List of all items

Structs

• adaptive::AdaptiveBuilder
• adaptive::config::AdaptiveConfig
• adaptive::config::AdaptiveParameters
• adaptive::config::QualityThresholds
• adaptive::config::RegimeConfig
• adaptive::monitoring::QualityMetrics
• adaptive::monitoring::QualityMonitor
• adaptive::monitoring::QualityReport
• adaptive::monitoring::QualityThresholds
• adaptive::quality_system::FallbackRegistry
• adaptive::quality_system::ModelPerformanceHistory
• adaptive::quality_system::PerformanceMetrics
• adaptive::quality_system::QualityEvaluationResult
• adaptive::quality_system::QualitySystemConfig
• adaptive::quality_system::QualityTrendDetector
• adaptive::quality_system::QualityTrendInfo
• adaptive::quality_system::RealTimeMetricsCalculator
• adaptive::quality_system::RealTimeQualityReport
• adaptive::quality_system::RealTimeQualitySystem
• adaptive::quality_system::RunningStatistics
• adaptive::quality_system::SystemHealthStatus
• adaptive::quality_system::ThresholdAdaptation
• adaptive::quality_system::ThresholdAdapter
• adaptive::quality_system::TrendChange
• adaptive::quality_system::TrendChangeDetector
• adaptive::regime_detection::RegimeDetectionMetrics
• adaptive::regime_detection::RegimeDetectionResult
• adaptive::regime_detection::RegimeDetector
• adaptive::regime_detection::RegimeDetectorBuilder
• api::ARIMABuilderConfig
• api::ARIMAWrapper
• api::AutoSelector
• api::ESBuilderConfig
• api::ESWrapper
• api::ForecastBuilder
• api::ForecastConfig
• api::ForecastOutput
• api::Forecaster
• api::GARCHBuilderConfig
• api::GARCHWrapper
• api::MABuilderConfig
• api::MAWrapper
• api::ModelBuilder
• api::ModelMetrics
• api::ModelParameters
• api::SelectionResult
• batch::BatchConfig
• batch::BatchForecastResult
• batch::BatchSeriesResult
• batch::BatchSummary
• batch::BatchTimeSeries
• core::AutoSelector
• core::ForecastResult
• core::ModelBuilder
• core::ModelConfig
• core::ModelEvaluation
• core::ModelOutput
• core::SelectionResult
• core::data::OHLCVData
• core::data::TimeSeriesData
• core::diagnostics::AutocorrelationAnalysis
• core::diagnostics::BiasAnalysis
• core::diagnostics::DiagnosticReport
• core::diagnostics::ForecastDiagnostics
• core::diagnostics::ForecastErrorAnalysis
• core::diagnostics::ForecastPerformanceTests
• core::diagnostics::HeteroskedasticityTests
• core::diagnostics::InformationCriteria
• core::diagnostics::IntervalValidation
• core::diagnostics::ModelAdequacyTests
• core::diagnostics::ModelDiagnostics
• core::diagnostics::NormalityTests
• core::diagnostics::OutlierAnalysis
• core::diagnostics::ResidualAnalysis
• core::diagnostics::ResidualStatistics
• core::diagnostics::SpecificationTests
• core::diagnostics::StabilityTests
• core::diagnostics::TestResult
• core::persistence::ARIMAModelState
• core::persistence::ARModelState
• core::persistence::ETSModelState
• core::persistence::ModelPersistence
• core::persistence::PersistedModel
• core::persistence::SimpleESModelState
• core::streaming::BatchIterator
• core::streaming::RunningStats
• core::streaming::StreamingBuffer
• core::streaming::StreamingProcessor
• core::validation::AccuracyReport
• core::validation::BacktestConfig
• core::validation::BacktestResult
• core::validation::ModelValidator
• core::validation::ValidationUtils
• ensemble::EnsembleBuilder
• ensemble::EnsembleForecast
• ensemble::EnsemblePerformance
• ensemble::EnsembleUtils
• ensemble::ModelForecast
• ensemble::ModelPerformance
• financial::FinancialTimeSeries
• financial::ModelComparison
• financial::ModelResult
• models::autoregressive::ARIMAModel
• models::autoregressive::ARMAModel
• models::autoregressive::ARModel
• models::autoregressive::SARIMAModel
• models::autoregressive::VARModel
• models::cointegration::vecm::VECMModel
• models::copula::CopulaFactory
• models::copula::archimedean_copula::ArchimedeanCopulaModel
• models::copula::gaussian_copula::GaussianCopulaModel
• models::copula::t_copula::TCopulaModel
• models::decomposition::stl::STLModel
• models::exponential_smoothing::DailyETSModel
• models::exponential_smoothing::DampedTrendModel
• models::exponential_smoothing::ETSModel
• models::exponential_smoothing::HoltLinearModel
• models::exponential_smoothing::HoltWintersModel
• models::exponential_smoothing::MinuteETSModel
• models::exponential_smoothing::SimpleESModel
• models::financial::heston_stochastic_volatility::EstimatedParams
• models::financial::heston_stochastic_volatility::HestonPath
• models::financial::heston_stochastic_volatility::HestonStochasticVolatilityModel
• models::financial::heston_stochastic_volatility::ModelDiagnostics
• models::financial::heston_stochastic_volatility::VolatilitySurfacePoint
• models::financial::kou_jump_diffusion::AsymmetricJumpEvent
• models::financial::kou_jump_diffusion::EstimatedParams
• models::financial::kou_jump_diffusion::KouJumpDiffusionModel
• models::financial::kou_jump_diffusion::ModelDiagnostics
• models::financial::merton_jump_diffusion::EstimatedParams
• models::financial::merton_jump_diffusion::JumpEvent
• models::financial::merton_jump_diffusion::MertonJumpDiffusionModel
• models::financial::merton_jump_diffusion::ModelDiagnostics
• models::financial::sabr_volatility::EstimatedParams
• models::financial::sabr_volatility::ModelDiagnostics
• models::financial::sabr_volatility::SABRCalibration
• models::financial::sabr_volatility::SABRPath
• models::financial::sabr_volatility::SABRVolatilityModel
• models::financial::sabr_volatility::SABRVolatilitySurfacePoint
• models::garch::EGARCHModel
• models::garch::GARCHMModel
• models::garch::GARCHModel
• models::garch::GJRGARCHModel
• models::moving_average::MAModel
• models::nonlinear::tar::TARModel
• models::regime_switching::higher_order_regime_switching::DurationDependentMarkovModel
• models::regime_switching::higher_order_regime_switching::HigherOrderMarkovModel
• models::regime_switching::higher_order_regime_switching::RegimeSwitchingARModel
• models::regime_switching::markov_switching::MarkovSwitchingModel
• models::regime_switching::multivariate_markov_switching::CrossCorrelationStats
• models::regime_switching::multivariate_markov_switching::MultivariateMarkovSwitchingModel
• models::regime_switching::multivariate_markov_switching::PortfolioRegimeAnalysis
• models::state_space::kalman_filter::KalmanFilter
• optimization::ConvergenceInfo
• optimization::OptimizationConfig
• optimization::OptimizationResult
• optimization::OptimizerBuilder
• optimization::ParameterOptimizer

