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NonLinearModelFunction Property
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dotnetCHARTING Namespace > ForecastEngine.Options Class : NonLinearModelFunction Property


This attribute holds the basis of functions which describes a factor model.

Syntax

Visual Basic (Declaration)  
Public Shared Property NonLinearModelFunction As NonLinearFactorModel
Visual Basic (Usage) Copy Code
Dim value As NonLinearFactorModel
 
ForecastEngine.Options.NonLinearModelFunction = value
 
value = ForecastEngine.Options.NonLinearModelFunction
C#  
public static NonLinearFactorModel NonLinearModelFunction {get; set;}

Remarks

A factor model is a real vector space of functions from which a function will be selected in accordance with some criteria. That is, we allow the basis of functions f_1, f_2,..., f_n, which span the factor model, i.e. any element of the factor model can be represented as:

f_1(x, a_1, ...., a_n) + f_2(x, a'_1,...., a'_n) + ... + f_n(x, a''_1, ....., a''_n)

where x and a_1,..., a_n, a'_1,..., a'_n,..., a''_1,..., a''_n are real variables. For example the term f_1(x, a_1, a_2, a_3), could correspond to:

f_1(x, a_1, a_2, a_3) = a_1 Sin(a_2 x + a_3)

where a_1, a_2, a_3, are the variables which are to be fitted using the fitting algorithm.

Ordering of the Variables

Once the non-linear factor has been built (using this class) and fitted using the the non linear model algorithm, the values of the a_k which generate the best fitted curve in accordance with the least squares approach will be returned within an array.

See Also