1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
|
White noise realization = [ marginal 1 marginal 2 ]
0 : [ 0 0.608202 -1.26617 ]
1 : [ 0.1 -0.438266 1.20548 ]
2 : [ 0.2 -2.18139 0.350042 ]
...
997 : [ 99.7 -0.560957 0.476333 ]
998 : [ 99.8 0.259183 -0.591989 ]
999 : [ 99.9 -0.773031 0.711512 ]
myTimeSeries = [ y0 y1 ]
0 : [ 0 1.6082 1.73383 ]
1 : [ 0.1 0.77037 4.39418 ]
2 : [ 0.2 -0.752497 3.69999 ]
...
997 : [ 99.7 -0.0113032 1.93498 ]
998 : [ 99.8 0.710777 0.968257 ]
999 : [ 99.9 -0.377699 2.41082 ]
myDefaultFactory = class=TrendFactory fittingAlgorithm = class=CorrectedLeaveOneOut basisSequenceFactory = class=LAR
myEstimateTrend = [1.47317,2.50233] * ([t]->[1]) + [-0.49061,0.441109] * ([t]->[cos(2 * t)]) + [1.0026,0.964772] * ([t]->[sin(2 * t)])
myDefaultFactory = class=TrendFactory fittingAlgorithm = class=KFold basisSequenceFactory = class=LAR
myNewEstimateTrend = [1.47317,2.50233] * ([t]->[1]) + [-0.49061,0.441109] * ([t]->[cos(2 * t)]) + [1.0026,0.964772] * ([t]->[sin(2 * t)])
|