TimeSeriesModel<T>.Forecast Method

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.2.0

Overload List

Forecast() Returns the one step ahead forecast.
Forecast(Int32) Returns the forecast for the specified number of steps ahead.

Forecast

Returns the one step ahead forecast.
C#
public T Forecast()

Return Value

T
The forecast value for the time series for the time period after the end of the original time series.

Remarks

This method is available when the model is fitted or deployed. It throws an InvalidOperationException if the model has not been fitted.

Exceptions

InvalidOperationException Thrown if the model has not been fitted.

Forecast(Int32)

Returns the forecast for the specified number of steps ahead.
C#
public abstract Vector<T> Forecast(
	int steps
)

Parameters

steps  Int32
The number of forecasts to return.

Return Value

Vector<T>
A vector containing the forecast value for the time series.

Remarks

Note that the first element of the return value, with index 0, is the one step ahead forecast.

This method is available when the model is fitted or deployed. It throws an InvalidOperationException if the model has not been fitted.

Exceptions

InvalidOperationException Thrown if the model has not been fitted.

See Also