weka.classifiers.timeseries
Class ErrorBasedConfidenceLimitEstimator

java.lang.Object
  extended by weka.classifiers.timeseries.ErrorBasedConfidenceLimitEstimator
All Implemented Interfaces:
java.io.Serializable

public class ErrorBasedConfidenceLimitEstimator
extends java.lang.Object
implements java.io.Serializable

Author:
mhall
See Also:
Serialized Form

Constructor Summary
ErrorBasedConfidenceLimitEstimator()
           
 
Method Summary
 void calculateConfidenceOffsets(TSForecaster forecaster, Instances insts, int numPrime, int numSteps, double confidenceLevel, java.io.PrintStream... progress)
           
 void calculateConfidenceOffsets(TSForecaster forecaster, Instances insts, int numPrime, int artificialTimeStartValue, int numSteps, double confidenceLevel, java.io.PrintStream... progress)
           
 double getConfidenceLevel()
           
 double[] getConfidenceLimitsForTarget(java.lang.String targetName, double targetValue, int stepNum)
           
 java.util.List<double[]> getConfidenceOffsets(double confidenceLevel, java.util.List<java.util.List<NumericPrediction>> predictions)
          Get the confidence bound offsets for each target at the supplied confidence level
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

ErrorBasedConfidenceLimitEstimator

public ErrorBasedConfidenceLimitEstimator()
Method Detail

getConfidenceOffsets

public java.util.List<double[]> getConfidenceOffsets(double confidenceLevel,
                                                     java.util.List<java.util.List<NumericPrediction>> predictions)
                                              throws java.lang.Exception
Get the confidence bound offsets for each target at the supplied confidence level

Parameters:
confidenceLevel - the confidence level to use
Returns:
a List of confidence offsets - one for each target. Each target's confidence limits are stored in a two element array, where the first element stores the upper bound and the second the lower bound (both are expressed as an offset)
Throws:
java.lang.Exception - if the confidence limits can't be computed for some reason

calculateConfidenceOffsets

public void calculateConfidenceOffsets(TSForecaster forecaster,
                                       Instances insts,
                                       int numPrime,
                                       int numSteps,
                                       double confidenceLevel,
                                       java.io.PrintStream... progress)
                                throws java.lang.Exception
Throws:
java.lang.Exception

calculateConfidenceOffsets

public void calculateConfidenceOffsets(TSForecaster forecaster,
                                       Instances insts,
                                       int numPrime,
                                       int artificialTimeStartValue,
                                       int numSteps,
                                       double confidenceLevel,
                                       java.io.PrintStream... progress)
                                throws java.lang.Exception
Throws:
java.lang.Exception

getConfidenceLevel

public double getConfidenceLevel()

getConfidenceLimitsForTarget

public double[] getConfidenceLimitsForTarget(java.lang.String targetName,
                                             double targetValue,
                                             int stepNum)
                                      throws java.lang.Exception
Throws:
java.lang.Exception