25 lines
619 B
Python
25 lines
619 B
Python
#!/usr/bin/python
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# -*- coding: utf8 -*-
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import numpy as np
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from statsmodels.regression.quantile_regression import QuantReg
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from pyFTS import fts
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class QuantileRegression(fts.FTS):
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def __init__(self, name):
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super(QuantileRegression, self).__init__(1, "QR")
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self.name = "QR"
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self.detail = "Quantile Regression"
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self.isHighOrder = True
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self.hasIntervalForecasting = True
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self.benchmark_only = True
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self.minOrder = 1
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self.alpha = 0.5
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def train(self, data, sets, order=1, parameters=None):
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pass
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def forecast(self, data):
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pass
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