make_arima.hpp

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/*
 * Copyright (c) 2020-2021, NVIDIA CORPORATION.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
 
#pragma once
 
#include <cuml/tsa/arima_common.h>
 
namespace raft {
class handle_t;
}
 
namespace ML {
namespace Datasets {
 
void make_arima(const raft::handle_t& handle,
                float* out,
                int batch_size,
                int n_obs,
                ARIMAOrder order,
                float scale           = 1.0f,
                float noise_scale     = 0.2f,
                float intercept_scale = 1.0f,
                uint64_t seed         = 0ULL);
 
void make_arima(const raft::handle_t& handle,
                double* out,
                int batch_size,
                int n_obs,
                ARIMAOrder order,
                double scale           = 1.0,
                double noise_scale     = 0.2,
                double intercept_scale = 1.0,
                uint64_t seed          = 0ULL);
}  // namespace Datasets
}  // namespace ML