scalation.modeling.forecasting.Example_Covid
The Example_Covid object provides a convenient way to load Covid-19 weekly data. See test cases (odd In-ST, even TnT Split) below for Loss/Equations Optimizer (a: 1, 2) Plot and EDA - - Univariate: (b: 3, 4) Baseline Models none or CSSE none or various (c: 5, 6) AR(p) Models Yule-Walker Durbin-Levinson (d: 7, 8) ARMA(p, q=0) Models CSSE BFGS (e: 9, 10) ARY(p) Models CSSE QR Factorization (f: 11, 12) ARY_D(p) Models CSSE + Direct QR Factorization (g: 13, 14) ARMA(p, q=1) Models CSSE BFGS Multivariate: (h: 15, 16) ARX(p, 2, 2) Models CSSE QR Factorization (i: 17, 18) ARX_D Models CSSE + Direct QR Factorization (j: 19, 20) ARX_Quad_D Models CSSE QR Factorization
Known Bugs: 13, 14
Attributes
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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
Load the Covid-19 weekly data into a matrix for the exogenous variables x and a vector for the response/endogenous variable y.
Load the Covid-19 weekly data into a matrix for the exogenous variables x and a vector for the response/endogenous variable y.
Value parameters
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trim
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the number of initial rows to trim away (e.g., they are all 0)
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x_strs
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the column names for the exogenous variables x
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y_str
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the column name for the endogenous variable y
Attributes
Load the Covid-19 weekly data into a vector for the response/endogenous variable y.
Load the Covid-19 weekly data into a vector for the response/endogenous variable y.
Value parameters
-
trim
-
the number of initial rows to trim away (e.g., they are all 0)
-
y_str
-
the column name for the endogenous variable y
Attributes
Load the Covid-19 weekly data into a matrix for the variables y.
Load the Covid-19 weekly data into a matrix for the variables y.
Value parameters
-
trim
-
the number of initial rows to trim away (e.g., they are all 0)
-
y_str
-
the column names for the variables y (e.g., used in a VAR model)
Attributes