Class ARIMAForecast


  • public class ARIMAForecast
    extends Object
    Forecasts an ARIMA time series using the innovative algorithm.
    • Constructor Detail

      • ARIMAForecast

        public ARIMAForecast​(IntTimeTimeSeries xt,
                             ARIMAModel arima)
        Constructs a forecaster for a time series assuming ARIMA model.
        Parameters:
        xt - a time series
        arima - the ARIMA specification
      • 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 series
        p - the number of AR terms
        d - the order of integration
        q - the number of MA terms
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
    • Method Detail

      • 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