tigerforecast.methods.WaveFiltering¶
-
class
tigerforecast.methods.
WaveFiltering
[source]¶ Description: Predicts the last value in the time series, i.e. x(t) = x(t-1)
Methods
__init__
()Initialize self. eigen_pairs
(T, k)forecast
(x[, timeline])Description: Forecast values ‘timeline’ timesteps in the future :param x: Value at current time-step :type x: int/numpy.ndarray :param timeline: timeline for forecast :type timeline: int initialize
(n, m, k, T, eta, R_M)Description: Initialize the (non-existent) hidden dynamics of the method :param None: predict
(x)Description: Takes input observation and returns next prediction value :param x: value at current time-step :type x: float/numpy.ndarray update
(y)Description: Takes update rule and adjusts internal parameters :param y: true value :type y: float/np.ndarray Attributes
compatibles