scalation
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scalation/scalation/scalation.modeling/scalation.modeling.forecasting/scalation.modeling.forecasting.multivar/RandomWalk_Star

RandomWalk_Star

scalation.modeling.forecasting.multivar.RandomWalk_Star
See theRandomWalk_Star companion class
object RandomWalk_Star

The RandomWalk_Star companion object is used to make an array of random walk models, e.g., one for each variable in a multi-variate time series.

Attributes

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

Members list

Value members

Concrete methods

def apply(y: MatrixD, hh: Int, fname: Array[String], tRng: Range, hparam: HyperParameter): Array[RandomWalk]

Create a RandomWalk_Star object consisting of several RandomWalk models.

Create a RandomWalk_Star object consisting of several RandomWalk models.

Value parameters

fname

the feature/variable names

hh

the maximum forecasting horizon (h = 1 to hh)

hparam

the hyper-parameters (defaults to null)

tRng

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

y

the multi-variate time series matrix [y_tj]

Attributes

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