stl-decomp-4j:Seasonal-Trend-Loess时间序列分解算法的Java实现

上传者: 42175971 | 上传时间: 2022-12-04 11:28:34 | 文件大小: 1.85MB | 文件类型: ZIP
黄土时间序列的季节性分解 Seasonal-Trend-Loess(STL)算法将时间序列分解为季节,趋势和残差成分。 该算法使用( 为原始论文)来平滑循环子序列(例如,下例中所示的CO 2数据中的所有January值)。 从信号中去除季节性之后,对余数进行平滑处理(分多个步骤)以找到趋势。 重复此过程,并可能包括利用Loess的加权最小二乘法基础进行的鲁棒性迭代,以消除异常值的影响。 详细信息在进行了描述。 stl-decomp-4j是可从获得的原始Ratfor / Fortran的Java端口(为;也包含在examples/StlPerfTest/fortran_benchmark ),已扩展为支持局部二次插值。 stl-decomp-4j期望间隔均匀的数据且没有缺失值,类似于原始的Fortran版本(以及和版本,它们都在后台使用原始的Fortran版本)。 查看了解TODO等。

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( 76 个子文件 1.85MB ) stl-decomp-4j:Seasonal-Trend-Loess时间序列分解算法的Java实现
stl-decomp-4j-master
.gitignore 511B
.travis.yml 784B
NOTICE.txt 574B
LICENSE.txt 10.08KB
examples
PyJNIus
README.md 942B
PyJNIus Test.ipynb 697.97KB
StlPerfTest
PerformanceTest.md 829B
StlPerfTest.iml 1.95KB
fortran_benchmark
stl.doc 3.53KB
stlez.doc 2.70KB
Makefile 449B
stl.r 9.14KB
hourly.f 1.05KB
stlez.3 2.42KB
sample.f 805B
co2_2017 4.77KB
hourly_stl_test.csv 526.59KB
benchmark.f 1023B
stl.3 2.98KB
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co2 2.43KB
stl.int 3.41KB
stl.f 13.49KB
src
main
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stl4j
examples
StlPerfTest.java 6.42KB
StlJavaFortranComparison.ipynb 753.02KB
pom.xml 2.42KB
pom-repotest.xml 2.41KB
output.csv 69.10KB
StlDemoRestServer
co2.csv 13.68KB
.gitignore 43B
co2_mm_mlo.txt 48.06KB
src
main
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com
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stl4j
examples
StlResults.java 331B
StlDemoRestServer.java 3.74KB
StlDemoRestServer.iml 12.51KB
co2_stl_highchart.jpg 284.93KB
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README.md 365B
index.html 2.95KB
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README.md 5.08KB
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deploy.sh 375B
stl-decomp-4j
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TimeSeriesUtilities.java 2.51KB
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LoessSettings.java 2.66KB
LoessInterpolator.java 12.36KB
LoessSmoother.java 8.70KB
SeasonalTrendLoess.java 25.40KB
CyclicSubSeriesSmoother.java 11.20KB
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CyclicSubSeriesSmootherTest.java 4.57KB
TestUtilities.java 689B
LoessInterpolatorTest.java 9.97KB
LoessSettingsTest.java 3.24KB
SimulatedWeeklyMetric.java 42.57KB
SeasonalTrendLoessTest.java 44.18KB
StlTestDataGenerator.java 136.59KB
Stl4jRegressionTest.java 163.68KB
StlFitStatsTest.java 12.83KB
LoessSmootherTest.java 38.25KB
TimeSeriesUtilitiesTest.java 2.81KB
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.idea
misc.xml 548B
vcs.xml 183B
uiDesigner.xml 8.59KB
codeStyles
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codeStyleSettings.xml 2.61KB
inspectionProfiles
Project_Default.xml 3.95KB
compiler.xml 837B
modules.xml 596B
kotlinc.xml 232B
docs
ImplementationNotes.tex 11.04KB
ImplementationNotes.pdf 96.67KB
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