Class SDAR

Sequentially Discounting Autoregressive model

Deprecated

Does not work properly

Index

Constructors

Properties

_c _m _p _r _s _w _x

Methods

_update predict probability

Constructors

constructor

new SDAR(p?: number, r?: number): SDAR
Parameters
- Optionalp: number
  Order
- Optionalr: number
  Forgetting factor
Returns SDAR
- Defined in lib/model/sdar.d.ts:10

Properties

_c

_c: number[]

_m

_m: number

_p

_p: number

_r

_r: number

_s

_s: number

_w

_w: any

_x

_x: any[]

Methods

_update

_update(data: any): number[]
Parameters
- data: any
Returns number[]
- Defined in lib/model/sdar.d.ts:18

predict

predict(data: number[], k: number): number[]
Returns predicted future values.
Parameters
- data: number[]
  Training data
- k: number
  Prediction count
Returns number[]
Predicted values
- Defined in lib/model/sdar.d.ts:31

probability

probability(data: number[]): number[]
Returns probability of the datas.
Parameters
- data: number[]
  Sample data
Returns number[]
Predicted values
- Defined in lib/model/sdar.d.ts:24