LostTech.TensorFlow : API Documentation

Type VARMA

Namespace tensorflow.contrib.timeseries.state_space_models.varma

Parent StateSpaceModel

Interfaces IVARMA

Methods

Properties

Public instance methods

IDictionary<object, object> generate(int number_of_series, int series_length, IDictionary<IGraphNodeBase, object> model_parameters, object seed, object add_observation_noise)

object generate_dyn(object number_of_series, object series_length, object model_parameters, object seed, object add_observation_noise)

Tensor get_broadcasted_observation_model(IGraphNodeBase times)

Tensor get_broadcasted_observation_model(PythonClassContainer times)

object get_broadcasted_observation_model_dyn(object times)

Tensor get_features_for_timesteps(object timesteps)

object get_features_for_timesteps_dyn(object timesteps)

Tensor get_observation_noise_covariance(double minimum_initial_variance)

object get_observation_noise_covariance_dyn(ImplicitContainer<T> minimum_initial_variance)

Tensor get_state_transition_noise_covariance(double minimum_initial_variance)

Tensor get_state_transition_noise_covariance_(double minimum_initial_variance)

object get_state_transition_noise_covariance_dyn(ImplicitContainer<T> minimum_initial_variance)

object get_state_transition_noise_covariance_dyn_(ImplicitContainer<T> minimum_initial_variance)

object per_step_batch_loss(IDictionary<object, object> features, object mode, IEnumerable<object> state)

object per_step_batch_loss(IDictionary<object, object> features, object mode, IGraphNodeBase state)

object per_step_batch_loss(IDictionary<object, object> features, object mode, PythonClassContainer state)

object per_step_batch_loss(IDictionary<object, object> features, object mode, object state)

object per_step_batch_loss(object features, object mode, IEnumerable<object> state)

object per_step_batch_loss(object features, object mode, IGraphNodeBase state)

object per_step_batch_loss(object features, object mode, PythonClassContainer state)

object per_step_batch_loss(object features, object mode, object state)

object per_step_batch_loss_dyn(object features, object mode, object state)

Public properties

object ar_coefs get; set;

int ar_order get; set;

DType dtype get; set;

IList<object> exogenous_feature_columns get;

object exogenous_feature_columns_dyn get;

object ma_coefs get; set;

int ma_order get; set;

int num_features get; set;

object prior_state_mean get; set;

object prior_state_var get; set;

object PythonObject get;

object state_dimension get; set;

int state_num_blocks get; set;