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scalation.analytics.forecaster

ExampleEcon2_SARIMA

object ExampleEcon2_SARIMA extends App

The ExampleEcon2_SARIMA object tests various prediction and forecasting techniques on daily economic/finance time-series data. > runMain scalation.analytics.forecaster.ExampleEcon2_SARIMA

Linear Supertypes
App, DelayedInit, AnyRef, Any
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Inherited
  1. ExampleEcon2_SARIMA
  2. App
  3. DelayedInit
  4. AnyRef
  5. Any
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Visibility
  1. Public
  2. Protected

Value Members

  1. val FEATURE1: Int
  2. val FEATURE2: Int
  3. val MISSING: Int
  4. val RESPONSE: Int
  5. val _1: VectorD
  6. val d: Int
  7. final val executionStart: Long
    Definition Classes
    App
  8. val h: Int
  9. final def main(args: Array[String]): Unit
    Definition Classes
    App
  10. val q: Int
  11. val rescaled: Boolean
  12. val t: VectorD
  13. val tech: Set[String]
  14. def test(modName: String, mod: SARIMA, kt: Int = h, h: Int): Unit

    Test the model.

    Test the model.

    modName

    the name of the model to test

    mod

    the model to test

    kt

    the retraining frequency

    h

    the forecasting horizon

  15. val x: MatrixD
  16. val xy: MatrixD
  17. val xyr: MatrixD
  18. val y: VectorD

Deprecated Value Members

  1. def delayedInit(body: => Unit): Unit
    Definition Classes
    App → DelayedInit
    Annotations
    @deprecated
    Deprecated

    (Since version 2.11.0) the delayedInit mechanism will disappear