public int[] getARIMAModel(int period, List <int[]> notModel, bool needNot)
{
var data = this.preDealDiff(period);
//
double minAIC = 1.7976931348623157E308;
var bestModel = new int[3];
int type = 0;
List <double[]> coe = new List <double[]>();
// The model is generated, that is, the corresponding p, q parameters are generated
int len = data.Length > 5 ? 5 : data.Length;
int size = ((len + 2) * (len + 1)) / 2 - 1;
List <int[]> model = new List <int[]>();
//
for (int i = 0; i < size; i++)
{
model.Add(new int[size]);
}
int cnt = 0;
for (int i = 0; i <= len; ++i)
{
for (int j = 0; j <= len - i; ++j)
{
if (i == 0 && j == 0)
{
continue;
}
model[cnt][0] = i;
model[cnt++][1] = j;
}
}
//
for (int i = 0; i < cnt; ++i)
{
// Control selected parameters
bool token = false;
if (needNot)
{
for (int k = 0; k < notModel.Count; ++k)
{
if (model[i][0] == notModel[k][0] && model[i][1] == notModel[k][1])
{
token = true;
break;
}
}
}
if (token)
{
continue;
}
if (model[i][0] == 0)
{
MAModel ma = new MAModel(data, model[i][1]);
//std::vector<std::vector<double>>
var maC = ma.Fit();
coe.Add(maC);
type = 1;
}
else if (model[i][1] == 0)
{
ARModel ar = new ARModel(data, model[i][0]);
//
var maC = ar.Fit();
coe.Add(maC);
type = 2;
}
else
{
//
ARMAModel arma = new ARMAModel(data, model[i][0], model[i][1]);
//
coe = arma.Fit();
type = 3;
}
ARMAFoundation ar_math = new ARMAFoundation();
double aic = ar_math.getModelAIC(coe, data, type);
// If the order is too long during the solution process, NAN or infinity may occur
if (aic <= 1.7976931348623157E308 && !double.IsNaN(aic) && aic < minAIC)
{
minAIC = aic;
// std::cout<<aic<<std::endl;
bestModel[0] = model[i][0];
bestModel[1] = model[i][1];
bestModel[2] = (int)Math.Round(minAIC);
this.arima = coe;
}
}
return(bestModel);
}
