com.yahoo.egads.models.tsmm

Class SpectralSmoother

java.lang.Object

com.yahoo.egads.models.tsmm.TimeSeriesAbstractModel

com.yahoo.egads.models.tsmm.SpectralSmoother

All Implemented Interfaces:

JsonAble, Model, TimeSeriesModel, java.io.Serializable

public class SpectralSmoother
extends TimeSeriesAbstractModel

SpectralSmoother implements the smoothing technique based on the Singular Value Decomposition (SVD) of the input time-series' Hankel matrix. For further details on the methodology please refer to utilities/SpectralMethods.java documentation. The input parameters: 1. 'WINDOW_SIZE' determines the size of the sliding window for spectral smoothing. Typically should be larger than the largest seasonality present in the time-series. 2. 'FILTERING_METHOD' determines the filtering method to be used by spectral smoothing. Possible values: K_GAP, VARIANCE, EXPLICIT, SMOOTHNESS, EIGEN_RATIO, GAP_RATIO Refer to utilities/SpectralMethods.java documentation for more details. 3. 'FILTERING_PARAM' determines the tuning parameter for the specified filtering method. Refer to utilities/SpectralMethods.java documentation for more details.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
SpectralSmoother(java.util.Properties config)

Method Summary

Modifier and Type	Method and Description
java.lang.String	getModelName()
void	predict(TimeSeries.DataSequence sequence)
void	reset()
void	train(TimeSeries.DataSequence data)
void	update(TimeSeries.DataSequence data)

Methods inherited from class com.yahoo.egads.models.tsmm.TimeSeriesAbstractModel

betterThan, fromJson, getBias, getMAD, getMAPE, getModelType, getMSE, getSAE, toJson

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SpectralSmoother

public SpectralSmoother(java.util.Properties config)

Method Detail

reset

public void reset()

train

public void train(TimeSeries.DataSequence data)
           throws java.lang.Exception

Throws:

java.lang.Exception

update

public void update(TimeSeries.DataSequence data)
            throws java.lang.Exception

Throws:

java.lang.Exception

predict

public void predict(TimeSeries.DataSequence sequence)
             throws java.lang.Exception

Throws:

java.lang.Exception

getModelName

public java.lang.String getModelName()

Specified by:

getModelName in interface Model

Overrides:

getModelName in class TimeSeriesAbstractModel