Struct CoherenceForecaster 

pub struct CoherenceForecaster { /* private fields */ }

Coherence forecaster using exponential smoothing methods

Implementations

impl CoherenceForecaster

pub fn new(alpha: f64, window: usize) -> Self

Create a new forecaster with smoothing parameters

Arguments

• alpha - Level smoothing parameter (0.0 to 1.0). Higher = more weight on recent values
• window - Maximum number of historical observations to keep

pub fn with_beta(self, beta: f64) -> Self

Create a forecaster with custom trend smoothing parameter

pub fn add_observation(&mut self, timestamp: DateTime<Utc>, value: f64)

Add a new observation to the forecaster

pub fn forecast(&self, steps: usize) -> Vec<Forecast>

Generate forecasts for future time steps

Arguments

• steps - Number of future time steps to forecast

Returns

Vector of forecast results with confidence intervals

pub fn detect_regime_change_probability(&self) -> f64

Detect probability of regime change using CUSUM statistics

Returns

Probability between 0.0 and 1.0 that a regime change is occurring

pub fn get_trend(&self) -> Trend

Get current trend direction

pub fn len(&self) -> usize

Get the number of observations in history

pub fn is_empty(&self) -> bool

Check if forecaster has no observations

pub fn get_level(&self) -> Option<f64>

Get the smoothed level value

pub fn get_trend_value(&self) -> Option<f64>

Get the smoothed trend value