Struct augurs_mstl::FittedMSTLModel

pub struct FittedMSTLModel { /* private fields */ }

A model that uses the MSTL to decompose a time series into trend, seasonal and remainder components, and then uses a trend model to forecast the trend component.

Implementations

impl FittedMSTLModel

pub fn fit(&self) -> &MstlResult

Return the MSTL fit of the training data.

Trait Implementations

impl Debug for FittedMSTLModel

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Predict for FittedMSTLModel

type Error = Error

The type of error returned when predicting with the model.

fn predict_inplace( &self, horizon: usize, level: Option<f64>, forecast: &mut Forecast, ) -> Result<(), Error>

Calculate the n-ahead predictions for the given horizon, storing the results in the provided Forecast struct.

fn predict_in_sample_inplace( &self, level: Option<f64>, forecast: &mut Forecast, ) -> Result<(), Error>

Calculate the in-sample predictions, storing the results in the provided Forecast struct.

fn training_data_size(&self) -> usize

Return the number of training data points used to fit the model.

fn predict( &self, horizon: usize, level: impl Into<Option<f64>>, ) -> Result<Forecast, Self::Error>

Return the n-ahead predictions for the given horizon.

fn predict_in_sample( &self, level: impl Into<Option<f64>>, ) -> Result<Forecast, Self::Error>

Return the in-sample predictions.