ARX_Quad

scalation.modeling.forecasting.ARX_Quad
See theARX_Quad companion class
object ARX_Quad

The ARX_Quad companion object provides factory methods.

Attributes

Companion
class
Graph
Supertypes
class Object
trait Matchable
class Any
Self type
ARX_Quad.type

Members list

Value members

Concrete methods

def apply(y: VectorD, lags: Int, hparam: HyperParameter): ARX_Quad

Create a ARX_Quad object to fit a quadratic surface from a response vector. The input/data matrix x is formed from the lagged y vectors as columns in matrix x. surface to Time Series data.

Create a ARX_Quad object to fit a quadratic surface from a response vector. The input/data matrix x is formed from the lagged y vectors as columns in matrix x. surface to Time Series data.

Value parameters

hparam

the hyper-parameters (use Regression.hp for default)

lags

the maximum lag included (inclusive)

y

the original un-expanded output/response vector

Attributes

def exo(y: VectorD, lags: Int, ex: MatrixD, hparam: HyperParameter)(elag1: Int, elag2: Int): ARX_Quad

Create a ARX_Quad object to fit a quadratic surface from a response vector. The input/data matrix x is formed from the lagged y vectors as columns in matrix x. In addition, lagged exogenous variables are added.

Create a ARX_Quad object to fit a quadratic surface from a response vector. The input/data matrix x is formed from the lagged y vectors as columns in matrix x. In addition, lagged exogenous variables are added.

Value parameters

elag1

the minimum exo lag included (inclusive)

elag2

the maximum exo lag included (inclusive)

hparam

the hyper-parameters (use Regression.hp for default)

lags

the maximum lag included (inclusive)

y

the original un-expanded output/response vector

Attributes