TimeSeriesPredictionFitness Constructor

public TimeSeriesPredictionFitness(
	double[] data,
	int windowSize,
	int predictionSize,
	double[] constants
)

Public Sub New ( 
	data As Double(),
	windowSize As Integer,
	predictionSize As Integer,
	constants As Double()
)

Parameters

data

Type: SystemDouble
Time series to be predicted.

windowSize

Type: SystemInt32
Window size - number of past samples used to predict future value.

predictionSize

Type: SystemInt32
Prediction size - number of values to be predicted. These values are excluded from training set.

constants

Type: SystemDouble
Array of constants to be used as additional paramters for genetic expression.

The data parameter is a one dimensional array, which defines times series to predict. The amount of learning samples is equal to the number of samples in the provided time series, minus window size, minus prediction size.

The predictionSize parameter specifies the amount of samples, which should be excluded from training set. This set of samples may be used for future verification of the prediction model.

The constants parameter is an array of constants, which can be used as additional variables for a genetic expression. The actual amount of variables for genetic expression equals to the amount of constants plus the window size.

Reference