Type Alias WeightedModel

One model of the weighted set: its as-of fit, its own validation and its weight.

type WeightedModel = {
    asOf: AsOfFit | null;
    spec: ModelSpec;
    validation: Validation;
    weight: number;
}

Index

Properties

asOf spec validation weight

Properties

`Readonly`asOf

asOf: AsOfFit | null

The fit on the whole history; null when it could not be made.

`Readonly`spec

spec: ModelSpec

`Readonly`validation

validation: Validation

Its own walk-forward against the naive baseline.

`Readonly`weight

weight: number

Its weight in the as-of forecast (0 when it has no usable forecast).