Trait FittedTrendModel

pub trait FittedTrendModel: Debug {
    // Required methods
    fn predict_inplace(
        &self,
        horizon: usize,
        level: Option<f64>,
        forecast: &mut Forecast,
    ) -> Result<(), Box<dyn Error + Send + Sync + 'static>>;
    fn predict_in_sample_inplace(
        &self,
        level: Option<f64>,
        forecast: &mut Forecast,
    ) -> Result<(), Box<dyn Error + Send + Sync + 'static>>;
    fn training_data_size(&self) -> Option<usize>;

    // Provided methods
    fn predict(
        &self,
        horizon: usize,
        level: Option<f64>,
    ) -> Result<Forecast, Box<dyn Error + Send + Sync + 'static>> { ... }
    fn predict_in_sample(
        &self,
        level: Option<f64>,
    ) -> Result<Forecast, Box<dyn Error + Send + Sync + 'static>> { ... }
}

A fitted trend model.

Required Methods

fn predict_inplace( &self, horizon: usize, level: Option<f64>, forecast: &mut Forecast, ) -> Result<(), Box<dyn Error + Send + Sync + 'static>>

Produce a forecast for the next horizon time points.

The level parameter specifies the confidence level for the prediction intervals. Where possible, implementations should provide prediction intervals alongside the point forecasts if level is not None.

fn predict_in_sample_inplace( &self, level: Option<f64>, forecast: &mut Forecast, ) -> Result<(), Box<dyn Error + Send + Sync + 'static>>

Produce in-sample predictions.

In-sample predictions are used to assess the fit of the model to the training data.

The level parameter specifies the confidence level for the prediction intervals. Where possible, implementations should provide prediction intervals alongside the point forecasts if level is not None.

fn training_data_size(&self) -> Option<usize>

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

Provided Methods

fn predict( &self, horizon: usize, level: Option<f64>, ) -> Result<Forecast, Box<dyn Error + Send + Sync + 'static>>

Return the n-ahead predictions for the given horizon.

The predictions are point forecasts and optionally include prediction intervals at the specified level.

level should be a float between 0 and 1 representing the confidence level of the prediction intervals. If None then no prediction intervals are returned.

Errors

Any errors returned by the trend model are propagated.

fn predict_in_sample( &self, level: Option<f64>, ) -> Result<Forecast, Box<dyn Error + Send + Sync + 'static>>

Return the in-sample predictions.

The predictions are point forecasts and optionally include prediction intervals at the specified level.

level should be a float between 0 and 1 representing the confidence level of the prediction intervals. If None then no prediction intervals are returned.

Errors

Any errors returned by the trend model are propagated.

Implementations on Foreign Types

impl<T: FittedTrendModel + ?Sized> FittedTrendModel for Box<T>

fn predict_inplace( &self, horizon: usize, level: Option<f64>, forecast: &mut Forecast, ) -> Result<(), Box<dyn Error + Send + Sync + 'static>>

fn predict_in_sample_inplace( &self, level: Option<f64>, forecast: &mut Forecast, ) -> Result<(), Box<dyn Error + Send + Sync + 'static>>

fn training_data_size(&self) -> Option<usize>

Implementors