batched_arima.hpp File Reference

#include <cuml/tsa/arima_common.h>

Include dependency graph for batched_arima.hpp:

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Namespaces
	raft
	ML

Enumerations
enum	ML::LoglikeMethod { ML::CSS , ML::MLE }

Functions
void	ML::pack (raft::handle_t &handle, const ARIMAParams< double > &params, const ARIMAOrder &order, int batch_size, double *param_vec)
void	ML::unpack (raft::handle_t &handle, ARIMAParams< double > &params, const ARIMAOrder &order, int batch_size, const double *param_vec)
bool	ML::detect_missing (raft::handle_t &handle, const double *d_y, int n_elem)
void	ML::batched_diff (raft::handle_t &handle, double *d_y_diff, const double *d_y, int batch_size, int n_obs, const ARIMAOrder &order)
void	ML::batched_loglike (raft::handle_t &handle, const ARIMAMemory< double > &arima_mem, const double *d_y, const double *d_exog, int batch_size, int n_obs, const ARIMAOrder &order, const double *d_params, double *loglike, bool trans=true, bool host_loglike=true, LoglikeMethod method=MLE, int truncate=0)
void	ML::batched_loglike (raft::handle_t &handle, const ARIMAMemory< double > &arima_mem, const double *d_y, const double *d_exog, int batch_size, int n_obs, const ARIMAOrder &order, const ARIMAParams< double > &params, double *loglike, bool trans=true, bool host_loglike=true, LoglikeMethod method=MLE, int truncate=0, int fc_steps=0, double *d_fc=nullptr, const double *d_exog_fut=nullptr, double level=0, double *d_lower=nullptr, double *d_upper=nullptr)
void	ML::batched_loglike_grad (raft::handle_t &handle, const ARIMAMemory< double > &arima_mem, const double *d_y, const double *d_exog, int batch_size, int n_obs, const ARIMAOrder &order, const double *d_x, double *d_grad, double h, bool trans=true, LoglikeMethod method=MLE, int truncate=0)
void	ML::predict (raft::handle_t &handle, const ARIMAMemory< double > &arima_mem, const double *d_y, const double *d_exog, const double *d_exog_fut, int batch_size, int n_obs, int start, int end, const ARIMAOrder &order, const ARIMAParams< double > &params, double *d_y_p, bool pre_diff=true, double level=0, double *d_lower=nullptr, double *d_upper=nullptr)
void	ML::information_criterion (raft::handle_t &handle, const ARIMAMemory< double > &arima_mem, const double *d_y, const double *d_exog, int batch_size, int n_obs, const ARIMAOrder &order, const ARIMAParams< double > &params, double *ic, int ic_type)
void	ML::estimate_x0 (raft::handle_t &handle, ARIMAParams< double > &params, const double *d_y, const double *d_exog, int batch_size, int n_obs, const ARIMAOrder &order, bool missing)