Commit Graph

1 Commits

Author SHA1 Message Date
Aaron Janeiro Stone 7d70698c9a Feature #5098 - Time Series Indicators (#5099)
* Cleans history for ArimaIndicator/TimeSeriesIndicator.

-- removes commits from a tracked, already merged branch
-- removes artifacts from debugging sessions

* Removes AR/MA method as a user-specifiable method.
-- Prevents need to reference dll for MathNet in Tests (and potentially elsewhere).
-- Wrapper can be implemented around this functionality.

* Removes AR/MA method as a user-specifiable method.
-- Prevents need to reference dll for MathNet in Tests (and potentially elsewhere).
-- Wrapper can be implemented around this functionality.

* Better adherence to established code style

* Makes _intercept = true by default in constructor where it is not parameter

* WIP -- addressing reviews

* Passing tests following prior refactor

* Rearranged code, access modifiers adjusted

* Fixed indexing of _mafits, adds example algorithm

* Adds regression algo in python + addresses some refactors

* Addresses review

* Adds regression stats

* Fixes missing value signs

* Removes redundant code

* style changes

* style changes

* style: "err" -> "error"

* Minor tweaks

* Fixes python arima regression test

* Refactors AutoregressiveIntegratedMovingAverageTests.cs

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2021-02-01 20:17:49 -03:00