scalation
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scalation/scalation/scalation.modeling/scalation.modeling.forecasting/MakeMatrix4TSY

MakeMatrix4TSY

scalation.modeling.forecasting.MakeMatrix4TSY
trait MakeMatrix4TSY

The MakeMatrix4TSY trait provides factory method templates for for invoking ARY* constructors.

Attributes

Graph
Supertypes
class Object
trait Matchable
class Any
Known subtypes
object ARY
object ARY_D
object ARY_Quad

Members list

Value members

Abstract methods

def apply(y: VectorD, hh: Int, fname_: Array[String], tRng: Range, hparam: HyperParameter, bakcast: Boolean): Forecaster_Reg | Forecaster_D

Create an ARY* object by making/building an input matrix x and then calling the ARY* constructor.

Create an ARY* object by making/building an input matrix x and then calling the ARY* constructor.

Value parameters

bakcast

whether a backcasted value is prepended to the time series (defaults to false)

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)

y

the response vector (time series data)

Attributes

def rescale(y: VectorD, hh: Int, fname_: Array[String], tRng: Range, hparam: HyperParameter, bakcast: Boolean, tForm: (VectorD | MatrixD) => Transform): Forecaster_Reg | Forecaster_D

Create an ARY* object by building an input matrix xy and then calling the ARY* constructor. Also rescale the input data.

Create an ARY* object by building an input matrix xy and then calling the ARY* constructor. Also rescale the input data.

Value parameters

bakcast

whether a backcasted value is prepended to the time series (defaults to false)

fname_

the feature/variable names

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)

y

the endogenous/response vector (main time series data)

Attributes

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