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Documenter.jl committed Jan 3, 2025
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2 changes: 1 addition & 1 deletion dev/.documenter-siteinfo.json
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{"documenter":{"julia_version":"1.10.7","generation_timestamp":"2025-01-03T15:12:10","documenter_version":"1.8.0"}}
{"documenter":{"julia_version":"1.10.7","generation_timestamp":"2025-01-03T19:10:12","documenter_version":"1.8.0"}}
2 changes: 1 addition & 1 deletion dev/examples/index.html
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fit!(model)
prediction = StateSpaceLearning.forecast(model, steps_ahead) # arguments are the output of the fitted model and number of steps ahead the user wants to forecast

plot_point_forecast(y, prediction)</code></pre><p><img src="../assets/two_seas.png" alt="two_seas"/></p><p>Note that the model was able to capture both seasonalities in this case.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../features/">« Extra Features</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Friday 3 January 2025 15:12">Friday 3 January 2025</span>. Using Julia version 1.10.7.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
plot_point_forecast(y, prediction)</code></pre><p><img src="../assets/two_seas.png" alt="two_seas"/></p><p>Note that the model was able to capture both seasonalities in this case.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../features/">« Extra Features</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Friday 3 January 2025 19:10">Friday 3 January 2025</span>. Using Julia version 1.10.7.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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fit!(model; α = 1.0, information_criteria = &quot;bic&quot;, ϵ = 0.05, penalize_exogenous = true, penalize_initial_states = true)

Selected_exogenous = model.output.components[&quot;Exogenous_X&quot;][&quot;Selected&quot;]
</code></pre><p>In this example, the selected exogenous features were 1, 2, 3, as expected.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../manual/">« Manual</a><a class="docs-footer-nextpage" href="../examples/">Examples »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Friday 3 January 2025 15:12">Friday 3 January 2025</span>. Using Julia version 1.10.7.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
</code></pre><p>In this example, the selected exogenous features were 1, 2, 3, as expected.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../manual/">« Manual</a><a class="docs-footer-nextpage" href="../examples/">Examples »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Friday 3 January 2025 19:10">Friday 3 January 2025</span>. Using Julia version 1.10.7.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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<h3 style="color: black;">Star us on GitHub!</h3>
<a class="github-button" href="https://github.com/LAMPSPUC/StateSpaceLearning.jl" data-icon="octicon-star" data-size="large" data-show-count="true" aria-label="Star LAMPSPUC/StateSpaceLearning.jl on GitHub" style="margin:auto">Star</a>
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</div><h1 id="StateSpaceLearning.jl-Documentation"><a class="docs-heading-anchor" href="#StateSpaceLearning.jl-Documentation">StateSpaceLearning.jl Documentation</a><a id="StateSpaceLearning.jl-Documentation-1"></a><a class="docs-heading-anchor-permalink" href="#StateSpaceLearning.jl-Documentation" title="Permalink"></a></h1><p>StateSpaceLearning.jl is a package for modeling and forecasting time series in a high-dimension regression framework.</p><h2 id="Installation"><a class="docs-heading-anchor" href="#Installation">Installation</a><a id="Installation-1"></a><a class="docs-heading-anchor-permalink" href="#Installation" title="Permalink"></a></h2><p>This package is registered so you can simply <code>add</code> it using Julia&#39;s <code>Pkg</code> manager:</p><pre><code class="language-julia hljs">pkg.add(&quot;StateSpaceLearning&quot;)</code></pre><h2 id="Citing-StateSpaceLearning.jl"><a class="docs-heading-anchor" href="#Citing-StateSpaceLearning.jl">Citing StateSpaceLearning.jl</a><a id="Citing-StateSpaceLearning.jl-1"></a><a class="docs-heading-anchor-permalink" href="#Citing-StateSpaceLearning.jl" title="Permalink"></a></h2><p>If you use StateSpaceLearning.jl in your work, we kindly ask you to cite the following preprint (<a href>pdf</a>):</p><p>@misc{ramos2024timeseriesanalysisstate, title={Time Series Analysis by State Space Learning}, author={André Ramos and Davi Valladão and Alexandre Street}, year={2024}, eprint={2408.09120}, archivePrefix={arXiv}, primaryClass={stat.ML}, url={https://arxiv.org/abs/2408.09120}, }</p></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="manual/">Manual »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Friday 3 January 2025 15:12">Friday 3 January 2025</span>. Using Julia version 1.10.7.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
</div><h1 id="StateSpaceLearning.jl-Documentation"><a class="docs-heading-anchor" href="#StateSpaceLearning.jl-Documentation">StateSpaceLearning.jl Documentation</a><a id="StateSpaceLearning.jl-Documentation-1"></a><a class="docs-heading-anchor-permalink" href="#StateSpaceLearning.jl-Documentation" title="Permalink"></a></h1><p>StateSpaceLearning.jl is a package for modeling and forecasting time series in a high-dimension regression framework.</p><h2 id="Installation"><a class="docs-heading-anchor" href="#Installation">Installation</a><a id="Installation-1"></a><a class="docs-heading-anchor-permalink" href="#Installation" title="Permalink"></a></h2><p>This package is registered so you can simply <code>add</code> it using Julia&#39;s <code>Pkg</code> manager:</p><pre><code class="language-julia hljs">pkg.add(&quot;StateSpaceLearning&quot;)</code></pre><h2 id="Citing-StateSpaceLearning.jl"><a class="docs-heading-anchor" href="#Citing-StateSpaceLearning.jl">Citing StateSpaceLearning.jl</a><a id="Citing-StateSpaceLearning.jl-1"></a><a class="docs-heading-anchor-permalink" href="#Citing-StateSpaceLearning.jl" title="Permalink"></a></h2><p>If you use StateSpaceLearning.jl in your work, we kindly ask you to cite the following preprint (<a href>pdf</a>):</p><p>@misc{ramos2024timeseriesanalysisstate, title={Time Series Analysis by State Space Learning}, author={André Ramos and Davi Valladão and Alexandre Street}, year={2024}, eprint={2408.09120}, archivePrefix={arXiv}, primaryClass={stat.ML}, url={https://arxiv.org/abs/2408.09120}, }</p></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="manual/">Manual »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.8.0 on <span class="colophon-date" title="Friday 3 January 2025 19:10">Friday 3 January 2025</span>. Using Julia version 1.10.7.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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