ARCoeff(int i) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
ARMAModel(int arOrder, int maOrder) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
ARMAModel(int arOrder, int maOrder, Data.TimeSeries data) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
ARMAModel(int arOrder, int maOrder, Data.TimeSeries data, int tailDOF) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
ARMAModel(int arOrder, int maOrder, int tailDOF) | CronoSeries.TimeSeries.Models.ARMAModel | inlineprotected |
ARMAXModel(int arOrder, int maOrder, int exOrder, Data.TimeSeries data) | CronoSeries.TimeSeries.Models.ARMAXModel | inline |
ARMAXModel(int arOrder, int maOrder, int exOrder, int tailDoF, Data.TimeSeries data) | CronoSeries.TimeSeries.Models.ARMAXModel | inline |
AROrder (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | |
autocovariance (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | protected |
BuildForecasts(object otherData, object inputs) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
CanHandleNaNs() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
CanUseMLE() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
CanUseMoM() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
CarryOutPreMLEComputations() (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
CheckDataValidity(object data, StringBuilder failMessage) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlineprotectedvirtual |
CheckParameterValidity(MathNet.Numerics.LinearAlgebra.Vector< double > param) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlineprotected |
CronoSeries::TimeSeries::Models::UnivariateTimeSeriesModel.CheckParameterValidity(Vector< double > param) | CronoSeries.TimeSeries.Models.Model | protectedpure virtual |
ComplexPower(Complex c, double pow) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlineprotectedstatic |
ComputeACF(int maxLag, bool normalize) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
ComputeAdjustedValues() | CronoSeries.TimeSeries.Models.ARMAXModel | inlineprotected |
ComputeConsequentialParameters(Vector< double > parameter) | CronoSeries.TimeSeries.Models.ARMAXModel | inlineprotectedvirtual |
ComputeConsequentialParameters(MathNet.Numerics.LinearAlgebra.Vector< double > parameter) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlineprotected |
ComputeSpecialResiduals(Data.TimeSeries startData, out double[] rs, int forecastHorizon, out double[] forecasts) | CronoSeries.TimeSeries.Models.ARMAModel | inlineprotected |
CubeFix(Vector< double > cube) | CronoSeries.TimeSeries.Models.Model | inlineprotectedstatic |
CubeToParameter(Vector< double > cube) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inline |
CubeToParameter(MathNet.Numerics.LinearAlgebra.Vector< double > cube) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
DataIsLongitudinal() (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlineprotected |
Description (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | |
EstimateByYuleWalker(double sampleMean, MathNet.Numerics.LinearAlgebra.Vector< double > acvf) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
exogenous (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | protected |
FitByMLE(int numIterationsLDS, int numIterationsOpt, double consistencyPenalty, Optimizer.OptimizationCallback optCallback) | CronoSeries.TimeSeries.Models.Model | inlinevirtual |
FitByMoM() | CronoSeries.TimeSeries.Models.Model | inlinevirtual |
FracDiff (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | |
GammaFunction(double x) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlineprotectedstatic |
GetAllowedInputTypesFor(int socket) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
GetCurrentPredictor(DateTime futureTime) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
GetDescription() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
GetExogenousTS(int idx) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inline |
GetGamma(int idx) | CronoSeries.TimeSeries.Models.ARMAXModel | inline |
GetInputName(int index) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
GetLikelihoodsFromResiduals(double[] res, double[] pvars) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlineprotected |
GetMAPolynomial() (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
GetOutput(int socket) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
GetOutputName(int index) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
GetOutputTypesFor(int socket) (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlinevirtual |
GetParameterDescription(int index) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
GetParameterName(int index) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
GetShortDescription() (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
GoodnessOfFit (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
InitializeParameters() | CronoSeries.TimeSeries.Models.ARMAXModel | inlineprotectedvirtual |
InputIsFree(int socket) (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel) | CronoSeries.TimeSeries.Models.TimeSeriesModel | inlinevirtual |
InputToOutputIsValid() (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
IsShortMemory (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | |
LocalInitializeParameters() (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlineprotected |
LogLikelihood(Vector< double > parameter, double penaltyFactor, bool fillOutputs) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
LogLikelihood(MathNet.Numerics.LinearAlgebra.Vector< double > parameter, double penaltyFactor, bool fillOutputs) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
longitudinalValues (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | protected |
MACoeff(int i) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
MAOrder (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | |
Mu (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | |
NegativeLogLikelihood(Vector< double > partialCube) | CronoSeries.TimeSeries.Models.Model | inlineprotected |
numExogenous (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | protected |
NumExogenous (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | |
NumInputs() (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
NumOutputs() (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
OnDataConnection() | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | inlineprotectedvirtual |
oneStepPredictors (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | protected |
oneStepPredictorsAtAvailability (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | protected |
oneStepPredStd (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | protected |
Parameters (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | |
ParameterState enum name (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
ParameterStates (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
ParameterToCube(Vector< double > param) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inline |
ParameterToCube(MathNet.Numerics.LinearAlgebra.Vector< double > param) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
Register(DateTime timeStamp, double value) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
Register(DateTime timeStamp, double value, double[] auxValues) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
Register(Data.TimeSeries series) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inlinevirtual |
Register(Data.TimeSeries series) (defined in CronoSeries.TimeSeries.Models.IRealTimePredictable) | CronoSeries.TimeSeries.Models.IRealTimePredictable | |
ResetRealTimePrediction() (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
Residuals (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
SetARPolynomial(MathNet.Numerics.LinearAlgebra.Vector< double > p) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
SetGamma(int idx, double value) | CronoSeries.TimeSeries.Models.ARMAXModel | inline |
SetInput(int socket, object item, StringBuilder failMsg) (defined in CronoSeries.TimeSeries.Models.ARMAXModel) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
SetMAPolynomial(MathNet.Numerics.LinearAlgebra.Vector< double > p) (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | inline |
SetParameters(Vector< double > v) (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | inline |
Sigma (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | |
SimulateData(List< DateTime > inputs, int randomSeed) | CronoSeries.TimeSeries.Models.ARMAXModel | inlinevirtual |
TailDegreesOfFreedom (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | |
TheData (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
theData (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
ToolTipText (defined in CronoSeries.TimeSeries.Models.Model) | CronoSeries.TimeSeries.Models.Model | |
unstandardizedResiduals (defined in CronoSeries.TimeSeries.Models.ARMAModel) | CronoSeries.TimeSeries.Models.ARMAModel | protected |
values (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel) | CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel | protected |