Lags time series data to a format used for input to a neural network.
Namespace:
Imsl.DataMining.NeuralAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual double[,] ComputeLags( int nLags, double[,] x ) |
Visual Basic (Declaration) |
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Public Overridable Function ComputeLags ( _ nLags As Integer, _ x As Double(,) _ ) As Double(,) |
Visual C++ |
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public: virtual array<double,2>^ ComputeLags( int nLags, array<double,2>^ x ) |
Parameters
- nLags
- Type: System..::.Int32
An int containing the requested number of lags.
- x
- Type: array<
System..::.Double
,2>[,](,)[,]
A double matrix, nObs by nVar, containing the time series data to be lagged.
Return Value
A double matrix with (nObs-nLags) rows and (nVar(nLags+1)) columns. The columns 0 through (nVar-1) contain the columns of x. The next nVar columns contain the first lag of the columns in x, etc.Remarks
nLags must be greater than 0. It is assumed that x is sorted in descending chronological order.