scalation.modeling.forecasting_old.Forecaster
See theForecaster companion trait
The Forecaster companion object provides methods useful for classes extending the Forecaster trait, i.e., forecasting models with a single input variable.
Attributes
Companion
trait
Graph
Reset zoom Hide graph Show graph
Supertypes
class Object
trait Matchable
class Any
Self type
Members list
Point out the differences between two vectors/time series.
Point out the differences between two vectors/time series.
Value parameters
allow
flag indicating whether allow (via assert) any differences
scale
the scale factor to set the tolerance 'tol'
u
the first vector/time series
v
the second vector/time series
Attributes
Evaluate the quality of point and optionally interval forecast for horizon (h = 1 to hh).
Evaluate the quality of point and optionally interval forecast for horizon (h = 1 to hh).
Value parameters
hh
the maximum forecasting horizon (h = 1 to hh)
ints
whether to evaluate prediction interval forecasts as well as point forecasts
mod
the forecasting model to be evaluated
y
the actual time series values
Attributes