Struct SarimaModel 

pub struct SarimaModel { /* private fields */ }

SARIMA(p,d,q)(P,D,Q)m.

The multiplicative form is expanded into a single AR polynomial of degree p + P·m and a single MA polynomial of degree q + Q·m, so the seasonal orders participate in the forecast recursion rather than only in the stored parameters. All four coefficient blocks are estimated jointly by conditional sum of squares, seeded from a Burg fit of the non-seasonal AR part — the seasonal and non-seasonal AR factors multiply, so estimating one while pretending the other is absent biases both.

Implementations

impl SarimaModel

pub fn from_config(cfg: SarimaConfig) -> Self

Creates a new SARIMA model from a SarimaConfig.

pub fn new( p: usize, d: usize, q: usize, sp: usize, sd: usize, sq: usize, m: usize, ) -> Self

Creates a new SARIMA model with explicit order parameters.

A period m of 0 or 1 leaves no seasonal structure to model; the seasonal orders are then ignored and the model degenerates to ARIMA(p,d,q), which is what those periods mean.

Trait Implementations

impl<'de> Deserialize<'de> for SarimaModel

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl ForecastModel for SarimaModel

fn fit( &mut self, timestamps: &[i64], values: &[f64], ) -> Result<(), ForecastError>

Fit the model on historical data.

fn predict(&self, horizon: usize) -> Result<ForecastResult, ForecastError>

Predict horizon steps ahead.

fn update(&mut self, timestamp: i64, value: f64) -> Result<(), ForecastError>

Online update with a single new observation.

fn model_type(&self) -> ModelType

Returns the model type.

fn params(&self) -> &ModelParams

Returns the fitted parameters.

impl ModelStore for SarimaModel

fn to_bytes(&self) -> Result<Vec<u8>, StorageError>

Serializes this model to a byte vector.

fn from_bytes(bytes: &[u8]) -> Result<Self, StorageError>

where Self: Sized,

Deserializes a model from bytes.

impl Serialize for SarimaModel

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.