WeightedMovingAverage

scalation.modeling.forecasting_old.WeightedMovingAverage
See theWeightedMovingAverage companion class

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

Attributes

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

Members list

Value members

Concrete methods

Create a WeightedMovingAverage object.

Create a WeightedMovingAverage object.

Value parameters

hparam

the hyper-parameters

tt

the time points, if needed

y

the response vector (time series data)

Attributes

def backcast(y_: VectorD): Double

Backcast to predict the value prior to the start of the time series.

Backcast to predict the value prior to the start of the time series.

Value parameters

q

the length of the moving average

y

the response vector (time series data), a prefix suffices

Attributes

Decompose a univariate time series into a moving average and a remainder.

Decompose a univariate time series into a moving average and a remainder.

Value parameters

hparam

the hyper-parameters

tt

the time points, if needed

y

the response vector (time series data)

Attributes

See also