Versions in this module Expand all Collapse all v0 v0.8.0 Jul 19, 2026 Changes in this version + func ACFConfidenceBound(n int) float64 + func ADFCriticalValue(level float64, trend string) float64 + func ARMAToAR(phi, theta []float64, n int) []float64 + func ARMAToMA(phi, theta []float64, n int) []float64 + func ARSpectralDensity(m *ARModel, nf int) (freqs, density []float64) + func Argmax(x []float64) int + func Argmin(x []float64) int + func AutoCorrelation(x []float64, maxlag int) []float64 + func AutoCorrelationAt(x []float64, k int) float64 + func AutoCovariance(x []float64, maxlag int) []float64 + func AutoCovarianceAt(x []float64, k int) float64 + func AutocorrelationMatrix(x []float64, p int) [][]float64 + func BoxCox(x []float64, lambda float64) []float64 + func BoxPierce(x []float64, h int) float64 + func BrownDoubleExponential(x []float64, alpha float64, h int) []float64 + func Clip(x []float64, lo, hi float64) []float64 + func CoefficientOfVariation(x []float64) float64 + func CrossCorrelation(x, y []float64, maxlag int) []float64 + func CrossCorrelationAt(x, y []float64, k int) float64 + func CrossCovarianceAt(x, y []float64, k int) float64 + func CumProd(x []float64) []float64 + func CumSum(x []float64) []float64 + func CumulativeMovingAverage(x []float64) []float64 + func CumulativePeriodogram(x []float64) []float64 + func DFT(x []float64) []complex128 + func Demean(x []float64) []float64 + func Detrend(x []float64) []float64 + func Diff(x []float64) []float64 + func DiffOrder(x []float64, d int) []float64 + func DominantFrequency(x []float64) float64 + func DominantPeriod(x []float64) float64 + func DoubleExponentialMovingAverage(x []float64, alpha float64) []float64 + func DurbinWatson(e []float64) float64 + func Embed(x []float64, m, tau int) [][]float64 + func Energy(x []float64) float64 + func EstimateSeasonalPeriod(x []float64, maxLag int) int + func ExpTransform(x []float64) []float64 + func ExpandingMax(x []float64) []float64 + func ExpandingMean(x []float64) []float64 + func ExpandingMin(x []float64) []float64 + func ExpandingSum(x []float64) []float64 + func ExponentialMovingAverage(x []float64, alpha float64) []float64 + func ExponentialMovingAverageSpan(x []float64, span int) []float64 + func First(x []float64) float64 + func FlattenMatrix(m [][]float64) []float64 + func FourierFrequencies(n int, d float64) []float64 + func FracDiffWeights(d float64, n int) []float64 + func FractionalDifference(x []float64, d float64) []float64 + func HankelMatrix(x []float64, rows int) [][]float64 + func InnovationsAlgorithm(gamma []float64, maxlag int) ([][]float64, []float64) + func Integrate(d []float64, x0 float64) []float64 + func InverseBoxCox(y []float64, lambda float64) []float64 + func InverseDFT(X []complex128) []complex128 + func IsStationaryADF(x []float64, lags int, level float64) bool + func Kurtosis(x []float64) float64 + func Lag(x []float64, k int) []float64 + func LagMatrix(x []float64, p int) ([][]float64, []float64) + func Last(x []float64) float64 + func Lead(x []float64, k int) []float64 + func LevinsonDurbin(gamma []float64, p int) ([]float64, float64) + func LjungBox(x []float64, h int) float64 + func LogReturns(x []float64) []float64 + func LogTransform(x []float64) []float64 + func Max(x []float64) float64 + func Mean(x []float64) float64 + func MeanAbsoluteDeviation(x []float64) float64 + func MeanAbsoluteError(actual, forecast []float64) float64 + func MeanAbsolutePercentageError(actual, forecast []float64) float64 + func MeanAbsoluteScaledError(actual, forecast, train []float64, m int) float64 + func MeanError(actual, forecast []float64) float64 + func MeanSquaredError(actual, forecast []float64) float64 + func Median(x []float64) float64 + func MedianAbsoluteError(actual, forecast []float64) float64 + func MedianFilter(x []float64, w int) []float64 + func Min(x []float64) float64 + func MinMaxNormalize(x []float64) []float64 + func MovingAverage(x []float64, w int) []float64 + func MovingAverageCentered(x []float64, w int) []float64 + func MovingAverageValid(x []float64, w int) []float64 + func NumberOfDifferences(x []float64, lags, maxD int, level float64) int + func PartialAutoCorrelation(x []float64, maxlag int) []float64 + func Percentile(x []float64, p float64) float64 + func Periodogram(x []float64) (freqs, power []float64) + func PopStdDev(x []float64) float64 + func PopVariance(x []float64) float64 + func Quantile(x []float64, q float64) float64 + func RSquared(actual, forecast []float64) float64 + func Range(x []float64) float64 + func ReflectionCoefficients(x []float64, p int) []float64 + func Rescale(x []float64, a, b float64) []float64 + func Reverse(x []float64) []float64 + func RollingMax(x []float64, w int) []float64 + func RollingMean(x []float64, w int) []float64 + func RollingMedian(x []float64, w int) []float64 + func RollingMin(x []float64, w int) []float64 + func RollingStdDev(x []float64, w int) []float64 + func RollingSum(x []float64, w int) []float64 + func RollingVariance(x []float64, w int) []float64 + func RootMeanSquare(x []float64) float64 + func RootMeanSquaredError(actual, forecast []float64) float64 + func SESForecast(x []float64, alpha float64, h int) []float64 + func SeasonalDiff(x []float64, s int) []float64 + func SeasonalIndices(x []float64, period int, mult bool) []float64 + func SeasonalIntegrate(d []float64, seed []float64, s int) []float64 + func SeasonallyAdjust(x []float64, period int, mult bool) []float64 + func Shift(x []float64, k int, fill float64) []float64 + func SimpleExponentialSmoothing(x []float64, alpha float64) []float64 + func SimpleReturns(x []float64) []float64 + func Skewness(x []float64) float64 + func SlidingWindows(x []float64, w, step int) [][]float64 + func SpectralEntropy(x []float64) float64 + func SqrtTransform(x []float64) []float64 + func Standardize(x []float64) []float64 + func StdDev(x []float64) float64 + func Sum(x []float64) float64 + func SymmetricMAPE(actual, forecast []float64) float64 + func TakensThetaAutoMI(x []float64, maxLag int) int + func TheilU(actual, forecast []float64) float64 + func TimeDelayEmbedding(x []float64, dimension, delay int) [][]float64 + func ToeplitzMatrix(c []float64) [][]float64 + func TrendComponent(x []float64, period int) []float64 + func TrendLine(x []float64) []float64 + func TriangularMovingAverage(x []float64, w int) []float64 + func TripleExponentialMovingAverage(x []float64, alpha float64) []float64 + func Variance(x []float64) float64 + func VarianceRatio(x []float64, q int) float64 + func WeightedMovingAverage(x []float64, weights []float64) []float64 + type ADFResult struct + Gamma float64 + Lags int + NObs int + Statistic float64 + Trend string + func ADFTest(x []float64, lags int, trend bool) (*ADFResult, error) + func DickeyFuller(x []float64) (*ADFResult, error) + type ARIMAModel struct + ARMA *ARMAModel + D int + P int + Q int + func ARIMAFit(x []float64, p, d, q int) (*ARIMAModel, error) + func (m *ARIMAModel) Forecast(h int) []float64 + type ARMAModel struct + Mean float64 + P int + Phi []float64 + Q int + Sigma2 float64 + Theta []float64 + func ARMAFit(x []float64, p, q int) (*ARMAModel, error) + func (m *ARMAModel) Forecast(x []float64, h int) []float64 + func (m *ARMAModel) Residuals(x []float64) []float64 + type ARModel struct + Intercept float64 + Mean float64 + Order int + Phi []float64 + Sigma2 float64 + func ARFitLeastSquares(x []float64, p int) (*ARModel, error) + func BurgAR(x []float64, p int) (*ARModel, error) + func YuleWalker(x []float64, p int) (*ARModel, error) + func (m *ARModel) Forecast(x []float64, h int) []float64 + func (m *ARModel) Predict(x []float64) []float64 + func (m *ARModel) Residuals(x []float64) []float64 + type Decomposition struct + Multiplicative bool + Observed []float64 + Period int + Residual []float64 + Seasonal []float64 + Trend []float64 + func SeasonalDecompose(x []float64, period int, mult bool) *Decomposition + type HoltModel struct + Alpha float64 + Beta float64 + Level []float64 + Trend []float64 + func HoltLinear(x []float64, alpha, beta float64) (*HoltModel, error) + func (m *HoltModel) Fitted() []float64 + func (m *HoltModel) Forecast(h int) []float64 + func (m *HoltModel) SSE(x []float64) float64 + type HoltWintersModel struct + Alpha float64 + Beta float64 + Gamma float64 + Level []float64 + Multiplicative bool + Period int + Season []float64 + Trend []float64 + func HoltWinters(x []float64, alpha, beta, gamma float64, period int, mult bool) (*HoltWintersModel, error) + func (m *HoltWintersModel) Fitted() []float64 + func (m *HoltWintersModel) Forecast(h int) []float64 + type KPSSResult struct + Lags int + Statistic float64 + Trend string + func KPSSTest(x []float64, lag int, trend bool) (*KPSSResult, error) + type LinearFit struct + Intercept float64 + Slope float64 + func FitLinearTrend(x []float64) LinearFit + func (f LinearFit) At(t float64) float64 + type MAModel struct + Mean float64 + Order int + Sigma2 float64 + Theta []float64 + func MAFit(x []float64, q int) (*MAModel, error) + func (m *MAModel) Forecast(x []float64, h int) []float64 + func (m *MAModel) Residuals(x []float64) []float64
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