net.sourceforge.openforecast.models
Class NaiveForecastingModel

java.lang.Object
  net.sourceforge.openforecast.models.AbstractForecastingModel
      net.sourceforge.openforecast.models.AbstractTimeBasedModel
          net.sourceforge.openforecast.models.WeightedMovingAverageModel
              net.sourceforge.openforecast.models.MovingAverageModel
                  net.sourceforge.openforecast.models.NaiveForecastingModel

All Implemented Interfaces:

ForecastingModel

public class NaiveForecastingModel
extends MovingAverageModel

A naive forecasting model is a special case of the moving average forecasting model where the number of periods used for smoothing is 1. Therefore, the forecast for a period, t, is simply the observed value for the previous period, t-1.

Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period in the future. It is not at all useful as a medium-long range forecasting tool.

This model really is a simplistic model, and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly. Instead, consider using either the moving average model, or the more general weighted moving average model with a higher (i.e. greater than 1) number of periods, and possibly a different set of weights.

Since:

0.3

Author:

Steven R. Gould

Field Summary

Fields inherited from class net.sourceforge.openforecast.models.AbstractForecastingModel

accuracyIndicators, initialized

Constructor Summary

NaiveForecastingModel()
Constructs a new naive forecasting model.

NaiveForecastingModel(String independentVariable)
Deprecated. As of 0.4, replaced by NaiveForecastingModel(java.lang.String).

Method Summary

String	getForecastType() Returns a one or two word name of this type of forecasting model.
String	toString() This should be overridden to provide a textual description of the current forecasting model including, where possible, any derived parameters used.

Methods inherited from class net.sourceforge.openforecast.models.MovingAverageModel

init

Methods inherited from class net.sourceforge.openforecast.models.WeightedMovingAverageModel

forecast, getNumberOfPeriods, getNumberOfPredictors, setWeights

Methods inherited from class net.sourceforge.openforecast.models.AbstractTimeBasedModel

forecast, getForecastValue, getIndependentVariable, getMaximumTimeValue, getMinimumTimeValue, getObservedValue, getTimeInterval, getTimeVariable, initTimeVariable

Methods inherited from class net.sourceforge.openforecast.models.AbstractForecastingModel

calculateAccuracyIndicators, forecast, getAIC, getBias, getMAD, getMAPE, getMSE, getSAE

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

NaiveForecastingModel

public NaiveForecastingModel()

Constructs a new naive forecasting model. For a valid model to be constructed, you should call init and pass in a data set containing a series of data points with the time variable initialized to identify the independent variable.

NaiveForecastingModel

public NaiveForecastingModel(String independentVariable)

Deprecated. As of 0.4, replaced by NaiveForecastingModel(java.lang.String).

Constructs a new naive forecasting model, using the given name as the independent variable.

Parameters:

independentVariable - the name of the independent variable to use in this model.

Method Detail

getForecastType

public String getForecastType()

Returns a one or two word name of this type of forecasting model. Keep this short. A longer description should be implemented in the toString method.

Specified by:

getForecastType in interface ForecastingModel

Overrides:

getForecastType in class MovingAverageModel

Returns:

a string representation of the type of forecasting model implemented.

toString

public String toString()

This should be overridden to provide a textual description of the current forecasting model including, where possible, any derived parameters used.

Specified by:

toString in interface ForecastingModel

Overrides:

toString in class MovingAverageModel

Returns:

a string representation of the current forecast model, and its parameters.