ARIMAutils.cc File Reference

#include "ARIMAutils.h"
#include <cmath>
#include <unordered_map>
#include <numeric>
#include <algorithm>

Namespaces
namespace	mio
namespace	mio::ARIMAutils

Functions
std::vector< double >	mio::ARIMAutils::slice (const std::vector< double > &vec, size_t start, size_t N)
std::vector< double >	mio::ARIMAutils::slice (const std::vector< double > &vec, size_t start)
std::vector< double >	mio::ARIMAutils::arange (size_t start, size_t N)
double	mio::ARIMAutils::calcVecMean (const std::vector< double > &vec)
double	mio::ARIMAutils::stdDev (const std::vector< double > &vec)
std::vector< double >	mio::ARIMAutils::toVector (const std::vector< MeteoData > &vecM, const std::string &paramname)
std::vector< double >	mio::ARIMAutils::toVector (const std::vector< MeteoData > &vecM, const size_t &paramindex)
std::vector< double >	mio::ARIMAutils::decideDirection (const std::vector< double > &data, const std::string &direction, bool forward, size_t gap_loc, size_t length)
size_t	mio::ARIMAutils::searchBackward (ARIMA_GAP &last_gap, const size_t &pos, const size_t &paramindex, const std::vector< MeteoData > &vecM, const Date &resampling_date, const double &i_window_size)
size_t	mio::ARIMAutils::searchForward (ARIMA_GAP &last_gap, const size_t &pos, const size_t &paramindex, const std::vector< MeteoData > &vecM, const Date &resampling_date, const double &i_window_size, const size_t &indexP1)
bool	mio::ARIMAutils::requal (const Date &date1, const Date &date2)
static void	mio::ARIMAutils::adjustDataStartDate (ARIMA_GAP &last_gap, const std::vector< MeteoData > &vecM, const Date &resampling_date, Date &data_start_date, Date &data_end_date)
static void	mio::ARIMAutils::adjustGap (const ARIMA_GAP &last_gap, const std::vector< MeteoData > &vecM, const Date &resampling_date, Date &data_start_date, Date &data_end_date, const double &window_size)
void	mio::ARIMAutils::computeARIMAGap (ARIMA_GAP &last_gap, const size_t &pos, const size_t &paramindex, const std::vector< MeteoData > &vecM, const Date &resampling_date, size_t &indexP1, size_t &indexP2, double &before_window, double &after_window, double &window_size, Date &data_start_date, Date &data_end_date)
double	mio::ARIMAutils::mostLikelyValue (const std::vector< double > &vec)
double	mio::ARIMAutils::computeSamplingRate (Date data_start_date, Date data_end_date, std::vector< MeteoData > vecM)
static Date	mio::ARIMAutils::findFirstDateWithSamplingRate (const std::vector< MeteoData > &vecM, const double sampling_rate, const Date &data_start_date, const Date &data_end_date)
Date	mio::ARIMAutils::adjustStartDate (const std::vector< MeteoData > &vecM, const ARIMA_GAP &last_gap, Date data_start_date, const Date &data_end_date)

Variables
static const double	NODATA = 1e-20
const std::map< ObjectiveFunction, std::string >	mio::ARIMAutils::ObjectiveFunctionMap
const std::map< OptimizationMethod, std::string >	mio::ARIMAutils::OptimizationMethodMap

Variable Documentation

NODATA

const double NODATA = 1e-20

static