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  • 10580 7d70698c9a

    Feature #5098 - Time Series Indicators (#5099)

    frostbyte_neo 发布于 2021-02-01 23:17:49 +00:00 | 2563 次提交 在此版本后已推送到 master

    • 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

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