kieker.tools.opad.timeseries.forecast.arima
Class ARIMAForecaster

java.lang.Object
  kieker.tools.opad.timeseries.forecast.AbstractForecaster<java.lang.Double>
      kieker.tools.opad.timeseries.forecast.AbstractRForecaster
          kieker.tools.opad.timeseries.forecast.arima.ARIMAForecaster

All Implemented Interfaces:

IForecaster<java.lang.Double>

public class ARIMAForecaster
extends AbstractRForecaster

An R-based time series forecaster, auto-arima model selection. This is one of the forecasters used in the research paper on Self-adaptive workload classification and forecasting for proactive resource provisioning (http://dx.doi.org/10.1002/cpe.3224), authored by Herbst et al.

Since:

1.10

Author:

Andre van Hoorn, Nikolas Herbst The automated ARIMA model selection process of the R forecasting package starts with a complex estimation of an appropriate ARIMA(p, d, q)(P, D, Q)m model by using unit-root tests and an information criterions (like the AIC) in combination with a step-wise procedure for traversing a relevant model space. The selected ARIMA model is then fitted to the data to provide point forecasts and confidence intervals.

Field Summary

Fields inherited from class kieker.tools.opad.timeseries.forecast.AbstractRForecaster

MIN_TS_SIZE_DEFAULT

Constructor Summary

ARIMAForecaster(ITimeSeries<java.lang.Double> historyTimeseries)

ARIMAForecaster(ITimeSeries<java.lang.Double> historyTimeseries, int confidenceLevel)

Method Summary

protected java.lang.String[]	getForecastFuncParams() Returns additional parameters to be appended to the call of the R forecast function.
protected java.lang.String[]	getModelFuncParams() Returns additional parameters to be appended to the call of the R forecast model.

Methods inherited from class kieker.tools.opad.timeseries.forecast.AbstractRForecaster

createNaNForecast, forecast, forecastOperationOnResult, lowerOperationOnResult, removeNullValues, satisfiesInputTSRequirements, upperOperationOnResult

Methods inherited from class kieker.tools.opad.timeseries.forecast.AbstractForecaster

getConfidenceLevel, getTsOriginal, prepareForecastTS, supportsConfidence

Methods inherited from class java.lang.Object

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

Constructor Detail

ARIMAForecaster

public ARIMAForecaster(ITimeSeries<java.lang.Double> historyTimeseries)

Parameters:

historyTimeseries - timeseries used by forecating algo

ARIMAForecaster

public ARIMAForecaster(ITimeSeries<java.lang.Double> historyTimeseries,
                       int confidenceLevel)

Parameters:

historyTimeseries - timeseries used by forecating algo

confidenceLevel - value of confidence

Method Detail

getModelFuncParams

protected java.lang.String[] getModelFuncParams()

Description copied from class: AbstractRForecaster

Returns additional parameters to be appended to the call of the R forecast model.

Specified by:

getModelFuncParams in class AbstractRForecaster

Returns:

the parameters or null if none

getForecastFuncParams

protected java.lang.String[] getForecastFuncParams()

Description copied from class: AbstractRForecaster

Returns additional parameters to be appended to the call of the R forecast function.

Specified by:

getForecastFuncParams in class AbstractRForecaster

Returns:

the parameters or null if none