FcastModel: Class FcastModel

In realerikrani/nvdr: NVD Vulnerability Data Analyser

Description

Class FcastModel

Direct Superclass

• NVDModel

Direct Subclasses

• BenchmarkModel,

• MeanModel,

• DriftModel,

• NaiveModel,

• SeasonalNaiveModel

Private attributes

• box_cox_applied logical value indicating whether the Box-Cox transformation was applied (default F)

Public methods

• considerBoxCox(fcast, fcast_bc) selects the best forecasts between those where the Box-Cox transformation is used and those, where it is not used; sets thre result by using super$setFcasted

• analyseResiduals(df) analyses the residuals with the given degree of freedom value

• considerBootstrap(fcast, fcast_bc) generates forecast intervals from bootstrapped residuals when super$areResidualsNotNormal() & !super$areResidualsNotRandom(); takes into account whether the Box-Cox transformation was beneficial to use or not

• executeUseModel(fcast, fcast_bc) calls the forecast function with training set obtained by calling super$getMergedTrainTestSet(); applies the Box-Cox transformation when self$isBoxCoxApplied() == TRUE

• isBoxCoxApplied() returns private attribute box_cox_applied

• setBoxCoxApplied(logical_value) assings the logical_value to private attribute box_cox_applied

realerikrani/nvdr documentation built on May 29, 2019, 8:06 a.m.