Sequentially Discounting Autoregressive model

Does not work properly

Constructors

Properties

Methods

Constructors

  • Parameters

    • Optionalp: number

      Order

    • Optionalr: number

      Forgetting factor

    Returns SDAR

Properties

_c: number[]
_m: number
_p: number
_r: number
_s: number
_w: any
_x: any[]

Methods

  • Parameters

    • data: any

    Returns number[]

  • Returns predicted future values.

    Parameters

    • data: number[]

      Training data

    • k: number

      Prediction count

    Returns number[]

    Predicted values

  • Returns probability of the datas.

    Parameters

    • data: number[]

      Sample data

    Returns number[]

    Predicted values