scalation.modeling.forecasting.QuadSpline
See theQuadSpline companion class
The QuadSpline companion object provides factory methods for the QuadSpline class.
Attributes
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Companion
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class
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Graph
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Supertypes
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class Object
trait Matchable
class Any
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Self type
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Members list
Create a QuadSpline object that predicts using a quadratic curve that fits the last three point.
Create a QuadSpline object that predicts using a quadratic curve that fits the last three point.
Value parameters
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hparam
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the hyper-parameters (none => use null)
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tt
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the time vector, if relevant (time index may suffice)
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y
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the response vector (time-series data)
Attributes
Based on time t and three points y_t-2, y_t-1, y_t, determine values for the coefficients a, b and c.
Based on time t and three points y_t-2, y_t-1, y_t, determine values for the coefficients a, b and c.
Value parameters
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t
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the time point
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y_0
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the current response value
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y_1
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the response value 1 time units in the past
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y_2
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the response value 2 time units in the past
Attributes