The ARX_SR companion object provides factory methods for the ARX_SR class.
Attributes
Members list
Value members
Concrete methods
Create an ARX_SR object by building an input matrix xy and then calling the ARX_SR constructor.
Create an ARX_SR object by building an input matrix xy and then calling the ARX_SR constructor.
Value parameters
- bakcast
-
whether a backcasted value is prepended to the time series (defaults to false)
- fEndo_enab
-
the set of transforms to be used for the endogenous
- fExo_enab
-
the array containing the sets of transforms to be used for the exogenous
- fname_
-
the feature/variable names
- hh
-
the maximum forecasting horizon (h = 1 to hh)
- hparam
-
the hyper-parameters
- tRng
-
the time range, if relevant (time index may suffice)
- xe
-
the matrix of exogenous variable values
- y
-
the endogenous/response vector (main time series data)
Attributes
Build the input matrix by combining the spec + p columns for the trend and endogenous variable with the q * xe.dim2 columns for the exogenous variables. When cross = true, additional cross terms will be added. Columns produced by transformations will be added as well.
Build the input matrix by combining the spec + p columns for the trend and endogenous variable with the q * xe.dim2 columns for the exogenous variables. When cross = true, additional cross terms will be added. Columns produced by transformations will be added as well.
Value parameters
- bakcast
-
whether a backcasted value is prepended to the time series (defaults to false)
- fEndo
-
the transformation functions to apply on the endogenous variables
- fExo
-
the transformation functions to apply on the exogenous variables
- hp_
-
the hyper-parameters
- xe_bfil
-
the matrix of exogenous variable values
- y
-
the endogenous/response vector (main time series data)
Attributes
Form an array of names for the features included in the model.
Form an array of names for the features included in the model.
Value parameters
- hp_
-
the hyper-parameters
- n_exo
-
the number of exogenous variable
- n_fEn
-
the number of functions used to map endogenous variables
- n_fExArr
-
the number of functions used to map each exogenous variables
Attributes
Form arrays of transforms object using the vector of transform parameters.
Form arrays of transforms object using the vector of transform parameters.
Value parameters
- fEndo_enab
-
the set of transforms to be used for the endogenous
- fExo_enab
-
the array containing the sets of transforms to be used for the exogenous
Attributes
Create an ARX_SR object by building an input matrix xy and then calling the ARX_SR constructor, with rescaling of endogneous and exogenous variable values.
Create an ARX_SR object by building an input matrix xy and then calling the ARX_SR constructor, with rescaling of endogneous and exogenous variable values.
Value parameters
- bakcast
-
whether a backcasted value is prepended to the time series (defaults to false)
- fEndo_enab
-
the set of transforms to be used for the endogenous
- fExo_enab
-
the array containing the sets of transforms to be used for the exogenous
- fname_
-
the feature/variable names
- hh
-
the maximum forecasting horizon (h = 1 to hh)
- hparam
-
the hyper-parameters
- tFormT
-
the transform for rescaling endogenous and exogenous
- tRng
-
the time range, if relevant (time index may suffice)
- xe
-
the matrix of exogenous variable values
- y
-
the endogenous/response vector (main time series data)