faif: faif::timeseries::PredictionAR Class Reference

faif

#include <Predictions.hpp>

Inheritance diagram for faif::timeseries::PredictionAR:

Inheritance graph

Collaboration diagram for faif::timeseries::PredictionAR:

Collaboration graph

Public Member Functions
	PredictionAR (const TimeSeriesDigit &history, const ARDef &definition)

virtual	~PredictionAR ()

virtual void	accept (PredictionVisitor &v) const

const ARDef &	getARDef () const

const TimeSeriesDigit &	getHistory () const

const TimeValueDigit &	getHistoricalValue (DigitTime t) const

TimeSeriesDigit	calculatePrediction (DigitTime from, DigitTime to)

Detailed Description

the auto-regressive (AR) computation block

f(t+1) = a(t)f(t) + a(t-1)f(t-1) + ... + a(t-n+1)f(t-n+1) or f(t+1) = a[0]f(t) + a[1]f(t-1) + ... a[n-1]f(t-n+1)

Constructor & Destructor Documentation

faif::timeseries::PredictionAR::PredictionAR	(	const TimeSeriesDigit &	history,
		const ARDef &	definition
	)

inline

c-tor

virtual faif::timeseries::PredictionAR::~PredictionAR ( )

inlinevirtual

d-tor

Member Function Documentation

virtual void faif::timeseries::PredictionAR::accept ( PredictionVisitor & v ) const

inlinevirtual

visitor pattern

Implements faif::timeseries::Prediction.

const ARDef& faif::timeseries::PredictionAR::getARDef ( ) const

inline

accessor

References faif::timeseries::Prediction::getHistoricalValue().

Referenced by faif::timeseries::operator<<().

const TimeSeriesDigit& faif::timeseries::Prediction::getHistory ( ) const

inlineinherited

accessor

References faif::timeseries::Prediction::accept().

Referenced by faif::timeseries::PredictionKNN::accept().

const TimeValueDigit& faif::timeseries::Prediction::getHistoricalValue ( DigitTime t ) const

inlineinherited

find the value for t (the lower_bound)

References faif::timeseries::TimeValueDigit::getTime().

Referenced by faif::timeseries::PredictionKNN::accept(), faif::timeseries::Prediction::calculatePrediction(), and getARDef().

TimeSeriesDigit faif::timeseries::Prediction::calculatePrediction	(	DigitTime	from,
		DigitTime	to
	)

inlineinherited

calculate the prediction for period <from, to>, values for negative timestamp are readed from the history

References faif::timeseries::Prediction::getHistoricalValue().

The documentation for this class was generated from the following file:

faif/timeseries/Predictions.hpp