Class: TeaLeaves::NaiveForecast

Inherits:
Forecast
  • Object
show all
Defined in:
lib/tealeaves/naive_forecast.rb

Overview

A naive model just uses the current period’s value as the prediction for the next period, i.e. F_t+1 = Y_t

Instance Attribute Summary

Attributes inherited from Forecast

#one_step_ahead_forecasts

Instance Method Summary collapse

Methods inherited from Forecast

#errors, #mean_squared_error

Constructor Details

#initialize(time_series) ⇒ NaiveForecast

Creates a naive forecasting model for the given time series.



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# File 'lib/tealeaves/naive_forecast.rb', line 8

def initialize(time_series)
  @time_series = time_series
  @one_step_ahead_forecasts = [nil] + time_series
  @one_step_ahead_forecasts.pop
end

Instance Method Details

#predict(n = nil) ⇒ Object

Returns a prediction for the next period, or for the next n periods.



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# File 'lib/tealeaves/naive_forecast.rb', line 22

def predict(n=nil)
  if n.nil?
    @time_series.last
  else
    [@time_series.last] * n
  end
end

#u_statistic ⇒ Object

Returns Thiel’s U Statistic. By definition, this is 1 for the Naive method.



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# File 'lib/tealeaves/naive_forecast.rb', line 16

def u_statistic
  1
end