weka.classifiers.timeseries.core

Interface OverlayForecaster

All Known Implementing Classes:

WekaForecaster

public interface OverlayForecaster

Interface to a forecaster that has been trained with data containing "overlay" attributes. These are attributes whose values will be supplied externally for future time periods to be forecasted.

Version:

$Revision: 45163 $

Author:

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

Method Summary

Methods

Modifier and Type	Method and Description
List<List<weka.classifiers.evaluation.NumericPrediction>>	forecast(int numSteps, weka.core.Instances overlay, PrintStream... progress) Produce a forecast for the target field(s).
String	getOverlayFields() Get a comma-separated list of fields that considered to be overlay fields
boolean	isUsingOverlayData() Returns true if this forecaster has been trained with data containing overlay fields, and thus will expect to be provided with future values for these fields when making a forecast.
void	setOverlayFields(String overlayFields) Set the fields to consider as overlay fields

Method Detail

forecast

List<List<weka.classifiers.evaluation.NumericPrediction>> forecast(int numSteps,
                                                                 weka.core.Instances overlay,
                                                                 PrintStream... progress)
                                                                   throws Exception

Produce a forecast for the target field(s). Assumes that the model has been built and/or primed so that a forecast can be generated. Also assumes that the forecaster has been told which attributes are to be considered "overlay" attributes in the data. Overlay data is data that the forecaster will be provided with when making a forecast into the future - i.e. it will be given the values of these attributes for future instances. The overlay data provided to this method should have the same structure as the original data used to train the forecaster - i.e. all original fields should be present, including the targets and time stamp field (if supplied). The values of targets will of course be missing ('?') since we want to forecast those. The time stamp values (if a time stamp is in use) may be provided, in which case the forecaster will use the time stamp values in the overlay instances. If the time stamp values are missing, then date arithmetic (for date time stamps) will be used to advance the time value beyond the last seen training value; similarly, for artificial time stamps or non-date time stamps, the computed time delta will be used to increment beyond the last seen training value. The number of instances in the overlay data should typically match the number of steps that have been requested for forecasting. If these differ, then overlay.numInstances() will be the number of steps forecasted.

Parameters:

numSteps - number of forecasted values to produce for each target. E.g. a value of 5 would produce a prediction for t+1, t+2, ..., t+5.

overlay - instances in the same format as the training data containing values for overlay attributes for the time steps to be forecasted

progress - an optional varargs parameter supplying progress objects to report/log to

Returns:

a List of Lists (one for each step) of forecasted values for each target

Throws:

Exception - if the forecast can't be produced for some reason.

isUsingOverlayData

boolean isUsingOverlayData()

Returns true if this forecaster has been trained with data containing overlay fields, and thus will expect to be provided with future values for these fields when making a forecast.

Returns:

true if this forecaster expects to be provided with overlay data when making a forecast.

setOverlayFields

void setOverlayFields(String overlayFields)
                      throws Exception

Set the fields to consider as overlay fields

Parameters:

overlayFields - a comma-separated list of field names

Throws:

Exception - if there is a problem setting the overlay fields

getOverlayFields

String getOverlayFields()

Get a comma-separated list of fields that considered to be overlay fields

Returns:

a list of field names