ARIMAutils.h File Reference

#include <cassert>
#include <meteoio/MeteoIO.h>
#include <vector>

Go to the source code of this file.

Classes
class	mio::ARIMAutils::Normalization
struct	mio::ARIMAutils::ARIMA_GAP

Namespaces
namespace	mio
namespace	mio::ARIMAutils

Enumerations
enum	mio::ARIMAutils::ObjectiveFunction { mio::ARIMAutils::CSS_MLE , mio::ARIMAutils::MLE , mio::ARIMAutils::CSS }
enum	mio::ARIMAutils::OptimizationMethod {   mio::ARIMAutils::Nelder_Mead , mio::ARIMAutils::Newton_Line_Search , mio::ARIMAutils::Newton_Trust_Region_Hook_Step , mio::ARIMAutils::Newton_Trust_Region_Double_Dog_Leg ,   mio::ARIMAutils::Conjugate_Gradient , mio::ARIMAutils::BFGS , mio::ARIMAutils::LBFGS , mio::ARIMAutils::BFGS_MTM }

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)
template<typename T >
T	mio::ARIMAutils::findMinMax (const std::vector< T > &vec, bool findMin)
double	mio::ARIMAutils::calcVecMean (const std::vector< double > &vec)
double	mio::ARIMAutils::stdDev (const std::vector< double > &vec)
template<typename T >
void	mio::ARIMAutils::reverseVector (std::vector< T > &vec)
template<typename T >
std::vector< T >	mio::ARIMAutils::reverseVectorReturn (const std::vector< T > &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)
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)
bool	mio::ARIMAutils::requal (const Date &date1, const Date &date2)
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)
Date	mio::ARIMAutils::findFirstDateWithSamplingRate (const std::vector< MeteoData > &vecM, const double sampling_rate, const Date &data_start_date, 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)
template<typename T >
std::string	mio::ARIMAutils::convertVectorsToString (const std::vector< std::vector< T > > &vecs)
template<typename T >
void	mio::ARIMAutils::printVectors (const std::vector< std::vector< T > > &vecs)
template<typename T >
void	mio::ARIMAutils::printVectors (const std::vector< Date > &vec1, const std::vector< T > &vec2)

Variables
static const double	DATE_TOLERANCE = 1e-6
static const int	MIN_ARIMA_DATA_POINTS = 8
static const int	MAX_ARIMA_EXTRAPOLATION = 100

Variable Documentation

DATE_TOLERANCE

const double DATE_TOLERANCE = 1e-6

static

MAX_ARIMA_EXTRAPOLATION

const int MAX_ARIMA_EXTRAPOLATION = 100

static

MIN_ARIMA_DATA_POINTS

const int MIN_ARIMA_DATA_POINTS = 8

static