scalation
API
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scalation/scalation/scalation.modeling/scalation.modeling.forecasting/AR

AR

scalation.modeling.forecasting.AR
See theAR companion class
object AR

The AR companion object provides factory methods for the AR class.

Attributes

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

Members list

Value members

Concrete methods

def apply(y: VectorD, hh: Int, tRng: Range, hparam: HyperParameter): AR

Create a AR object.

Create a AR object.

Value parameters

hh

the maximum forecasting horizon (h = 1 to hh)

hparam

the hyper-parameters

tRng

the time range, if relevant (time index may suffice)

y

the response vector (time series data)

Attributes

Concrete fields

val hp: HyperParameter

Base hyper-parameter specification for the AR, ARMA, ARIMA, SARIMA and SARIMAX classes

Base hyper-parameter specification for the AR, ARMA, ARIMA, SARIMA and SARIMAX classes

Attributes

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