public class SimulatedAnealingMinimizer extends Object
Constructor and Description |
---|
SimulatedAnealingMinimizer() |
Modifier and Type | Method and Description |
---|---|
static MovAvgModel |
minimize(MovAvgModel model,
com.google.common.collect.EvictingQueue<Double> train,
double[] test)
Runs the simulated annealing algorithm and produces a model with new coefficients that, theoretically
fit the data better and generalizes to future forecasts without overfitting.
|
public static MovAvgModel minimize(MovAvgModel model, com.google.common.collect.EvictingQueue<Double> train, double[] test)
model
- The MovAvgModel to be optimized fortrain
- A training set provided to the model, which predictions will be
generated fromtest
- A test set of data to compare the predictions against and derive
a cost for the modelCopyright © 2009–2016. All rights reserved.