scalation
API
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scalation/scalation/scalation.modeling/scalation.modeling.forecasting/ARMA

ARMA

scalation.modeling.forecasting.ARMA
See theARMA companion class
object ARMA

The ARMA companion object provides factory methods and default hyperparameters for ARMA models.

Attributes

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

Members list

Value members

Concrete methods

def apply(y: VectorD, hh: Int, tRng: Range = ..., hparam: HyperParameter = ...): ARMA

Create an ARMA model.

Create an ARMA model.

Value parameters

hh

the maximum forecast horizon

hparam

the hyper-parameters

tRng

the optional time range

y

the univariate response/time-series vector

Attributes

Concrete fields

val hp: HyperParameter

Hyper-parameters:

Hyper-parameters:

  • p: AR order
  • q: MA order

Attributes

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