SimpleMovingAverage

scalation.modeling.forecasting.SimpleMovingAverage
See theSimpleMovingAverage companion class

The SimpleMovingAverage companion object provides factory methods for the SimpleMovingAverage 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): SimpleMovingAverage

Create a SimpleMovingAverage object.

Create a SimpleMovingAverage 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

Base hyper-parameter specification for SimpleMovingAverage and WeightedMovingAverage classes

Base hyper-parameter specification for SimpleMovingAverage and WeightedMovingAverage classes

Attributes