NSSDN.fit

NSSDN.fit()

Train the network on the sample and return the fitted result.

Return type:

NSSDNResult

Returns:

The NSSDNResult.

Example

>>> import numpy as np
>>> y = np.sin(0.3 * np.arange(200.0))
>>> res = NSSDN(y, k=2, state_dim=8, schedule=(Stage(1e-2, 30),), seed=0).fit()
>>> res.nobs, res.trend.shape, res.state.shape, res.fittedvalues.shape
(199, (200,), (200, 8), (199,))