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- All Known Implementing Classes:
ARMAGARCH
,DisplacedLognormal
,DisplacedLognormalARMAGARCH
,DisplacedLognormalGARCH
,DisplacedLognormalGJRGARCH
,GARCH
,SimpleHistroricalSimulation
public interface HistoricalSimulationModel
A parametric time series model based on a given times series.- Version:
- 1.0
- Author:
- Christian Fries
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description Map<String,Object>
getBestParameters()
Returns the parameters estimated for the given time series.Map<String,Object>
getBestParameters(Map<String,Object> previousResults)
Returns the parameters estimated for the given time series, using a parameter guess.HistoricalSimulationModel
getCloneWithWindow(int windowIndexStart, int windowIndexEnd)
Create a new model, using only a window of the times series.
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Method Detail
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getCloneWithWindow
HistoricalSimulationModel getCloneWithWindow(int windowIndexStart, int windowIndexEnd)
Create a new model, using only a window of the times series.- Parameters:
windowIndexStart
- Index of the first element to be part of the new time series.windowIndexEnd
- Index of the last element to be part of the new time series.- Returns:
- A new historical simulation using a different data window.
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getBestParameters
Map<String,Object> getBestParameters()
Returns the parameters estimated for the given time series.- Returns:
- The parameters estimated for the given time series.
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