CronoSeries  0.1.*
A fork of Cronos with a focus on being a Time Series class library.
CronoSeries.TimeSeries.Models.ARMAXModel Member List

This is the complete list of members for CronoSeries.TimeSeries.Models.ARMAXModel, including all inherited members.

ARCoeff(int i)CronoSeries.TimeSeries.Models.ARMAModelinline
ARMAModel(int arOrder, int maOrder)CronoSeries.TimeSeries.Models.ARMAModelinline
ARMAModel(int arOrder, int maOrder, Data.TimeSeries data)CronoSeries.TimeSeries.Models.ARMAModelinline
ARMAModel(int arOrder, int maOrder, Data.TimeSeries data, int tailDOF)CronoSeries.TimeSeries.Models.ARMAModelinline
ARMAModel(int arOrder, int maOrder, int tailDOF)CronoSeries.TimeSeries.Models.ARMAModelinlineprotected
ARMAXModel(int arOrder, int maOrder, int exOrder, Data.TimeSeries data)CronoSeries.TimeSeries.Models.ARMAXModelinline
ARMAXModel(int arOrder, int maOrder, int exOrder, int tailDoF, Data.TimeSeries data)CronoSeries.TimeSeries.Models.ARMAXModelinline
AROrder (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModel
autocovariance (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelprotected
BuildForecasts(object otherData, object inputs)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
CanHandleNaNs() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
CanUseMLE() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
CanUseMoM() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
CarryOutPreMLEComputations() (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinline
CheckDataValidity(object data, StringBuilder failMessage)CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModelinlineprotectedvirtual
CheckParameterValidity(MathNet.Numerics.LinearAlgebra.Vector< double > param) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlineprotected
CronoSeries::TimeSeries::Models::UnivariateTimeSeriesModel.CheckParameterValidity(Vector< double > param)CronoSeries.TimeSeries.Models.Modelprotectedpure virtual
ComplexPower(Complex c, double pow) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlineprotectedstatic
ComputeACF(int maxLag, bool normalize) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
ComputeAdjustedValues()CronoSeries.TimeSeries.Models.ARMAXModelinlineprotected
ComputeConsequentialParameters(Vector< double > parameter)CronoSeries.TimeSeries.Models.ARMAXModelinlineprotectedvirtual
ComputeConsequentialParameters(MathNet.Numerics.LinearAlgebra.Vector< double > parameter) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlineprotected
ComputeSpecialResiduals(Data.TimeSeries startData, out double[] rs, int forecastHorizon, out double[] forecasts)CronoSeries.TimeSeries.Models.ARMAModelinlineprotected
CubeFix(Vector< double > cube)CronoSeries.TimeSeries.Models.Modelinlineprotectedstatic
CubeToParameter(Vector< double > cube) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinline
CubeToParameter(MathNet.Numerics.LinearAlgebra.Vector< double > cube) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
DataIsLongitudinal() (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel)CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModelinlineprotected
Description (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModel
EstimateByYuleWalker(double sampleMean, MathNet.Numerics.LinearAlgebra.Vector< double > acvf)CronoSeries.TimeSeries.Models.ARMAModelinline
exogenous (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelprotected
FitByMLE(int numIterationsLDS, int numIterationsOpt, double consistencyPenalty, Optimizer.OptimizationCallback optCallback)CronoSeries.TimeSeries.Models.Modelinlinevirtual
FitByMoM()CronoSeries.TimeSeries.Models.Modelinlinevirtual
FracDiff (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModel
GammaFunction(double x) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlineprotectedstatic
GetAllowedInputTypesFor(int socket) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
GetCurrentPredictor(DateTime futureTime) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
GetDescription() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
GetExogenousTS(int idx) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinline
GetGamma(int idx)CronoSeries.TimeSeries.Models.ARMAXModelinline
GetInputName(int index) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
GetLikelihoodsFromResiduals(double[] res, double[] pvars) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlineprotected
GetMAPolynomial() (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinline
GetOutput(int socket) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
GetOutputName(int index) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
GetOutputTypesFor(int socket) (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel)CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModelinlinevirtual
GetParameterDescription(int index) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
GetParameterName(int index) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
GetShortDescription() (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
GoodnessOfFit (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Model
InitializeParameters()CronoSeries.TimeSeries.Models.ARMAXModelinlineprotectedvirtual
InputIsFree(int socket) (defined in CronoSeries.TimeSeries.Models.TimeSeriesModel)CronoSeries.TimeSeries.Models.TimeSeriesModelinlinevirtual
InputToOutputIsValid() (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
IsShortMemory (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModel
LocalInitializeParameters() (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlineprotected
LogLikelihood(Vector< double > parameter, double penaltyFactor, bool fillOutputs)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
LogLikelihood(MathNet.Numerics.LinearAlgebra.Vector< double > parameter, double penaltyFactor, bool fillOutputs) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinline
longitudinalValues (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel)CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModelprotected
MACoeff(int i) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinline
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.Modelinlineprotected
numExogenous (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelprotected
NumExogenous (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModel
NumInputs() (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
NumOutputs() (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
OnDataConnection()CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModelinlineprotectedvirtual
oneStepPredictors (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelprotected
oneStepPredictorsAtAvailability (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelprotected
oneStepPredStd (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelprotected
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.ARMAXModelinline
ParameterToCube(MathNet.Numerics.LinearAlgebra.Vector< double > param) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
Register(DateTime timeStamp, double value) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
Register(DateTime timeStamp, double value, double[] auxValues) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
Register(Data.TimeSeries series) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinlinevirtual
Register(Data.TimeSeries series) (defined in CronoSeries.TimeSeries.Models.IRealTimePredictable)CronoSeries.TimeSeries.Models.IRealTimePredictable
ResetRealTimePrediction() (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
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.ARMAModelinline
SetGamma(int idx, double value)CronoSeries.TimeSeries.Models.ARMAXModelinline
SetInput(int socket, object item, StringBuilder failMsg) (defined in CronoSeries.TimeSeries.Models.ARMAXModel)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
SetMAPolynomial(MathNet.Numerics.LinearAlgebra.Vector< double > p) (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModelinline
SetParameters(Vector< double > v) (defined in CronoSeries.TimeSeries.Models.Model)CronoSeries.TimeSeries.Models.Modelinline
Sigma (defined in CronoSeries.TimeSeries.Models.ARMAModel)CronoSeries.TimeSeries.Models.ARMAModel
SimulateData(List< DateTime > inputs, int randomSeed)CronoSeries.TimeSeries.Models.ARMAXModelinlinevirtual
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.ARMAModelprotected
values (defined in CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModel)CronoSeries.TimeSeries.Models.UnivariateTimeSeriesModelprotected