kieker.tools.opad.timeseries.forecast.arima

Class ARIMA101Forecaster

java.lang.Object

kieker.tools.opad.timeseries.forecast.AbstractForecaster<java.lang.Double>

kieker.tools.opad.timeseries.forecast.AbstractRForecaster

kieker.tools.opad.timeseries.forecast.arima.ARIMA101Forecaster

All Implemented Interfaces:

IForecaster<java.lang.Double>

public class ARIMA101Forecaster
extends AbstractRForecaster

An R-based time series forecaster which computes a forecast based on exponential smoothing.

Since:

1.10

Author:

Andre van Hoorn, Tillmann Carlos Bielefeld

Field Summary

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

MIN_TS_SIZE_DEFAULT

Constructor Summary

Constructors

Constructor and Description
ARIMA101Forecaster(ITimeSeries<java.lang.Double> historyTimeseries)
ARIMA101Forecaster(ITimeSeries<java.lang.Double> historyTimeseries, int confidenceLevel)

Method Summary

Methods

Modifier and Type	Method and Description
protected java.lang.String	forecastOperationOnResult(java.lang.String varNameForecast)
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.
protected java.lang.String	lowerOperationOnResult(java.lang.String varNameForecast)
protected java.lang.String	upperOperationOnResult(java.lang.String varNameForecast)

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

createNaNForecast, forecast, removeNullValues, satisfiesInputTSRequirements

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

ARIMA101Forecaster

public ARIMA101Forecaster(ITimeSeries<java.lang.Double> historyTimeseries)

Parameters:

historyTimeseries - timeseries used by forecating algo

ARIMA101Forecaster

public ARIMA101Forecaster(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

forecastOperationOnResult

protected java.lang.String forecastOperationOnResult(java.lang.String varNameForecast)

Overrides:

forecastOperationOnResult in class AbstractRForecaster

Parameters:

varNameForecast - name FC

Returns:

string operation result

lowerOperationOnResult

protected java.lang.String lowerOperationOnResult(java.lang.String varNameForecast)

Overrides:

lowerOperationOnResult in class AbstractRForecaster

Parameters:

varNameForecast - Forecastname

Returns:

lowOperation

upperOperationOnResult

protected java.lang.String upperOperationOnResult(java.lang.String varNameForecast)

Overrides:

upperOperationOnResult in class AbstractRForecaster

Parameters:

varNameForecast - Forecastname

Returns:

upperOperation