Struct MSTLModel

pub struct MSTLModel<T> { /* 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 MSTLModel<NaiveTrend>

pub fn naive(periods: Vec<usize>) -> Self

Create a new MSTL model with a naive trend model.

The naive trend model predicts the last value in the training set and so is unlikely to be useful for real applications, but it can be useful for testing, benchmarking and pedagogy.

impl<T: TrendModel> MSTLModel<T>

pub fn trend_model(&self) -> &T

Return a reference to the trend model.

impl<T: TrendModel> MSTLModel<T>

pub fn new(periods: Vec<usize>, trend_model: T) -> Self

Create a new MSTL model with the given trend model.

pub fn impute(self, impute: bool) -> Self

Set whether to impute missing values in the time series.

If true, then missing values will be imputed using linear interpolation before fitting the model.

pub fn mstl_params(self, params: MstlParams) -> Self

Set the parameters for the MSTL algorithm.

This can be used to control the parameters for the inner STL algorithm by using stlrs::MstlParams.

Trait Implementations

impl<T: Debug> Debug for MSTLModel<T>

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

Formats the value using the given formatter.

impl<T: TrendModel> Fit for MSTLModel<T>

type Fitted = FittedMSTLModel

The type of the fitted model produced by the fit method.

type Error = Error

The type of error returned when fitting the model.

fn fit(&self, y: &[f64]) -> Result<Self::Fitted, Error>

Fit the model to the training data.