TimeSeriesCatalog Class

Definition

public static class TimeSeriesCatalog
type TimeSeriesCatalog = class
Public Module TimeSeriesCatalog
Inheritance
TimeSeriesCatalog

Methods

DetectAnomalyBySrCnn(TransformsCatalog, String, String, Int32, Int32, Int32, Int32, Int32, Double)

Create SrCnnAnomalyEstimator, which detects timeseries anomalies using SRCNN algorithm.

DetectChangePointBySsa(TransformsCatalog, String, String, Int32, Int32, Int32, Int32, ErrorFunction, MartingaleType, Double)

Create SsaChangePointEstimator, which predicts change points in time series using Singular Spectrum Analysis (SSA).

DetectIidChangePoint(TransformsCatalog, String, String, Int32, Int32, MartingaleType, Double)

Create IidChangePointEstimator, which predicts change points in an independent identically distributed (i.i.d.) time series based on adaptive kernel density estimations and martingale scores.

DetectIidSpike(TransformsCatalog, String, String, Int32, Int32, AnomalySide)

Create IidSpikeEstimator, which predicts spikes in independent identically distributed (i.i.d.) time series based on adaptive kernel density estimations and martingale scores.

DetectSpikeBySsa(TransformsCatalog, String, String, Int32, Int32, Int32, Int32, AnomalySide, ErrorFunction)

Create SsaSpikeEstimator, which predicts spikes in time series using Singular Spectrum Analysis (SSA).

ForecastBySsa(ForecastingCatalog, String, String, Int32, Int32, Int32, Int32, Boolean, Single, RankSelectionMethod, Nullable<Int32>, Nullable<Int32>, Boolean, Boolean, Nullable<GrowthRatio>, String, String, Single, Boolean)

Singular Spectrum Analysis (SSA) model for univariate time-series forecasting. For the details of the model, refer to http://arxiv.org/pdf/1206.6910.pdf.

Applies to