Inheritance diagram for CronoSeries.TimeSeries.Models.MVTimeSeriesModel:

Public Member Functions
override List< Type >	GetAllowedInputTypesFor (int socket)

override List< Type >	GetOutputTypesFor (int socket)

Public Member Functions inherited from CronoSeries.TimeSeries.Models.TimeSeriesModel
override int	NumInputs ()

override string	GetInputName (int socket)

override bool	InputIsFree (int socket)

override bool	SetInput (int socket, object item, StringBuilder failMsg)

override int	NumOutputs ()

override object	GetOutput (int socket)

override string	GetOutputName (int socket)

override List< Type >	GetAllowedInputTypesFor (int socket)

override List< Type >	GetOutputTypesFor (int socket)

Public Member Functions inherited from CronoSeries.TimeSeries.Models.Model
string	GetDescription ()

virtual string	GetShortDescription ()

bool	CanUseMLE ()

bool	CanUseMoM ()

bool	CanHandleNaNs ()

abstract double	LogLikelihood (Vector< double > parameter, double penaltyFactor, bool fillOutputs)
	Returns the (possibly penalized) log-likelihood of the model with specified parameters and the current object theData. If parameter==null, it will use CURRENT parameters. If fillOutputs is true, then the residuals and any other outputs will be filled in. More...

abstract Data.TimeSeries	SimulateData (List< DateTime > dateTimes, int randomSeed)
	This function must simulate from the current model. More...

abstract object	BuildForecasts (object otherData, object inputs)
	This function generates forecasts (or fitted values) for the specified inputs, based on the existing data object and current model parameters. Results are returned in a form that depends on the model, for example, as a TimeSeries of DistributionSummary objects More...

virtual void	FitByMLE (int numIterationsLDS, int numIterationsOpt, double consistencyPenalty, Optimizer.OptimizationCallback optCallback)

virtual void	FitByMoM ()
	Fits model by method of moments. This is the default method used of CanUseMLE is false. More...

bool	InputToOutputIsValid ()

abstract string	GetParameterName (int index)

abstract string	GetParameterDescription (int index)

bool	SetParameters (Vector< double > v)

Protected Member Functions
override bool	CheckDataValidity (object data, StringBuilder failMessage)
	This function checks to see if the object can be cast into the appropriate form for the model. More...

Protected Member Functions inherited from CronoSeries.TimeSeries.Models.Model
abstract Vector< double >	ComputeConsequentialParameters (Vector< double > parameter)
	This function must fill in values of consequential parameters. These parameters are determined by the current ParameterState[] settings in ParameterStates. These can depend on the non-consequential parameters and the data set. The function should throw an exception if it is not possible. The parameter vector with parameters filled in should be returned. More...

abstract void	OnDataConnection ()
	This function is called immediately after a data object is connected to the model. Any initial processing (e.g. determining dimension of parameter vector, etc.) should be done here. More...

abstract void	InitializeParameters ()
	This function is called after OnDataConnection. It can assume valid data is available, and it must fill in valid default parameter values. It typically also sets default parameter states, for purposes of estimation. More...

double	NegativeLogLikelihood (Vector< double > partialCube)
	This function is a wrapper for another function, to be passed to a minimizer. More...

abstract bool	CheckParameterValidity (Vector< double > param)
	Checks for validity of parameters. More...

Protected Attributes
int	dimension

MVTimeSeries	mvts

Properties
int	Dimension `[get, protected set]`

Properties inherited from CronoSeries.TimeSeries.Models.TimeSeriesModel
override Vector< double >	Parameters `[get, set]`

Properties inherited from CronoSeries.TimeSeries.Models.Model
abstract string	Description `[get]`
	Should return a description of the model, including current parameter values if desired. More...

object	Residuals `[get, protected set]`

object	TheData `[get, set]`

double	GoodnessOfFit `[get, protected set]`

abstract Vector< double >	Parameters `[get, set]`

ParameterState[]	ParameterStates `[get, set]`

string	ToolTipText `[get, set]`

Properties inherited from CronoSeries.TimeSeries.Data.IConnectable
string	ToolTipText `[get, set]`

Additional Inherited Members
Public Types inherited from CronoSeries.TimeSeries.Models.Model
enum	ParameterState { Free, Locked, Consequential }

Public Attributes inherited from CronoSeries.TimeSeries.Models.Model
object	theData

Static Protected Member Functions inherited from CronoSeries.TimeSeries.Models.Model
static Vector< double >	CubeFix (Vector< double > cube)
	This function makes sure that its vector argument really does contain an element of the unit hypercube. If not, it is mapped back to an element on the hypercube (the mapping is continuous). More...

Member Function Documentation

◆ CheckDataValidity()

override bool CronoSeries.TimeSeries.Models.MVTimeSeriesModel.CheckDataValidity	(	object	data,
		StringBuilder	failMessage
	)

inlineprotectedvirtual

This function checks to see if the object can be cast into the appropriate form for the model.

Parameters

data	data to be attached to the model
failMessage	if non-null, will be filled with descriptive error messages (if any)

Returns

Implements CronoSeries.TimeSeries.Models.Model.

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

TimeSeries/Models/MVTimeSeriesModel.cs

Public Member Functions

Protected Member Functions

Protected Attributes

Properties

Additional Inherited Members

Member Function Documentation

◆ CheckDataValidity()