HistoricalSimulationModel (finmath lib 5.0.5 API)

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

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.

- Method Detail
  - 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.
  - getBestParameters
```
Map<String,Object> getBestParameters()
```
    Returns the parameters estimated for the given time series.
    
    Returns:
    
    The parameters estimated for the given time series.
  - getBestParameters
```
Map<String,Object> getBestParameters(Map<String,Object> previousResults)
```
    Returns the parameters estimated for the given time series, using a parameter guess.
    
    Parameters:
    
    previousResults - A parameter guess.
    
    Returns:
    
    The parameters estimated for the given time series.