com.github.signaflo.timeseries.forecast

Interface Forecaster

public interface Forecaster

A time series forecaster.

Method Summary

Modifier and Type	Method and Description
default TimeSeries	computeLowerPredictionBounds(int steps, double alpha) Compute the lower end points of a prediction interval with the given number of forecast steps and α significance level.
TimeSeries	computeLowerPredictionBounds(TimeSeries forecast, int steps, double alpha) Compute the lower end points of a prediction interval using the given forecast, forecast steps, and α significance level.
TimeSeries	computePointForecasts(int steps) Create a new point forecast for the given number of steps ahead.
default TimeSeries	computeUpperPredictionBounds(int steps, double alpha) Compute the upper end points of a prediction interval with the given number of forecast steps and α significance level.
TimeSeries	computeUpperPredictionBounds(TimeSeries forecast, int steps, double alpha) Compute the upper end points of a prediction interval using the given forecast, forecast steps, and α significance level.
default Forecast	forecast(int steps) Create a new forecast for the given number of steps ahead with a default α significance level of 0.05.
Forecast	forecast(int steps, double alpha) Create a new forecast for the given number of steps ahead with the given α significance level.

Method Detail

computeUpperPredictionBounds

TimeSeries computeUpperPredictionBounds(TimeSeries forecast,
                                        int steps,
                                        double alpha)

Compute the upper end points of a prediction interval using the given forecast, forecast steps, and α significance level.

Parameters:

forecast - the forecasted values.

steps - the number of time periods ahead to forecast.

alpha - the significance level for the prediction interval.

Returns:

the upper end points of a prediction interval using the given forecast, forecast steps, and α significance level.

computeLowerPredictionBounds

TimeSeries computeLowerPredictionBounds(TimeSeries forecast,
                                        int steps,
                                        double alpha)

Compute the lower end points of a prediction interval using the given forecast, forecast steps, and α significance level.

Parameters:

forecast - the forecasted values.

steps - the number of time periods ahead to forecast.

alpha - the significance level for the prediction interval.

Returns:

the lower end points of a prediction interval using the given forecast, forecast steps, and α significance level.

computeLowerPredictionBounds

default TimeSeries computeLowerPredictionBounds(int steps,
                                                double alpha)

Compute the lower end points of a prediction interval with the given number of forecast steps and α significance level.

Parameters:

steps - the number of time periods ahead to forecast.

alpha - the significance level for the prediction interval.

Returns:

the lower end points of a prediction interval with the given number of forecast steps and α significance level.

computeUpperPredictionBounds

default TimeSeries computeUpperPredictionBounds(int steps,
                                                double alpha)

Compute the upper end points of a prediction interval with the given number of forecast steps and α significance level.

Parameters:

steps - the number of time periods ahead to forecast.

alpha - the significance level for the prediction interval.

Returns:

the upper end points of a prediction interval with the given number of forecast steps and α significance level.

computePointForecasts

TimeSeries computePointForecasts(int steps)

Create a new point forecast for the given number of steps ahead.

Parameters:

steps - the number of time periods ahead to forecast.

Returns:

a new point forecast for the given number of steps ahead.

forecast

Forecast forecast(int steps,
                  double alpha)

Create a new forecast for the given number of steps ahead with the given α significance level.

Parameters:

steps - the number of time periods ahead to forecast.

alpha - the significance level for the prediction interval.

Returns:

a new forecast for the given number of steps ahead with the given α significance level.

forecast

default Forecast forecast(int steps)

Create a new forecast for the given number of steps ahead with a default α significance level of 0.05.

Parameters:

steps - the number of time periods ahead to forecast.

Returns:

a new forecast for the given number of steps ahead with a default α significance level of 0.05.