tigerforecast.methods.LeastSquares

class tigerforecast.methods.LeastSquares[source]

Description: Implements online least squares.

__init__()[source]

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__() Initialize self.
initialize(x, y[, reg]) Description: Initializes method parameters
predict([x])
step(x, y) Description: Predict next value given observation and update internal parameters based
update(**kwargs)

Attributes

compatibles