kieker.tools.tslib.forecast
Class AbstractRForecaster

java.lang.Object
  kieker.tools.tslib.forecast.AbstractForecaster<Double>
      kieker.tools.tslib.forecast.AbstractRForecaster

All Implemented Interfaces:

IForecaster<Double>

Direct Known Subclasses:

ARIMA101Forecaster, ARIMAForecaster, CrostonForecaster, CSForecaster, ETSForecaster, MeanForecaster, NaiveForecaster, SESRForecaster

public abstract class AbstractRForecaster
extends AbstractForecaster<Double>

Convenience class to implement an IForecaster with R.

Since:

1.10

Author:

Andre van Hoorn, Nikolas Herbst, Andreas Eberlein, Tobias Rudolph, Thomas Duellmann

Constructor Summary

AbstractRForecaster(ITimeSeries<Double> historyTimeseries, String modelFunc, String forecastFunc, ForecastMethod strategy)

AbstractRForecaster(ITimeSeries<Double> historyTimeseries, String modelFunc, String forecastFunc, int confidenceLevel, ForecastMethod strategy)

Method Summary

IForecastResult	forecast(int numForecastSteps) Performs a time series forecast for the given number of steps in the future.
static Double[]	removeNullValues(List<Double> allHistory)

Methods inherited from class kieker.tools.tslib.forecast.AbstractForecaster

getConfidenceLevel, getTsOriginal

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AbstractRForecaster

public AbstractRForecaster(ITimeSeries<Double> historyTimeseries,
                           String modelFunc,
                           String forecastFunc,
                           ForecastMethod strategy)

Parameters:

historyTimeseries - timeseries

modelFunc - modelFunction

forecastFunc - forecastfunction

strategy - FC strategy

AbstractRForecaster

public AbstractRForecaster(ITimeSeries<Double> historyTimeseries,
                           String modelFunc,
                           String forecastFunc,
                           int confidenceLevel,
                           ForecastMethod strategy)

Parameters:

historyTimeseries - timeseries

modelFunc - modelFunction

forecastFunc - forecastfunction

confidenceLevel - value of confedenclevel

strategy - FC strategy

Method Detail

forecast

public final IForecastResult forecast(int numForecastSteps)

Description copied from interface: IForecaster

Performs a time series forecast for the given number of steps in the future.

Parameters:

numForecastSteps - amount of to calculate FC steps

Returns:

ForecastResult

removeNullValues

public static Double[] removeNullValues(List<Double> allHistory)

Parameters:

allHistory - List there null values should be deleted in this function

Returns:

List/Array with no NullValues