The MakeMatrix4TS trait provides factory method templates for for invoking ARX* constructors.
Attributes
- Companion
- object
- Graph
-
- Supertypes
-
class Objecttrait Matchableclass Any
- Known subtypes
-
object ARXobject ARX_Dobject ARX_Quadobject ARX_Quad_Dobject ARX_Symbobject ARX_Symb_DShow all
Members list
Value members
Abstract methods
Create an ARX* object by building an input matrix xy and then calling the ARX* constructor.
Create an ARX* object by building an input matrix xy and then calling the ARX* constructor.
Value parameters
- bakcast
-
whether a backcasted value is prepended to the time series (defaults to false)
- fEndo
-
the array of functions used to transform endogenous variables
- fExo
-
the array of functions used to transform exogenous variables
- 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
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_fEx
-
the number of functions used to map exogenous variables
Attributes
Create an ARX* object by building an input matrix xy and then calling the ARX* constructor. Rescale the input data.
Create an ARX* object by building an input matrix xy and then calling the ARX* constructor. Rescale the input data.
Value parameters
- bakcast
-
whether a backcasted value is prepended to the time series (defaults to false)
- fEndo
-
the array of functions used to transform endogenous variables
- fExo
-
the array of functions used to transform exogenous variables
- hh
-
the maximum forecasting horizon (h = 1 to hh)
- hparam
-
the hyper-parameters
- tForm
-
the z-transform (rescale to standard normal)
- 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)