ML::Stationarity Namespace Reference

Functions
void	kpss_test (const raft::handle_t &handle, const float *d_y, bool *results, int batch_size, int n_obs, int d, int D, int s, float pval_threshold)
	Perform the KPSS stationarity test on the data differenced according to the given order. More...
void	kpss_test (const raft::handle_t &handle, const double *d_y, bool *results, int batch_size, int n_obs, int d, int D, int s, double pval_threshold)

Function Documentation

kpss_test() [1/2]

void ML::Stationarity::kpss_test	(	const raft::handle_t &	handle,
		const double *	d_y,
		bool *	results,
		int	batch_size,
		int	n_obs,
		int	d,
		int	D,
		int	s,
		double	pval_threshold
	)

kpss_test() [2/2]

void ML::Stationarity::kpss_test	(	const raft::handle_t &	handle,
		const float *	d_y,
		bool *	results,
		int	batch_size,
		int	n_obs,
		int	d,
		int	D,
		int	s,
		float	pval_threshold
	)

Perform the KPSS stationarity test on the data differenced according to the given order.

Parameters

[in]	handle	cuML handle
[in]	d_y	Input data (column-major, series in columns)
[out]	results	Boolean device array to store the results
[in]	batch_size	Batch size
[in]	n_obs	Number of observations
[in]	d	Order of simple differencing
[out]	D	Order of seasonal differencing
[in]	s	Seasonal period if D > 0 (else unused)
[in]	pval_threshold	P-value threshold above which a series is considered stationary