
* @param otherData The data to add to.
* @return A new data set containing every element of this data set added to
* the corresponding element of the given data set.
*/
DataSet plus(DataSet otherData);
/**
* The unbiased sample variance of the observations.
*
* @return the unbiased sample variance of the observations.
*/
double variance();
/**
* The unbiased sample standard deviation of the observations.
*
* @return the unbiased sample standard deviation of the observations.
*/
double stdDeviation();
/**
* The unbiased sample covariance of these observations with the observations
* contained in the given data set.
*
* @param otherData the data to compute the covariance with.
* @return the unbiased sample covariance of these observations with the observations
* contained in the given data set.
*/
double covariance(DataSet otherData);
/**
* The unbiased sample correlation of these observations with the observations
* contained in the given data set.
*
* @param otherData the data to compute the correlation coefficient with.
* @return the unbiased sample correlation of these observations with the observations
* contained in the given data set.
*/
double correlation(DataSet otherData);
/**
* The observations.
*
* @return the observations.
*/
double[] asArray();
}
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