Type Alias WeightedOrigin

One walk-forward origin of the combination: each model's fit there and the weights in force.

type WeightedOrigin = {
    fits: (FitAt | null)[];
    origin: number;
    weights: number[];
}

Properties

fits: (FitAt | null)[]

One per model; null where its fit did not converge.

origin: number

The last in-sample index.

weights: number[]

One per model, in models order: from the windows that ended by origin; all 0 when no model has a fit.