Changeset 206 in public

Timestamp:

11/26/2014 8:02:50 PM (4 months ago)

Author:

kenyiu

Message:

CHG: Updated suanshu version to 3.1.2.

Files:

• Examples/pom.xml (modified) (1 diff)
• Examples/src/main/java/com/numericalmethod/suanshu/examples/LinearTimeSeries.java (modified) (9 diffs)
• Tutorials/HelloSuanShu/pom.xml (modified) (1 diff)

Examples/pom.xml

@@ -19 +19 @@
     <properties>
         <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
-        <suanshu.version>3.1.1</suanshu.version>
+        <suanshu.version>3.1.2</suanshu.version>
     </properties>
 

Examples/src/main/java/com/numericalmethod/suanshu/examples/LinearTimeSeries.java

@@ -23 +23 @@
 package com.numericalmethod.suanshu.examples;
 
+import com.numericalmethod.suanshu.algebra.linear.vector.doubles.Vector;
 import com.numericalmethod.suanshu.stats.random.rng.RNGUtils;
 import com.numericalmethod.suanshu.stats.timeseries.datastructure.univariate.realtime.inttime.IntTimeTimeSeries;
@@ -30 +31 @@
 import com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.garch.*;
 import java.util.Arrays;
+import java.util.List;
 
 /**
@@ -53 +55 @@
 
         System.out.printf("Example ARIMA time series: %s%n",
-                          Arrays.toString(generateARIMA(10, new double[]{0.3, -0.02}, 1, new double[]{0.6})));
+                          Arrays.toString(
+                              generateARIMA(10, new double[]{0.3, -0.02}, 1, new double[]{0.6})));
 
         double[] GARCHTimeSeries = generateGARCH(10010, 0.2, new double[]{0.3}, new double[]{0.6});
@@ -132 +135 @@
         ARMAForecastOneStep instance = new ARMAForecastOneStep(xt, arma);
 
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(0), instance.var(0)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(1), instance.var(1)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(2), instance.var(2)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(3), instance.var(3)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(3), instance.var(4)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(4), instance.var(5)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(6), instance.var(6)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(7), instance.var(7)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(8), instance.var(8)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(9), instance.var(9)));
-        System.out.println(String.format("x^: %f (%f)", instance.xHat(10), instance.var(10)));
+        for (int i = 0; i <= 10; ++i) {
+            System.out.printf("x^: %f (%f)%n", instance.xHat(i), instance.var(i));
+        }
     }
 
@@ -154 +149 @@
         IntTimeTimeSeries xt = new SimpleTimeSeries(new double[]{1.704, 0.527, 1.041, 0.942, 0.555, -1.002, -0.585, 0.010, -0.638, 0.525});
         ARMAForecastMultiStep instance = new ARMAForecastMultiStep(xt, arma, 3);
-
-        System.out.println(String.format("x^= %f (%f)", instance.xHat(10), instance.var(10)));
-        System.out.println(String.format("x^= %f (%f)", instance.xHat(), instance.var()));
+        Vector xHat = instance.allForecasts();
+        Vector var = instance.allMSEs();
+
+        System.out.printf("x^= %f (%f)%n", xHat.get(1), var.get(1));
+        System.out.printf("x^= %f (%f)%n", xHat.get(2), var.get(2));
+        System.out.printf("x^= %f (%f)%n", xHat.get(3), var.get(3));
     }
 
@@ -169 +167 @@
         ARMAForecast instance = new ARMAForecast(xt, arma);
 
-        ARIMAForecast.Forecast forecast;
-        for (int i = 0; i < 10; ++i) {
-            forecast = instance.next();
-            System.out.printf("[%d] x^ = %f (%f)%n", forecast.time(), forecast.xHat(), forecast.var());
-        }
+        List<ARIMAForecast.Forecast> forecasts = instance.next(10);
+        System.out.printf("forecasts = %s%n", forecasts);
     }
     /**
@@ -234 +229 @@
             arima);
 
-        ARIMAForecast.Forecast forecast;
-        for (int i = 0; i < 5; ++i) {
-            forecast = instance.next();
-            System.out.printf("[%d] x^ = %f (%f)%n", forecast.time(), forecast.xHat(), forecast.var());
-        }
+        List<ARIMAForecast.Forecast> forecasts = instance.next(5);
+        System.out.printf("forecasts = %s%n", forecasts);
     }
 
@@ -256 +248 @@
             1, 0, 1);
         ARMAModel arma = fit1.getARMAModel();
-        System.out.println(String.format("the ARMA(1,1) model: %s", arma.toString()));
+        System.out.printf("the ARMA(1,1) model: %s%n", arma);
 
         // residual time series        
@@ -268 +260 @@
         GARCHFit fit2 = new GARCHFit(residuals, 1, 1);
         GARCHModel garch = fit2.getModel();
-        System.out.println(String.format("the GARCH(1,1) model: %s", garch.toString()));
+        System.out.printf("the GARCH(1,1) model: %s%n", garch);
     }
 }

Tutorials/HelloSuanShu/pom.xml

@@ -19 +19 @@
     <properties>
         <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
-        <suanshu.version>3.1.1</suanshu.version>
+        <suanshu.version>3.1.2</suanshu.version>
     </properties>