net.finmath.timeseries.HistoricalSimulationModel Maven / Gradle / Ivy
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 12.08.2012
*/
package net.finmath.timeseries;
import java.util.Map;
/**
* A parametric time series model based on a given times series.
*
* @author Christian Fries
* @version 1.0
*/
public interface HistoricalSimulationModel {
/**
* Create a new model, using only a window of the times series.
*
* @param windowIndexStart Index of the first element to be part of the new time series.
* @param windowIndexEnd Index of the last element to be part of the new time series.
* @return A new historical simulation using a different data window.
*/
HistoricalSimulationModel getCloneWithWindow(int windowIndexStart, int windowIndexEnd);
/**
* Returns the parameters estimated for the given time series.
*
* @return The parameters estimated for the given time series.
*/
Map getBestParameters();
/**
* Returns the parameters estimated for the given time series, using a parameter guess.
*
* @param previousResults A parameter guess.
* @return The parameters estimated for the given time series.
*/
Map getBestParameters(Map previousResults);
}