signaflo / java-timeseries

Time series analysis in Java
MIT License
195 stars 49 forks source link

Add Coefficient and Parameter concepts #33

Open signaflo opened 5 years ago

signaflo commented 5 years ago

The current way of using coefficients is ugly.

A coefficient is either a known or estimated property of a process or model. It should have un uncertainty score associated with it. If the coefficient is pre-determined, the uncertainty score should be zero. Otherwise, the coefficient should be greater than zero.

A parameter is a numeric property of a process or model that is unknown and may vary. Once it no becomes known or no longer varies, it becomes a coefficient.