module_forecast::Forecast::Seasonal Class Reference

A class to perform seasonal forecasting on a time series. More...

#include <forecast.h>

Inheritance diagram for module_forecast::Forecast::Seasonal:

List of all members.

Public Member Functions

void applyForecast (Forecast *, const Date[], unsigned int, bool)
double generateForecast (Forecast *fcst, const double history[], unsigned int count, const double weight[], bool debug)
string getName ()
 Seasonal (double a=initial_alfa, double b=initial_beta, double g=initial_gamma)
 ~Seasonal ()

Static Public Member Functions

static void setDampenTrend (double x)
static void setInitialAlfa (double x)
static void setInitialBeta (double x)
static void setInitialGamma (double x)
static void setMaxAlfa (double x)
static void setMaxBeta (double x)
static void setMaxGamma (double x)
static void setMaxPeriod (int x)
static void setMinAlfa (double x)
static void setMinBeta (double x)
static void setMinGamma (double x)
static void setMinPeriod (int x)

Detailed Description

A class to perform seasonal forecasting on a time series.

Definition at line 565 of file forecast.h.


Constructor & Destructor Documentation

module_forecast::Forecast::Seasonal::Seasonal ( double  a = initial_alfa,
double  b = initial_beta,
double  g = initial_gamma 
) [inline]

Constructor.

Definition at line 672 of file forecast.h.

module_forecast::Forecast::Seasonal::~Seasonal (  )  [inline]

Destructor.

Definition at line 676 of file forecast.h.


Member Function Documentation

void module_forecast::Forecast::Seasonal::applyForecast ( Forecast forecast,
const Date  buckets[],
unsigned int  bucketcount,
bool  debug 
) [virtual]

Forecast value updating.

Implements module_forecast::Forecast::ForecastMethod.

Definition at line 694 of file timeseries.cpp.

double module_forecast::Forecast::Seasonal::generateForecast ( Forecast fcst,
const double  history[],
unsigned int  count,
const double  weight[],
bool  debug 
) [virtual]

Forecast evaluation.

Implements module_forecast::Forecast::ForecastMethod.

Definition at line 527 of file timeseries.cpp.

string module_forecast::Forecast::Seasonal::getName (  )  [inline, virtual]

The name of the method.

Implements module_forecast::Forecast::ForecastMethod.

Definition at line 783 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setDampenTrend ( double  x  )  [inline, static]

Update the dampening factor for the trend.

Definition at line 776 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setInitialAlfa ( double  x  )  [inline, static]

Update the initial value for the alfa parameter.

Definition at line 702 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setInitialBeta ( double  x  )  [inline, static]

Update the initial value for the beta parameter.

Definition at line 726 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setInitialGamma ( double  x  )  [inline, static]

Update the initial value for the alfa parameter.
The default value is 0.05.

Definition at line 752 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setMaxAlfa ( double  x  )  [inline, static]

Update the maximum value for the alfa parameter.

Definition at line 718 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setMaxBeta ( double  x  )  [inline, static]

Update the maximum value for the beta parameter.

Definition at line 742 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setMaxGamma ( double  x  )  [inline, static]

Update the maximum value for the alfa parameter.

Definition at line 768 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setMaxPeriod ( int  x  )  [inline, static]

Update the maximum period that can be detected.

Definition at line 694 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setMinAlfa ( double  x  )  [inline, static]

Update the minimum value for the alfa parameter.

Definition at line 710 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setMinBeta ( double  x  )  [inline, static]

Update the minimum value for the beta parameter.

Definition at line 734 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setMinGamma ( double  x  )  [inline, static]

Update the minimum value for the alfa parameter.

Definition at line 760 of file forecast.h.

static void module_forecast::Forecast::Seasonal::setMinPeriod ( int  x  )  [inline, static]

Update the minimum period that can be detected.

Definition at line 686 of file forecast.h.


The documentation for this class was generated from the following files:

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