jdplus.stl.base.api.IStlSpec Maven / Gradle / Ivy
/*
* Copyright 2022 National Bank of Belgium
*
* Licensed under the EUPL, Version 1.2 or – as soon they will be approved
* by the European Commission - subsequent versions of the EUPL (the "Licence");
* You may not use this work except in compliance with the Licence.
* You may obtain a copy of the Licence at:
*
* https://joinup.ec.europa.eu/software/page/eupl
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the Licence is distributed on an "AS IS" basis,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the Licence for the specific language governing permissions and
* limitations under the Licence.
*/
package jdplus.stl.base.api;
import jdplus.toolkit.base.api.data.WeightFunction;
import jdplus.toolkit.base.api.processing.AlgorithmDescriptor;
import jdplus.toolkit.base.api.processing.ProcSpecification;
import java.util.List;
/**
*
* @author Jean Palate
*/
@lombok.Value
@lombok.Builder(toBuilder = true, builderClassName = "Builder")
public class IStlSpec implements ProcSpecification {
@lombok.Value
public static class PeriodSpec {
public static PeriodSpec createDefault(int period, boolean nojump){
return new PeriodSpec(LoessSpec.defaultTrend(period, nojump), SeasonalSpec.createDefault(period, nojump));
}
private LoessSpec trendSpec;
private SeasonalSpec seasonalSpec;
}
private boolean multiplicative;
@lombok.Singular
private List periodSpecs;
private int innerLoopsCount, outerLoopsCount;
private double robustWeightThreshold;
private WeightFunction robustWeightFunction;
public static final double RWTHRESHOLD = 0.001;
public static final WeightFunction RWFUNCTION = WeightFunction.BIWEIGHT;
public static Builder robustBuilder() {
return new Builder()
.innerLoopsCount(1)
.outerLoopsCount(15)
.robustWeightFunction(RWFUNCTION)
.robustWeightThreshold(RWTHRESHOLD);
}
public static Builder builder() {
return new Builder()
.innerLoopsCount(2)
.outerLoopsCount(0)
.robustWeightFunction(RWFUNCTION)
.robustWeightThreshold(RWTHRESHOLD);
}
public static final IStlSpec DEFAULT = createDefault(true, 7);
/**
* Creates a default specification for a series that has a given periodicity
*
* @param robust True for robust filtering, false otherwise.
* @param periods
* @return
*/
public static IStlSpec createDefault(boolean robust, int... periods) {
Builder builder;
if (robust) {
builder = robustBuilder();
} else {
builder = builder();
}
for (int i=0; i
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