com.github.signaflo.timeseries.model

Class MeanModel

java.lang.Object

com.github.signaflo.timeseries.model.MeanModel

All Implemented Interfaces:

Model

public final class MeanModel
extends Object
implements Model

A time series model that assumes no trend or seasonal factors are present, and that puts as much weight on early values of the series as it does on recent values.

Constructor Summary

Constructors

Constructor and Description
MeanModel(TimeSeries observed)

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object o)
TimeSeries	fittedSeries() Get the model fitted values, which are in-sample one-step ahead forecasts.
Forecast	forecast(int steps, double alpha) Produce a forecast from this model up to the given number of steps ahead.
int	hashCode()
TimeSeries	observations() Get the series of observations.
TimeSeries	predictionErrors() Get the model prediction errors, the difference between the observed values and the model fitted values.
String	toString()

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.github.signaflo.timeseries.model.Model

forecast

Constructor Detail

MeanModel

public MeanModel(@NonNull
                 TimeSeries observed)

Method Detail

forecast

public Forecast forecast(int steps,
                         double alpha)

Description copied from interface: Model

Produce a forecast from this model up to the given number of steps ahead.

Specified by:

forecast in interface Model

Parameters:

steps - the number of time periods ahead to forecast.

alpha - the significance level to use for the prediction interval.

Returns:

a forecast from this model up to the given number of steps ahead.

observations

public TimeSeries observations()

Description copied from interface: Model

Get the series of observations.

Specified by:

observations in interface Model

Returns:

the series of observations.

fittedSeries

public TimeSeries fittedSeries()

Description copied from interface: Model

Get the model fitted values, which are in-sample one-step ahead forecasts.

Specified by:

fittedSeries in interface Model

Returns:

the model fitted values.

predictionErrors

public TimeSeries predictionErrors()

Description copied from interface: Model

Get the model prediction errors, the difference between the observed values and the model fitted values.

Specified by:

predictionErrors in interface Model

Returns:

the model prediction errors.

toString

public String toString()

Overrides:

toString in class Object

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object