Struct ARIMA 

pub struct ARIMA { /* private fields */ }

ARIMA model

Implementations

impl ARIMA

pub fn new(config: ARIMAConfig) -> ARIMA

Create new ARIMA model

pub fn builder(p: usize, d: usize, q: usize) -> ARIMABuilder

Create ARIMA builder

pub fn fit(&mut self, ts: &TimeSeries) -> Result<ARIMAResults, Error>

Fit ARIMA model to time series

pub fn forecast( &self, results: &ARIMAResults, steps: usize, ) -> ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>

Forecast future values

pub fn prediction_intervals( &self, results: &ARIMAResults, forecasts: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, alpha: f64, ) -> (ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>)

Calculate prediction intervals