Opened 14 years ago
Last modified 12 years ago
#1136 assigned task
ARMA TolPackage
| Reported by: | Jorge | Owned by: | |
|---|---|---|---|
| Priority: | normal | Milestone: | TOL Packages |
| Component: | Various | Version: | 2.0.1 |
| Severity: | normal | Keywords: | |
| Cc: |
Description
It is requested the implementation of a TolPackage in order to encapsulate the functionalities related to ARMA models. Now there are a lot of related funcionalities dispersed between stdlib and TOL's core.
Change History (140)
comment:1 Changed 14 years ago by
comment:11 Changed 13 years ago by
comment:13 Changed 13 years ago by
| Owner: | changed from Víctor de Buen Remiro to Fernando Fernandes Neto |
|---|---|
| Status: | new → assigned |
Las descripciones deberían estar en inglés.
En la descripción del método Identify debería referirse a la posibilidad de cambiar las opciones evaluadas modificando el miembro Identify.Options.
También habría que generalizar la parte estacional que ahora mismo sólo puede ser un IMA o nada. Debería ampliarse a cualquier orden de estacionalidades haciendo un ciclo sobre Arima_From_Label que fuera capaz de explorar modelos como éste.
#Require ArimaTools: Set Append(ArimaTools, [[GetLabelFromArima([[ ARIMAStruct( 1, 1-0.1*B +0.1*B^2, 1-0.1*B, 1-B), ARIMAStruct( 24,1-0.1*B^24 +0.1*B^48, 1-0.1*B^24, 1-B^24), ARIMAStruct(168,1-0.1*B^168+0.1*B^372,1-0.1*B^168,1-B^168) ]]) ]]);
}}}
El método Ortogonalization es demasiado ambiguo, quizás podria llamarse Ortogonalization.InputOutput
comment:14 Changed 13 years ago by
| Owner: | changed from Fernando Fernandes Neto to fneto@… |
|---|
comment:15 Changed 13 years ago by
| Owner: | changed from fneto@… to Víctor de Buen Remiro |
|---|
comment:16 Changed 13 years ago by
| Owner: | changed from Víctor de Buen Remiro to fneto@… |
|---|
comment:17 Changed 13 years ago by
| Owner: | changed from fneto@… to Fernando Fernandes Neto |
|---|
comment:19 Changed 13 years ago by
| Owner: | changed from Fernando Fernandes Neto to Víctor de Buen Remiro |
|---|
comment:20 Changed 13 years ago by
| Owner: | changed from Víctor de Buen Remiro to fneto@… |
|---|
(In [3350]) Refs #1136