public SsaForecastingBase(SsaForecastingOptions options, string name, IHostEnvironment env, SsaForecastingBaseWrapper parent)
: base(options.TrainSize, 0, options.Source, options.Name, options.ConfidenceLowerBoundColumn,
options.ConfidenceUpperBoundColumn, name, options.VariableHorizon ? 0 : options.Horizon, env)
{
Host.CheckUserArg(0 <= options.DiscountFactor && options.DiscountFactor <= 1, nameof(options.DiscountFactor), "Must be in the range [0, 1].");
IsAdaptive = options.IsAdaptive;
Horizon = options.Horizon;
ConfidenceLevel = options.ConfidenceLevel;
// Creating the master SSA model
Model = new AdaptiveSingularSpectrumSequenceModelerInternal(Host, options.TrainSize, options.SeriesLength, options.WindowSize,
options.DiscountFactor, options.RankSelectionMethod, options.Rank, options.MaxRank, !string.IsNullOrEmpty(options.ConfidenceLowerBoundColumn),
options.ShouldStablize, options.ShouldMaintainInfo, options.MaxGrowth);
StateRef = new State();
StateRef.InitState(WindowSize, InitialWindowSize, this, Host);
Parent = parent;
}
internal SsaForecastingBaseWrapper(SsaForecastingOptions options, string name, IHostEnvironment env)
{
InternalTransform = new SsaForecastingBase(options, name, env, this);
}
