SARY

scalation.modeling.forecasting.SARY
See theSARY companion class
object SARY

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

Attributes

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

Members list

Value members

Concrete methods

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

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

Create an SARY object by making/building an input matrix x and then calling the SARY 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