weka.classifiers.timeseries.core

Interface ConfidenceIntervalForecaster

All Known Implementing Classes:

WekaForecaster

public interface ConfidenceIntervalForecaster

Interface to a forecaster that can compute confidence intervals for its forecasts

Version:

$Revision: 45163 $

Author:

Mark Hall (mhall{[at]}pentaho{[dot]}com)

Method Summary

Methods

Modifier and Type	Method and Description
int	getCalculateConfIntervalsForForecasts() Return the number of steps for which confidence intervals will be computed.
double	getConfidenceLevel() Get the confidence level in use for computing confidence intervals.
boolean	isProducingConfidenceIntervals() Returns true if this forecaster is computing confidence limits for some or all of its future forecasts (i.e.
void	setCalculateConfIntervalsForForecasts(int steps) Set the number of steps for which to compute confidence intervals for.
void	setConfidenceLevel(double confLevel) Set the confidence level for confidence intervals.

Method Detail

setConfidenceLevel

void setConfidenceLevel(double confLevel)

Set the confidence level for confidence intervals.

Parameters:

confLevel - the confidence level to use.

getConfidenceLevel

double getConfidenceLevel()

Get the confidence level in use for computing confidence intervals.

Returns:

the confidence level.

isProducingConfidenceIntervals

boolean isProducingConfidenceIntervals()

Returns true if this forecaster is computing confidence limits for some or all of its future forecasts (i.e. getCalculateConfIntervalsForForecasts() > 0).

Returns:

true if confidence limits will be produced for some or all of its future forecasts.

setCalculateConfIntervalsForForecasts

void setCalculateConfIntervalsForForecasts(int steps)

Set the number of steps for which to compute confidence intervals for. E.g. a value of 5 means that confidence bounds will be computed for 1-step-ahead predictions, 2-step-ahead predictions, ..., 5-step-ahead predictions. Setting a value of 0 indicates that no confidence intervals will be computed/produced.

Parameters:

steps - the number of steps for which to compute confidence intervals for.

getCalculateConfIntervalsForForecasts

int getCalculateConfIntervalsForForecasts()

Return the number of steps for which confidence intervals will be computed. A value of 0 indicates that no confidence intervals will be computed/produced.

Returns:

the number of steps for which confidence intervals will be computed.