sklears_kernel_approximation::time_series_kernels

Struct AutoregressiveKernelApproximation

pub struct AutoregressiveKernelApproximation { /* private fields */ }

Expand description

Autoregressive kernel approximation

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impl AutoregressiveKernelApproximation

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pub fn new(n_components: usize, order: usize) -> Self

Create a new autoregressive kernel approximation

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pub fn lambda(self, new_lambda: f64) -> Self

Set regularization parameter

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pub fn fit(&mut self, time_series: &Array3<f64>) -> Result<()>

Fit the autoregressive kernel approximation

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pub fn transform(&self, time_series: &Array3<f64>) -> Result<Array2<f64>>

Transform time series using AR kernel features

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impl UnwindSafe for AutoregressiveKernelApproximation

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