Enums

• adaptive::config::EnsembleWeighting
• adaptive::config::ModelSelectionStrategy
• adaptive::quality_system::AdaptationStrategy
• adaptive::quality_system::TrendDirection
• adaptive::regime_detection::MarketRegime
• api::ModelType
• api::SelectionCriteria
• batch::BatchModelType
• core::SelectionCriteria
• core::error::OxiError
• core::persistence::ModelState
• ensemble::EnsembleMethod
• math::MathError
• models::autoregressive::ARError
• models::copula::archimedean_copula::ArchimedeanType
• models::exponential_smoothing::ESError
• models::exponential_smoothing::ETSComponent
• models::garch::RiskPremiumType
• models::moving_average::MAError
• optimization::OptimizationMethod
• optimization::OptimizationMetric

Traits

• core::CloneableQuickForecaster
• core::ConfidenceForecaster
• core::Forecaster
• core::QuickForecaster
• core::persistence::Persistable

Functions

• core::streaming::batch_process
• math::metrics::mae
• math::metrics::mape
• math::metrics::mse
• math::metrics::rmse
• math::metrics::smape
• math::statistics::autocorrelation
• math::statistics::correlation
• math::statistics::covariance
• math::statistics::mean
• math::statistics::quantile
• math::statistics::std_dev
• math::statistics::variance
• math::transforms::destandardize
• math::transforms::difference
• math::transforms::exponential_moving_average
• math::transforms::moving_average
• math::transforms::standardize
• math::transforms::stationarity_measure
• math::transforms::undifference
• models::copula::utils::empirical_kendall_tau
• models::copula::utils::empirical_spearman_rho
• models::copula::utils::select_best_copula
• quick::ar
• quick::arima
• quick::arima_forecast
• quick::arima_forecast_custom
• quick::arima_with_config
• quick::auto_forecast
• quick::auto_select
• quick::compare_models
• quick::daily_price_forecast
• quick::es_forecast
• quick::es_forecast_custom
• quick::exponential_smoothing
• quick::forecast_with_config
• quick::forecast_with_data
• quick::ma_forecast
• quick::ma_forecast_custom
• quick::moving_average
• quick::values_only_forecast

Type Aliases

• core::error::Result
• models::autoregressive::Result
• models::cointegration::vecm::AdjustmentCoefficients
• models::cointegration::vecm::CointegratingVectors
• models::cointegration::vecm::VarCoefficients
• models::moving_average::Result
• models::regime_switching::markov_switching::GammaMatrix
• models::regime_switching::markov_switching::XiMatrix
• models::regime_switching::multivariate_markov_switching::MultivariateGammaMatrix
• models::regime_switching::multivariate_markov_switching::MultivariateXiMatrix
• models::regime_switching::multivariate_markov_switching::RegimeCovariances
• models::regime_switching::multivariate_markov_switching::RegimeMeans
• models::state_space::kalman_filter::FilteredCovariance
• models::state_space::kalman_filter::FilteredState
• models::state_space::kalman_filter::KFUpdateResultTuple
• models::state_space::kalman_filter::KalmanFilterStepOutput
• models::state_space::kalman_filter::LogLikelihoodContribution
• models::state_space::kalman_filter::PredictionError
• models::state_space::kalman_filter::PredictionErrorVariance