com.github.signaflo.timeseries.model.regression

Interface TimeSeriesLinearRegression

All Superinterfaces:

LinearRegression, Model, MultipleLinearRegression

public interface TimeSeriesLinearRegression
extends MultipleLinearRegression, Model

A linear regression model for time series data.

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	TimeSeriesLinearRegression.Intercept Specifies whether a time series regression model has an intercept.
static class	TimeSeriesLinearRegression.Seasonal Specifies whether a time series regression model has a seasonal component.
static class	TimeSeriesLinearRegression.TimeTrend Specifies whether a time series regression model has a time trend.

Method Summary

Modifier and Type	Method and Description
static TimeSeriesLinearRegressionBuilder	builder() Return a new builder for a time series linear regression model.
TimeSeriesLinearRegression.Intercept	intercept()
TimeSeriesLinearRegression.Seasonal	seasonal()
TimePeriod	seasonalCycle()
int	seasonalFrequency()
TimeSeries	timeSeriesResponse()
TimeSeriesLinearRegression.TimeTrend	timeTrend()

Methods inherited from interface com.github.signaflo.data.regression.MultipleLinearRegression

designMatrix, predictors, XtXInverse

Methods inherited from interface com.github.signaflo.data.regression.LinearRegression

beta, fitted, hasIntercept, residuals, response, sigma2, standardErrors

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

fittedSeries, forecast, forecast, observations, predictionErrors

Method Detail

builder

static TimeSeriesLinearRegressionBuilder builder()

Return a new builder for a time series linear regression model.

Specified by:

builder in interface LinearRegression

Specified by:

builder in interface MultipleLinearRegression

Returns:

a new builder for a time series linear regression model.

timeSeriesResponse

TimeSeries timeSeriesResponse()

intercept

TimeSeriesLinearRegression.Intercept intercept()

timeTrend

TimeSeriesLinearRegression.TimeTrend timeTrend()

seasonal

TimeSeriesLinearRegression.Seasonal seasonal()

seasonalCycle

TimePeriod seasonalCycle()

seasonalFrequency

int seasonalFrequency()