Safe HaskellNone

ML

Description

 
Synopsis

Documentation

aggregator :: Monad m => P -> ConduitT NewTick (Maybe (Y, X)) m () Source #

AR(p) model builder. Conduit input: New tick information, output: y^t-1, x^t.

learner :: Monad m => LearningRate Double -> Lambda Double -> Ogdstate Vector Double -> Maybe X -> ConduitT (Maybe (Y, X)) Prediction m () Source #

Learner. Conduit input: (y^t-1, x^t), output: widehat{y}^t

newtype P Source #

aggregation size p

Constructors

P Int 

initialState :: Int -> Ogdstate Vector Double Source #

Helper function. Builds an initial state for learner.

data Prediction Source #

Prediction output: either Prediction y^t, or Ingested, which means the data point was aggregated, but no prediction was produced.

Constructors

Prediction 

Fields

Ingested 
Instances
Show Prediction Source # 
Instance details

Defined in Model

Methods

showsPrec :: Int -> Prediction -> ShowS

show :: Prediction -> String

showList :: [Prediction] -> ShowS

MessagePack Prediction Source # 
Instance details

Defined in Model

Methods

toObject :: Prediction -> Object

fromObject :: (Applicative m, Monad m) => Object -> m Prediction