Class AR

constructor

• new AR(
      p: number,
      method?: "lsm" | "yuleWalker" | "levinson" | "householder",
  ): AR

  Parameters

  • p: number

    Order
  • Optionalmethod: "lsm" | "yuleWalker" | "levinson" | "householder"

    Method name

  Returns AR

_method

_p

_phi

_variance

_householder

• _householder(x: any): void

  Parameters

  • x: any

  Returns void

_levinson

• _levinson(x: any): void

  Parameters

  • x: any

  Returns void

_lsm

• _lsm(x: any): void

  Parameters

  • x: any

  Returns void

_yuleWalker

• _yuleWalker(x: any): void

  Parameters

  • x: any

  Returns void

fit

• fit(data: number[]): void

  Fit model.

  Parameters

  • data: number[]

    Training data

  Returns void

predict

• predict(data: number[], k: number): number[]

  Returns predicted future values.

  Parameters

  • data: number[]

    Sample data
  • k: number

    Prediction count

  Returns number[]

  Predicted values