com.github.servicenow.ds.stats.stl

Class CyclicSubSeriesSmoother

java.lang.Object

com.github.servicenow.ds.stats.stl.CyclicSubSeriesSmoother

public class CyclicSubSeriesSmoother
extends java.lang.Object

Encapsulate the complexity of smoothing the cyclic sub-series in a separate class.

Created by Jim Crotinger on 13-May-2016.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	CyclicSubSeriesSmoother.Builder Use Builder to simplify complex construction patterns.

Method Summary

Modifier and Type	Method and Description
void	smoothSeasonal(double[] rawData, double[] smoothedData, double[] weights) Run the cyclic sub-series smoother on the specified data, with the specified weights (ignored if null).

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

smoothSeasonal

public void smoothSeasonal(double[] rawData,
                           double[] smoothedData,
                           double[] weights)

Run the cyclic sub-series smoother on the specified data, with the specified weights (ignored if null). The sub-series are reconstructed into a single series in smoothedData.

Parameters:

rawData - input data

smoothedData - output data

weights - weights to use in the underlying interpolator; ignored if null.