Examples

These examples demonstrate how to use the VAR2 operator.

The following example demonstrates multivariate prediction of IBM stock prices and trading volumes:


use com.teracloud.streams.timeseries.modeling::VAR2;
composite Main
{
	graph
		stream<list<float64> inp> StockInp = FileSource()
		{
			param
				file: "stockInp.csv";  // read stock data
				format: csv;
				initDelay: 1.0f;	
		}
		
		stream<list<float64> predictions> varOut = VAR2(stockIp)
		{
			param
				inputTimeSeries:inp;  //time series to be predicted
				initSamples:12u; // use 12 early data to train the model
				updateTime:6u;  //update the model every 6 samples
			output
				varOut: predictions=predictedTimeSeries(); // get prediction value for all time series component
		}
		
		() as FlSnk=FileSink(varOut)
		{
			param
	 			file:"Decomposition.dat";
		}
}

The following graphs illustrate the actual and predicted stock prices and trade volumes for a sample time series: