scalation.modeling.forecasting.RandomWalk
See theRandomWalk companion class
The RandomWalk companion object provides factory methods for the RandomWalk class.
Attributes
-
Companion
-
class
-
Graph
-
-
Supertypes
-
class Object
trait Matchable
class Any
-
Self type
-
Members list
Create a RandomWalk forecasting object.
Create a RandomWalk forecasting object.
Value parameters
-
hh
-
the maximum forecasting horizon (h = 1 to hh)
-
hparam
-
the hyper-parameters (defaults to null)
-
tRng
-
the time vector, if relevant (time index may suffice)
-
y
-
the response vector (time series data)
Attributes
Make a RandomWalk time series vector by recording integer locations for a random walk.
Make a RandomWalk time series vector by recording integer locations for a random walk.
Value parameters
-
d
-
the maximum step size {-d, ..., d} in the random walk
-
n
-
the number of steps to make in the random walk
-
stm
-
the random number stream to use
-
y0
-
the previous value (e.g., from a training set)
Attributes