|
45 | 45 | </tr> |
46 | 46 | <trbgcolor="Azure"> |
47 | 47 | <td> |
48 | | -<preclass="code_syntax"style="color:#000000;background:#ffffff00;"><spanclass="line_wrapper">include<spanstyle="color:#808030;"><</span>DataFrame<spanstyle="color:#808030;">/</span>DataFrameMLVisitors<spanstyle="color:#808030;">.</span>h<spanstyle="color:#808030;">></span></span> |
| 48 | +<preclass="code_syntax"style="color:#000000;background:#ffffff00;"><spanclass="line_wrapper"><spanstyle="color:#004a43;">#</span><spanstyle="color:#004a43;">include</span><spanstyle="color:#800000;"><</span><spanstyle="color:#40015a;">DataFrame/DataFrameMLVisitors.h</span><spanstyle="color:#800000;">></span></span> |
49 | 49 | <spanclass="line_wrapper"></span> |
50 | 50 | <spanclass="line_wrapper"><spanstyle="color:#800000; font-weight:bold;">template</span><spanstyle="color:#800080;"><</span>arithmetic T<spanstyle="color:#808030;">,</span><spanstyle="color:#800000; font-weight:bold;">typename</span> I<spanstyle="color:#808030;">=</span><spanstyle="color:#800000; font-weight:bold;">unsigned</span><spanstyle="color:#800000; font-weight:bold;">long</span><spanstyle="color:#800080;">></span></span> |
51 | 51 | <spanclass="line_wrapper"><spanstyle="color:#800000; font-weight:bold;">struct</span> ARIMAVisitor<spanstyle="color:#800080;">;</span></span> |
|
75 | 75 |
|
76 | 76 | <B>periods</B>: Number of periods ahead to forecast. |
77 | 77 | <B>autoreg_order</B>: auto-regressive order (p), Number of lagged observations (past values) |
78 | | - included in the model. Determines how many previous time steps are |
79 | | - linearly combined. |
| 78 | + included in the model. Determines how many previous time steps are linearly combined. |
80 | 79 | <B>diff</B>: Integration order (d), Number of times the original series is |
81 | | - differenced to make it stationary. d=1 means use first differences |
82 | | - (i.e., Yt - Yt-1₁). |
83 | | -<B>mav_order</B>: Moving Average order (q), Number of lagged forecast errors (residuals) |
84 | | - used to model the noise structure. |
| 80 | + differenced to make it stationary. d=1 means use first differences (i.e., Yt - Yt-1₁). |
| 81 | +<B>mav_order</B>: Moving Average order (q), Number of lagged forecast errors (residuals) used to model the noise structure. |
85 | 82 | </PRE> |
86 | 83 | </I> |
87 | 84 | </td> |
|
97 | 94 | <spanclass="line_wrapper"></span> |
98 | 95 | <spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">cout</span><spanstyle="color:#808030;"><</span><spanstyle="color:#808030;"><</span><spanstyle="color:#800000;">"</span><spanstyle="color:#0f69ff;">\n</span><spanstyle="color:#0000e6;">Testing ARIMAVisitor{ } ...</span><spanstyle="color:#800000;">"</span><spanstyle="color:#808030;"><</span><spanstyle="color:#808030;"><</span><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">endl</span><spanstyle="color:#800080;">;</span></span> |
99 | 96 | <spanclass="line_wrapper"></span> |
100 | | -<spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">unsigned</span><spanstyle="color:#800000; font-weight:bold;">long</span><spanstyle="color:#800080;">></span> idxvec<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008c00;">1</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">2</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">3</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">4</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">6</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">7</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">10</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">11</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">12</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">13</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
101 | | -<spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">double</span><spanstyle="color:#800080;">></span> col1<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008000;">266.0</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">145.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">183.1</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">119.3</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">180.3</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">168.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">231.8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">224.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">192.8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">122.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">336.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">185.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">194.3</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
102 | | -<spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">double</span><spanstyle="color:#800080;">></span> oscil<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008000;">1.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.62</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.78</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.68</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.6</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.71</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.78</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.84</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.69</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
103 | | -<spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">double</span><spanstyle="color:#800080;">></span> constant<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
| 97 | +<spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">unsigned</span><spanstyle="color:#800000; font-weight:bold;">long</span><spanstyle="color:#800080;">></span> idxvec<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008c00;">1</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">2</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">3</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">4</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">6</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">7</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">10</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">11</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">12</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008c00;">13</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
| 98 | +<spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">double</span><spanstyle="color:#800080;">></span> col1<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008000;">266.0</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">145.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">183.1</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">119.3</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">180.3</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">168.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">231.8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">224.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">192.8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">122.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">336.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">185.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">194.3</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
| 99 | +<spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">double</span><spanstyle="color:#800080;">></span> oscil<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008000;">1.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.62</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.78</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.5</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.68</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.6</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.8</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.71</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.78</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.84</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">1.69</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
| 100 | +<spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">double</span><spanstyle="color:#800080;">></span> constant<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
104 | 101 | <spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">double</span><spanstyle="color:#800080;">></span> increasing<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.68</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.78</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.90</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">11.01</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">11.45</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">11.99</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">12.01</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">12.21</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">12.35</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">12.67</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">13.89</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">13.01</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
105 | 102 | <spanclass="line_wrapper"><spanstyle="color:#666616;">std</span><spanstyle="color:#800080;">::</span><spanstyle="color:#603000;">vector</span><spanstyle="color:#800080;"><</span><spanstyle="color:#800000; font-weight:bold;">double</span><spanstyle="color:#800080;">></span> decreasing<spanstyle="color:#808030;">=</span><spanstyle="color:#800080;">{</span><spanstyle="color:#008000;">10.56</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.30</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.12</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">10.01</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">9.80</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">9.74</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">9.41</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">9.03</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">9.0</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">8.20</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">8.01</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">7.9</span><spanstyle="color:#808030;">,</span><spanstyle="color:#008000;">7.55</span><spanstyle="color:#800080;">}</span><spanstyle="color:#800080;">;</span></span> |
106 | 103 | <spanclass="line_wrapper"> MyDataFrame df<spanstyle="color:#800080;">;</span></span> |
|