2 instantiations of TrajectoryMatrix
Microsoft.ML.TimeSeries (2)
7 references to TrajectoryMatrix
Microsoft.ML.TimeSeries (7)
AdaptiveSingularSpectrumSequenceModeler.cs (7)
523private static void ReconstructSignal(TrajectoryMatrix tMat, Single[] singularVectors, int rank, Single[] output)
547private static void ReconstructSignalTailFast(Single[] series, TrajectoryMatrix tMat, Single[] singularVectors, int rank, Single[] output)
625TrajectoryMatrix xTM = new TrajectoryMatrix(null, signal, windowSize - 1, signalLength - 1);
642private static int DetermineSignalRank(Single[] series, TrajectoryMatrix tMat, Single[] singularVectors, Single[] singularValues,
666TrajectoryMatrix xTM = new TrajectoryMatrix(null, x, tMat.WindowSize - 1, inputSeriesLength - 1);
738private static int DetermineSignalRankFast(Single[] series, TrajectoryMatrix tMat, Single[] singularVectors, Single[] singularValues, int maxRank)
1263TrajectoryMatrix tMat = new TrajectoryMatrix(_host, dataArray, _windowSize, originalSeriesLength);