Time Series Model<T> Class
Represents a time-series model.
Definition
Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public abstract class TimeSeriesModel<T> : Model
where T : Object, IComparable<T>
- Inheritance
- Object → Model → TimeSeriesModel<T>
- Derived
Type Parameters
- T
Remarks
Use the TimeSeriesModel<T> class as the base class for implementing time series models. This is an abstract base class and cannot be instantiated directly. Instead, use one of the inherited types, as listed in the table below:
Class | Description |
---|---|
Exponential | Single or double exponential smoothing. |
Arima | Auto-regressive integrated moving average models. |
Constructors
Time | Called by derived classes to constructs a new TimeSeriesModel<T>. |
Properties
Base |
Gets an index containing the keys of the columns
that are required inputs to the model.
(Inherited from Model) |
Computed |
Gets whether the model has been computed.
(Inherited from Model) Obsolete. |
Covariance | Gets the covariance matrix of the model parameters. |
Data |
Gets an object that contains all the data used as input to the model.
(Inherited from Model) |
Degrees | Gets the total degrees of freedom of the data. |
Fitted |
Gets whether the model has been computed.
(Inherited from Model) |
Input |
Gets the schema for the features used for fitting the model.
(Inherited from Model) |
Log | Gets the log-likelihood that the model generated the data. |
Max |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from Model) |
Model |
Gets the collection of variables used in the model.
(Inherited from Model) |
Number |
Gets the number of observations the model is based on.
(Inherited from Model) |
Parallel |
Gets or sets an object that specifies how the calculation of the model should be parallelized.
(Inherited from Model) |
Parameters | Gets the collection of parameters associated with this model. |
Parameter | Gets the collection of parameters associated with this model. |
Predictions | Gets a vector containing the model's predicted values for the dependent variable. |
Residuals | Gets a vector containing the residuals of the model. |
Residual | Gets the sum of squares of the residuals of the model. |
Standard | Gets the standard error of the regression. |
Status |
Gets the status of the model, which determines which information is available.
(Inherited from Model) |
Supports |
Indicates whether the model supports case weights.
(Inherited from Model) |
Time | Gets the time series that is being modeled. |
Weights |
Gets or sets the actual weights.
(Inherited from Model) |
Methods
Compute() |
Computes the model.
(Inherited from Model) Obsolete. |
Compute( |
Computes the model.
(Inherited from Model) Obsolete. |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Fit() |
Fits the model to the data.
(Inherited from Model) |
Fit( |
Fits the model to the data.
(Inherited from Model) |
Fit |
Computes the model to the specified input
using the specified parallelization options.
(Inherited from Model) |
Forecast() | Returns the one step ahead forecast. |
Forecast( | Returns the forecast for the specified number of steps ahead. |
Get | Returns the Akaike information criterion (AIC) value for the model. |
Get | Returns the Bayesian information criterion (BIC) value for the model. |
GetHashCode | Serves as the default hash function. (Inherited from Object) |
GetType | Gets the Type of the current instance. (Inherited from Object) |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
Reset |
Clears all fitted model parameters.
(Inherited from Model) Obsolete. |
Reset |
Clears all fitted model parameters.
(Inherited from Model) |
Set |
Uses the specified data frame as the source for all input variables.
(Inherited from Model) |
Summarize() |
Returns a string containing a human-readable summary of the object using default options.
(Inherited from Model) |
Summarize( |
Returns a string containing a human-readable summary of the object using the specified options.
(Inherited from Model) |
ToString | Returns a string that represents the current object. (Inherited from Model) |