class TeaLeaves::Forecast
Attributes
one_step_ahead_forecasts[R]
Returns an array of 1 step ahead forecasts. The initial value in this array will be nil - there is no way of predicting the first value of the series.
Public Instance Methods
errors()
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Returns the errors between the observed values and the one step ahead forecasts.
# File lib/tealeaves/forecast.rb, line 10 def errors @errors ||= @time_series.zip(one_step_ahead_forecasts).map do |(observation, forecast)| forecast - observation if forecast && observation end end
mean_squared_error()
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Returns the mean squared error of the forecast.
# File lib/tealeaves/forecast.rb, line 17 def mean_squared_error numerator = errors.drop(1).map {|i| i ** 2 }.inject(&:+) numerator / (errors.size - 1).to_f end