TimeSeries class

Time series analysis methods.

Constructors

TimeSeries()

Properties

hashCode → int
The hash code for this object.
no setterinherited
runtimeType → Type
A representation of the runtime type of the object.
no setterinherited

Methods

noSuchMethod(Invocation invocation) → dynamic
Invoked when a nonexistent method or property is accessed.
inherited
toString() → String
A string representation of this object.
inherited

Operators

operator ==(Object other) → bool
The equality operator.
inherited

Static Methods

acf(dynamic data, int maxLag) → Series
Autocorrelation function up to maxLag.
autocorrelation(dynamic data, int lag) → num
Autocorrelation at given lag.
autocovariance(dynamic data, int lag) → num
Autocovariance at given lag.
decompose(dynamic data, int period, {String model = 'additive'}) → SeasonalDecomposition
Seasonal decomposition (additive model).
difference(dynamic data, {int lag = 1}) → Series
Difference the series (for stationarity).
doubleExponentialSmoothing(dynamic data, double alpha, double beta) → Series
Double exponential smoothing (Holt's method).
exponentialSmoothing(dynamic data, double alpha) → Series
Exponential smoothing (single exponential smoothing).
movingAverage(dynamic data, int window) → Series
Simple moving average.
pacf(dynamic data, int maxLag) → Series
Partial autocorrelation function (PACF) using Durbin-Levinson algorithm.
tripleExponentialSmoothing(dynamic data, double alpha, double beta, double gamma, int period) → Series
Triple exponential smoothing (Holt-Winters method).