Class: TeaLeaves::BruteForceOptimization
- Inherits:
-
Object
- Object
- TeaLeaves::BruteForceOptimization
- Defined in:
- lib/tealeaves/brute_force_optimization.rb
Constant Summary collapse
- INITIAL_PARAMETER_VALUES =
[0.0, 0.2, 0.4, 0.6, 0.8, 1.0].freeze
Instance Method Summary collapse
- #initial_test_parameters(opts = {}) ⇒ Object
-
#initialize(time_series, period, opts = {}) ⇒ BruteForceOptimization
constructor
A new instance of BruteForceOptimization.
- #optimize ⇒ Object
Constructor Details
#initialize(time_series, period, opts = {}) ⇒ BruteForceOptimization
Returns a new instance of BruteForceOptimization.
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# File 'lib/tealeaves/brute_force_optimization.rb', line 5 def initialize(time_series, period, opts={}) @time_series = time_series @period = period @opts = opts end |
Instance Method Details
#initial_test_parameters(opts = {}) ⇒ Object
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# File 'lib/tealeaves/brute_force_optimization.rb', line 18 def initial_test_parameters(opts={}) parameters = [] INITIAL_PARAMETER_VALUES.each do |alpha| parameters << {:alpha => alpha, :seasonality => :none, :trend => :none} unless opts[:seasonality] == :none && opts[:trend] == :none INITIAL_PARAMETER_VALUES.each do |b| parameters << {:alpha => alpha, :beta => b, :seasonality => :none, :trend => :additive} parameters << {:alpha => alpha, :beta => b, :seasonality => :none, :trend => :multiplicative} parameters << {:alpha => alpha, :gamma => b, :trend => :none, :seasonality => :additive} parameters << {:alpha => alpha, :gamma => b, :trend => :none, :seasonality => :multiplicative} INITIAL_PARAMETER_VALUES.each do |gamma| [:additive, :multiplicative].each do |trend| [:additive, :multiplicative].each do |seasonality| parameters << { :alpha => alpha, :beta => b, :gamma => gamma, :trend => trend, :seasonality => seasonality } end end end end end end parameters end |
#optimize ⇒ Object
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# File 'lib/tealeaves/brute_force_optimization.rb', line 12 def optimize [0.1, 0.5, 0.25, 0.125, 0.0625, 0.03125, 0.015625].inject(optimum(initial_models)) do |model, change| improve_model(model, change) end end |