CronoSeries.TimeSeries.Models.DurbinLevinsonPredictor Class Reference

this class is used to carry out Durbin-Levinson recursions for linear time series prediction. it can use either a supplied vector containing the autocovariance, or a delegate that can compute it More...

Public Member Functions
	DurbinLevinsonPredictor (double mean, AutocovarianceFunction acvFunction, int maxN)
	DurbinLevinsonPredictor (double mean, Vector< double > autocovariance)
void	Register (double nextObservation)

Properties
double	CurrentPredictor [get, protected set]
double	CurrentMSPE [get, protected set]

Detailed Description

this class is used to carry out Durbin-Levinson recursions for linear time series prediction. it can use either a supplied vector containing the autocovariance, or a delegate that can compute it

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The documentation for this class was generated from the following file:

• TimeSeries/Models/DurbinLevinsonPredictor.cs