scalation
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scalation/scalation/scalation.modeling/scalation.modeling.forecasting/Forecaster

Forecaster

scalation.modeling.forecasting.Forecaster
See theForecaster companion trait
object Forecaster

The Forecaster companion object provides functions useful for forecasting

Attributes

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

Members list

Value members

Concrete methods

def checkForecastMatrix(yf: MatrixD, y: VectorD, yp: VectorD, show_yf: Boolean): Unit

Check the first two columns (horizon 0 and 1) of the forecasting matrix yf. Assertions will terminate the program when these disagree with [y, yp]. Note, =~ is approximately equals.

Check the first two columns (horizon 0 and 1) of the forecasting matrix yf. Assertions will terminate the program when these disagree with [y, yp]. Note, =~ is approximately equals.

Value parameters

show_yf

whether to show the whole forecasting matrix yf

y

the actual time-series values

yf

the forecasting matrix (time x horizons)

yp

the values from the predict method

Attributes

def differ(u: VectorD, v: VectorD, scale: Double, allow: Boolean): Int

Point out the differences between two vectors/time-series.

Point out the differences between two vectors/time-series.

Value parameters

allow

flag indicating whether allow (via assert) any differences

scale

the scale factor to set the tolerance 'tol'

u

the first vector/time-series

v

the second vector/time-series

Attributes

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