ml_sarima library

Classes

NelderMead

============================== NELDER–MEAD (FOR SMALL DIMENSIONS)

Sarima

SarimaFit

SarimaOrder

============================== SARIMA MODEL DEFINITIONS

Functions

autocov(List<double> x, int maxLag) → List<double>

differenceND(List<double> x, int d, int s, int D) → List<double>

Combined differencing: ordinary then seasonal (order doesn't matter since they commute)

differenceOrdinary(List<double> x, int d) → List<double>

============================== DIFFERENCING / INVERSION HELPERS

differenceSeasonal(List<double> x, int s, int D) → List<double>

Seasonal differencing: apply D times with period s: x_t - x_{t-s}

invertND(List<double> history, List<double> diffs, int d, int s, int D) → List<double>

Toplam inversiyon: önce seasonal, sonra ordinary geri al

invertOrdinary(List<double> base, List<double> diffs, int d) → List<double>

Invert nonseasonal differencing

invertSeasonal(List<double> base, List<double> diffs, int s, int D) → List<double>

Invert seasonal differencing (s-period feedback)

levinsonDurbin(List<double> r, int p) → List<double>

Levinson–Durbin (Yule–Walker) AR(p)

mean(List<double> x) → double

============================== SMALL STATISTICS HELPERS

variance(List<double> x) → double