DynamicParameterEstimationExtrapolate Method

public static DynamicParameterEstimation Extrapolate(
	IReadOnlyList<double> yTraining,
	IVector<double> yPredValues,
	int len,
	int yOrder
)

Parameters

yTraining  IReadOnlyListDouble

Input vector of y values used to calculate the prediction coefficients.

yPredValues  IVectorDouble

Input/output vector of y values to extrapolate. The fields beginning from 0 to len-1 must contain valid values used for initialization of the extrapolation. At the end of the procedure, the upper end (len..yPredValues.Count-1) contains the extrapolated data.

len  Int32

Number of valid input data points for extrapolation (not for the training data).

yOrder  Int32

Number of history samples used for prediction. Must be greater than or equal to 1.

Return Value

Reference