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class ARIMAOptimizer extends AnyRef

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Instance Constructors

  1. new ARIMAOptimizer(data: Seq[Double], p: Int, d: Int, q: Int)

Type Members

  1. class ARIMA extends AnyRef

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  9. def fit: ARIMA

    Fits ARIMA model to provided time-series data.

    Fits ARIMA model to provided time-series data.

    returns

    Trained ARIMA model.

  10. final def getClass(): Class[_]
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  11. def getNextX(data: Seq[Double], maxLag: Int): Seq[Double]

    Retrieves X-vector from timeseries for next value forecasting by AR model.

    Retrieves X-vector from timeseries for next value forecasting by AR model. Collects values for lag indices from 1 to maxLag.

    data

    Historical metric results.

    maxLag

    Max lag index to retrieve values for.

    returns

    X-vector for new value prediction.

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