scalation
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scalation/scalation/scalation.modeling/scalation.modeling.forecasting/RandomWalkS

RandomWalkS

scalation.modeling.forecasting.RandomWalkS
See theRandomWalkS companion class
object RandomWalkS

The RandomWalkS companion object provides factory methods for the RandomWalkS class.

Attributes

Companion
class
Graph
Supertypes
class Object
trait Matchable
class Any
Self type

Members list

Value members

Concrete methods

def apply(y: VectorD, hh: Int, tRng: Range, hparam: HyperParameter): RandomWalkS

Create a RandomWalkS object.

Create a RandomWalkS object.

Value parameters

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

Concrete fields

val hp: HyperParameter

Base hyper-parameter specification for the RandomWalkS classes

Base hyper-parameter specification for the RandomWalkS classes

Attributes

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