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() )
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.