Safe Haskell | None |
---|

## Synopsis

- aggregator :: Monad m => P -> ConduitT NewTick (Maybe (Y, X)) m ()
- learner :: Monad m => LearningRate Double -> Lambda Double -> Ogdstate Vector Double -> Maybe X -> ConduitT (Maybe (Y, X)) Prediction m ()
- newtype P = P Int
- initialState :: Int -> Ogdstate Vector Double
- data Prediction
- = Prediction {
- prediction :: Double

- | Ingested

- = Prediction {

# 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

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.

Prediction | |

- prediction :: Double
| |

Ingested |

## Instances

Show Prediction Source # | |

Defined in Model showsPrec :: Int -> Prediction -> ShowS show :: Prediction -> String showList :: [Prediction] -> ShowS | |

MessagePack Prediction Source # | |

Defined in Model toObject :: Prediction -> Object fromObject :: (Applicative m, Monad m) => Object -> m Prediction |