Time Series Analysis
This demo illustrates how the JMSLTM Library can be used to easily create a Java application that allows the user to analyze time series in many different ways. The "Analyze" menu is built dynamically from an xml file based on available functions in a subdirectory.
1) From the list of parameters, select one or more time series (use Shift and Control keys to select multiple items).
2) Use the "Draw Chart" button to plot the selected series.
3) From the "Analyze" menu selection, transform the existing time series to create new time series and add them to the list. Transformation choices include Absolute Value, Cubic Spline, Integral, Derivative, and Moving Average.
Using the File|Open menu, you can select any .csv file to read into this demo. The requirements are that the file contain a header row of parameter names and values are all doubles (i.e., no dates). See the default example for a model.
Analysis functions use various JMSL Library classes like com.imsl.stat.Summary. Functionality in this demo can be easily extended.