scalation.modeling.forecasting.multivar.AR_Star
See theAR_Star companion class
The AR_Star object is used to make an array of Auto-Regressive models, e.g., one for each variable in a multi-variate time series.
Attributes
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Companion
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class
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Graph
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Supertypes
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class Object
trait Matchable
class Any
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Self type
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Members list
Create a AR_Star object consisting of several AR models.
Create a AR_Star object consisting of several AR models.
Value parameters
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fname
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the feature/variable names
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hh
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the maximum forecasting horizon (h = 1 to hh)
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hparam
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the hyper-parameters (defaults to AR.hp)
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tRng
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the time vector, if relevant (time index may suffice)
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y
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the multi-variate time series matrix [y_tj]
Attributes