Object/Class

org.ruivieira.ssm.univariate

UnivariateStructure

Related Docs: class UnivariateStructure | package univariate

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object UnivariateStructure extends Serializable

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  1. UnivariateStructure
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  1. final def !=(arg0: Any): Boolean

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  2. final def ##(): Int

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  5. def clone(): AnyRef

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  6. def createCyclical(period: Int, harmonics: Int): UnivariateStructure

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    Create seasonal UnivariateStructure using a Fourier representation

    Create seasonal UnivariateStructure using a Fourier representation

    period

    The seasonality period

    harmonics

    The number of Fourier harmonics

    returns

    A UnivariateStructure

  7. def createLocallyConstant(W: Double = 1.0): UnivariateStructure

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    Create a locally constance (underlying mean only) UnivariateStructure

    Create a locally constance (underlying mean only) UnivariateStructure

    W

    The state's variance, W > 0

    returns

    A UnivariateStructure

  8. def createLocallyLinear(W: DenseMatrix[Double] = DenseMatrix.eye[Double](2)): UnivariateStructure

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    Create a locally linear (underlying mean and trend) UnivariateStructure

    Create a locally linear (underlying mean and trend) UnivariateStructure

    W

    The state's variance, W > 0

    returns

    A UnivariateStructure

  9. def createSeasonal(period: Int): UnivariateStructure

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    Create a purely seasonal UnivariateStructure

    Create a purely seasonal UnivariateStructure

    period

    The seasonality period

    returns

    A UnivariateStructure

  10. final def eq(arg0: AnyRef): Boolean

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  11. def equals(arg0: Any): Boolean

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  12. def finalize(): Unit

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  13. final def getClass(): Class[_]

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  15. final def isInstanceOf[T0]: Boolean

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  17. final def notify(): Unit

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  18. final def notifyAll(): Unit

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  19. final def synchronized[T0](arg0: ⇒ T0): T0

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