TranARY

scalation.modeling.forecasting.TranARY
See theTranARY companion class
object TranARY

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

Attributes

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

Members list

Value members

Concrete methods

def apply(y: VectorD, hh: Int, tRng: Range, hparam: HyperParameter, tran: FunctionS2S, itran: FunctionS2S, bakcast: Boolean): TranARY

Create an TranARY object by building an input matrix x and then calling the constructor.

Create an TranARY object by building an input matrix x and then calling the constructor.

Value parameters

bakcast

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

hh

the maximum forecasting horizon (h = 1 to hh)

hparam

the hyper-parameters

itran

the inverse transformation function to rescale predictions to original y scale (defaults to expm1)

tRng

the time range, if relevant (time index may suffice)

tran

the transformation function (defaults to log1p)

y

the response vector (time series data)

Attributes

See also

scalation.modeling.TranRegression for several options for (tran, itran) pairs