A class to perform seasonal forecasting on a time series. More...
#include <forecast.h>
Public Member Functions | |
| void | applyForecast (Forecast *, const Date[], unsigned int, bool) |
| double | generateForecast (Forecast *fcst, const double history[], unsigned int count, const double weight[], bool debug) |
| string | getName () |
| Seasonal (double a=initial_alfa, double b=initial_beta, double g=initial_gamma) | |
| ~Seasonal () | |
Static Public Member Functions | |
| static void | setDampenTrend (double x) |
| static void | setInitialAlfa (double x) |
| static void | setInitialBeta (double x) |
| static void | setInitialGamma (double x) |
| static void | setMaxAlfa (double x) |
| static void | setMaxBeta (double x) |
| static void | setMaxGamma (double x) |
| static void | setMaxPeriod (int x) |
| static void | setMinAlfa (double x) |
| static void | setMinBeta (double x) |
| static void | setMinGamma (double x) |
| static void | setMinPeriod (int x) |
Detailed Description
A class to perform seasonal forecasting on a time series.
Definition at line 564 of file forecast.h.
Constructor & Destructor Documentation
| module_forecast::Forecast::Seasonal::Seasonal | ( | double | a = initial_alfa, |
| double | b = initial_beta, |
||
| double | g = initial_gamma |
||
| ) | [inline] |
Constructor.
Definition at line 671 of file forecast.h.
| module_forecast::Forecast::Seasonal::~Seasonal | ( | ) | [inline] |
Destructor.
Definition at line 675 of file forecast.h.
Member Function Documentation
| void module_forecast::Forecast::Seasonal::applyForecast | ( | Forecast * | forecast, |
| const Date | buckets[], | ||
| unsigned int | bucketcount, | ||
| bool | debug | ||
| ) | [virtual] |
Forecast value updating.
Implements module_forecast::Forecast::ForecastMethod.
Definition at line 693 of file timeseries.cpp.
| double module_forecast::Forecast::Seasonal::generateForecast | ( | Forecast * | fcst, |
| const double | history[], | ||
| unsigned int | count, | ||
| const double | weight[], | ||
| bool | debug | ||
| ) | [virtual] |
Forecast evaluation.
Implements module_forecast::Forecast::ForecastMethod.
Definition at line 526 of file timeseries.cpp.
| string module_forecast::Forecast::Seasonal::getName | ( | ) | [inline, virtual] |
The name of the method.
Implements module_forecast::Forecast::ForecastMethod.
Definition at line 782 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setDampenTrend | ( | double | x | ) | [inline, static] |
Update the dampening factor for the trend.
Definition at line 775 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setInitialAlfa | ( | double | x | ) | [inline, static] |
Update the initial value for the alfa parameter.
Definition at line 701 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setInitialBeta | ( | double | x | ) | [inline, static] |
Update the initial value for the beta parameter.
Definition at line 725 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setInitialGamma | ( | double | x | ) | [inline, static] |
Update the initial value for the alfa parameter.
The default value is 0.05.
Definition at line 751 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setMaxAlfa | ( | double | x | ) | [inline, static] |
Update the maximum value for the alfa parameter.
Definition at line 717 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setMaxBeta | ( | double | x | ) | [inline, static] |
Update the maximum value for the beta parameter.
Definition at line 741 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setMaxGamma | ( | double | x | ) | [inline, static] |
Update the maximum value for the alfa parameter.
Definition at line 767 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setMaxPeriod | ( | int | x | ) | [inline, static] |
Update the maximum period that can be detected.
Definition at line 693 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setMinAlfa | ( | double | x | ) | [inline, static] |
Update the minimum value for the alfa parameter.
Definition at line 709 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setMinBeta | ( | double | x | ) | [inline, static] |
Update the minimum value for the beta parameter.
Definition at line 733 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setMinGamma | ( | double | x | ) | [inline, static] |
Update the minimum value for the alfa parameter.
Definition at line 759 of file forecast.h.
| static void module_forecast::Forecast::Seasonal::setMinPeriod | ( | int | x | ) | [inline, static] |
Update the minimum period that can be detected.
Definition at line 685 of file forecast.h.
The documentation for this class was generated from the following files:
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