Class ARIMAForecast
- java.lang.Object
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- dev.nm.stat.timeseries.linear.univariate.arima.ARIMAForecast
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public class ARIMAForecast extends Object
Forecasts an ARIMA time series using the innovative algorithm.
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ARIMAForecast.Forecast
The forecast value and variance.
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Constructor Summary
Constructors Constructor Description ARIMAForecast(IntTimeTimeSeries xt, int p, int d, int q, double epsilon)
Constructs a forecaster for a time series assuming ARIMA model.ARIMAForecast(IntTimeTimeSeries xt, ARIMAModel arima)
Constructs a forecaster for a time series assuming ARIMA model.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description ARIMAForecast.Forecast
next()
Gets the next forecast.List<ARIMAForecast.Forecast>
next(int nSteps)
Gets the next n-step forecasts.
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Constructor Detail
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ARIMAForecast
public ARIMAForecast(IntTimeTimeSeries xt, ARIMAModel arima)
Constructs a forecaster for a time series assuming ARIMA model.- Parameters:
xt
- a time seriesarima
- the ARIMA specification
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ARIMAForecast
public ARIMAForecast(IntTimeTimeSeries xt, int p, int d, int q, double epsilon)
Constructs a forecaster for a time series assuming ARIMA model.- Parameters:
xt
- a time seriesp
- the number of AR termsd
- the order of integrationq
- the number of MA termsepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0
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Method Detail
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next
public ARIMAForecast.Forecast next()
Gets the next forecast.- Returns:
- the next forecast
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next
public List<ARIMAForecast.Forecast> next(int nSteps)
Gets the next n-step forecasts.- Parameters:
nSteps
- the number of steps to forecast- Returns:
- all the n-step forecasts
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