Lags time series data to a format used for input to a neural network.

Namespace: Imsl.DataMining.Neural
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public virtual double[,] ComputeLags(
	int nLags,
	double[,] x
)
Visual Basic (Declaration)
Public Overridable Function ComputeLags ( _
	nLags As Integer, _
	x As Double(,) _
) As Double(,)
Visual C++
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.

See Also