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ForecastModel

chronix_analytics::forecast

Trait ForecastModel 

Source 
pub trait ForecastModel: Send + Sync {
    // Required methods
    fn fit(
        &mut self,
        timestamps: &[i64],
        values: &[f64],
    ) -> Result<(), ForecastError>;
    fn predict(&self, horizon: usize) -> Result<ForecastResult, ForecastError>;
    fn update(
        &mut self,
        timestamp: i64,
        value: f64,
    ) -> Result<(), ForecastError>;
    fn model_type(&self) -> ModelType;
    fn params(&self) -> &ModelParams;
}
Expand description

Core forecasting abstraction.

All forecast models implement this trait for uniform dispatch, persistence, and online updating.

Required Methods§

Source

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

Fit the model on historical data.

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

Predict horizon steps ahead.

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

Online update with a single new observation.

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fn model_type(&self) -> ModelType

Returns the model type.

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fn params(&self) -> &ModelParams

Returns the fitted parameters.

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§