scalation.modeling.forecasting.ARY_D
See theARY_D companion class
The ARY_D companion object provides factory methods for the ARY_D 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 an ARY_D object by building an input matrix x and then calling the constructor.
Create an ARY_D object by building an input matrix x and then calling the constructor.
Value parameters
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bakcast
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whether a backcasted value is prepended to the time series (defaults to false)
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fname_
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the feature/variable names
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hh
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the maximum forecasting horizon (h = 1 to hh)
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hparam
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the hyper-parameters
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tRng
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the time range, if relevant (time index may suffice)
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y
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the response vector (time series data)
Attributes
Create an ARY_D object by building an input matrix xy and then calling the ARY_D constructor. Also rescale the input data.
Create an ARY_D object by building an input matrix xy and then calling the ARY_D constructor. Also rescale the input data.
Value parameters
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bakcast
-
whether a backcasted value is prepended to the time series (defaults to false)
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fname_
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the feature/variable names
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hh
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the maximum forecasting horizon (h = 1 to hh)
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hparam
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the hyper-parameters
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tForm
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the z-transform (rescale to standard normal)
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tRng
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the time range, if relevant (time index may suffice)
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y
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the endogenous/response vector (main time series data)
Attributes