linear_regression_trend 1.1.0 → 1.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/README.md +16 -0
- data/doc/Linear regression playground.ipynb +24 -15
- data/lib/linear_regression_trend.rb +9 -1
- data/lib/linear_regression_trend/version.rb +1 -1
- data/linear_regression_trend.gemspec +8 -7
- metadata +31 -17
checksums.yaml
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data.tar.gz: 399945f52cf218eba613a072f08ab5740cb0da5731eb6a4bd2a89422d7a508a4ea51f852c44506926f7979ea21d4785a9ceb08c3890136de9bb4cae8897637ba
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data/README.md
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@@ -46,6 +46,22 @@ trend_slope = trender.slope # => a negative number, indicating a descend
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trended_samples.last == 0 # => true, would've be -0.8927 otherwise
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```
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## Usage: Forecasting values
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Let's assume you're have a value for each day of the month, and it's currently the middle of the month. If you want to know what the trend will look like for
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the remainder of the month, you can forecast the trend past the samples supplied.
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```ruby
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samples = [10, 14, 18, 22, 26, 15, 19, 12, 1, 39, 31, 33, 16, 9, 12] # 15 days of samples
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trender = LinearRegressionTrend::Calculator.new(samples)
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forecast = trender.forecast_next(15) # => [20.267, 20.492, 20.717, 20.942, 21.167, 21.392, 21.617, 21.842, 22.067, 22.292, 22.517, 22.742, 22.967, 23.192, 23.417]
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```
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In this example, the actual trend ends at `20.042`, and the forecast continues smoothly using the same slope from that point on.
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This functionality will obey the `non_negative` flag's setting and forecast down to `0` if set.
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## Development and extra documentation
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Check out the tests in the /spec dir, and also install iRuby notebook, and **take a look at the live documentation in /doc.**
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"#<Nyaplot::Frame:0x007fedec32d7c8 @properties={:panes=>[#<Nyaplot::Plot:0x007feded130960 @properties={:diagrams=>[#<Nyaplot::Diagram:0x007fedec32dcc8 @properties={:type=>:bar, :options=>{:x=>\"data0\", :y=>\"data1\"}, :data=>\"2f6a05eb-5092-4677-9bec-ac912016ebc9\"}, @xrange=[\"1\", \"2\", \"3\", \"4\", \"5\", \"6\", \"7\", \"8\", \"9\", \"10\", \"11\", \"12\", \"13\", \"14\", \"15\", \"16\", \"17\", \"18\", \"19\", \"20\", \"21\", \"22\", \"23\", \"24\", \"25\"], @yrange=[0, 7.428769230769229]>], :options=>{:width=>700, :xrange=>[\"1\", \"2\", \"3\", \"4\", \"5\", \"6\", \"7\", \"8\", \"9\", \"10\", \"11\", \"12\", \"13\", \"14\", \"15\", \"16\", \"17\", \"18\", \"19\", \"20\", \"21\", \"22\", \"23\", \"24\", \"25\"], :yrange=>[0, 7.428769230769229]}}>], :data=>{\"2f6a05eb-5092-4677-9bec-ac912016ebc9\"=>#<Nyaplot::DataFrame:0x007feded130208 @name=\"2f6a05eb-5092-4677-9bec-ac912016ebc9\", @rows=[{:data0=>\"1\", :data1=>7.428769230769229}, {:data0=>\"2\", :data1=>7.082038461538459}, {:data0=>\"3\", :data1=>6.73530769230769}, {:data0=>\"4\", :data1=>6.388576923076921}, {:data0=>\"5\", :data1=>6.041846153846151}, {:data0=>\"6\", :data1=>5.695115384615383}, {:data0=>\"7\", :data1=>5.348384615384614}, {:data0=>\"8\", :data1=>5.001653846153845}, {:data0=>\"9\", :data1=>4.654923076923075}, {:data0=>\"10\", :data1=>4.308192307692306}, {:data0=>\"11\", :data1=>3.961461538461537}, {:data0=>\"12\", :data1=>3.6147307692307677}, {:data0=>\"13\", :data1=>3.267999999999999}, {:data0=>\"14\", :data1=>2.92126923076923}, {:data0=>\"15\", :data1=>2.5745384615384603}, {:data0=>\"16\", :data1=>2.2278076923076915}, {:data0=>\"17\", :data1=>1.8810769230769226}, {:data0=>\"18\", :data1=>1.534346153846153}, {:data0=>\"19\", :data1=>1.187615384615384}, {:data0=>\"20\", :data1=>0.8408846153846152}, {:data0=>\"21\", :data1=>0.4941538461538455}, {:data0=>\"22\", :data1=>0.14742307692307666}, {:data0=>\"23\", :data1=>0}, {:data0=>\"24\", :data1=>0}, {:data0=>\"25\", :data1=>0}]>}, :extension=>[]}>"
|
|
310
310
|
]
|
|
311
311
|
},
|
|
312
312
|
"metadata": {},
|
|
@@ -328,7 +328,7 @@
|
|
|
328
328
|
},
|
|
329
329
|
{
|
|
330
330
|
"cell_type": "code",
|
|
331
|
-
"execution_count":
|
|
331
|
+
"execution_count": 7,
|
|
332
332
|
"metadata": {
|
|
333
333
|
"collapsed": false
|
|
334
334
|
},
|
|
@@ -349,6 +349,15 @@
|
|
|
349
349
|
"source": [
|
|
350
350
|
"IRuby.display IRuby.table([(1..y.size).to_a.reverse, t.trend.reverse])"
|
|
351
351
|
]
|
|
352
|
+
},
|
|
353
|
+
{
|
|
354
|
+
"cell_type": "code",
|
|
355
|
+
"execution_count": null,
|
|
356
|
+
"metadata": {
|
|
357
|
+
"collapsed": true
|
|
358
|
+
},
|
|
359
|
+
"outputs": [],
|
|
360
|
+
"source": []
|
|
352
361
|
}
|
|
353
362
|
],
|
|
354
363
|
"metadata": {
|
|
@@ -41,6 +41,13 @@ module LinearRegressionTrend
|
|
|
41
41
|
@x_values.map { |x| predict(x) }
|
|
42
42
|
end
|
|
43
43
|
|
|
44
|
+
def forecast_next(n = 1)
|
|
45
|
+
start_val = @size + 1
|
|
46
|
+
stop_val = @size + n.to_i
|
|
47
|
+
|
|
48
|
+
(start_val..stop_val).to_a.map { |x| predict(x) }
|
|
49
|
+
end
|
|
50
|
+
|
|
44
51
|
# Get the Y value for any given X value
|
|
45
52
|
# from y = mx + b, or
|
|
46
53
|
# y = slope * x + intercept
|
|
@@ -48,7 +55,8 @@ module LinearRegressionTrend
|
|
|
48
55
|
predicted = @slope * x + @intercept
|
|
49
56
|
|
|
50
57
|
return 0 if predicted < 0 and @no_negs
|
|
51
|
-
|
|
58
|
+
|
|
59
|
+
predicted
|
|
52
60
|
end
|
|
53
61
|
|
|
54
62
|
# Get the "next" value if the sequence
|
|
@@ -19,11 +19,12 @@ Gem::Specification.new do |spec|
|
|
|
19
19
|
spec.require_paths = ["lib"]
|
|
20
20
|
|
|
21
21
|
spec.add_development_dependency "bundler", "~> 1.9"
|
|
22
|
-
spec.add_development_dependency "rake", "~>
|
|
23
|
-
spec.add_development_dependency "pry", "~> 0.
|
|
24
|
-
spec.add_development_dependency "rspec", "~> 3.
|
|
25
|
-
spec.add_development_dependency "guard-rspec", "~> 4.
|
|
26
|
-
spec.add_development_dependency "
|
|
27
|
-
spec.add_development_dependency "
|
|
28
|
-
spec.add_development_dependency "
|
|
22
|
+
spec.add_development_dependency "rake", "~> 13.0"
|
|
23
|
+
spec.add_development_dependency "pry", "~> 0.13.1"
|
|
24
|
+
spec.add_development_dependency "rspec", "~> 3.9"
|
|
25
|
+
spec.add_development_dependency "guard-rspec", "~> 4.7.3"
|
|
26
|
+
spec.add_development_dependency "cztop", "~> 0.14.1"
|
|
27
|
+
spec.add_development_dependency "iruby", "~> 0.4.0"
|
|
28
|
+
spec.add_development_dependency "nyaplot", "~> 0.1.6"
|
|
29
|
+
spec.add_development_dependency "awesome_print", "~> 1.8.0"
|
|
29
30
|
end
|
metadata
CHANGED
|
@@ -1,14 +1,14 @@
|
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: linear_regression_trend
|
|
3
3
|
version: !ruby/object:Gem::Version
|
|
4
|
-
version: 1.
|
|
4
|
+
version: 1.2.0
|
|
5
5
|
platform: ruby
|
|
6
6
|
authors:
|
|
7
7
|
- Gabriel Fortuna
|
|
8
8
|
autorequire:
|
|
9
9
|
bindir: bin
|
|
10
10
|
cert_chain: []
|
|
11
|
-
date:
|
|
11
|
+
date: 2020-06-24 00:00:00.000000000 Z
|
|
12
12
|
dependencies:
|
|
13
13
|
- !ruby/object:Gem::Dependency
|
|
14
14
|
name: bundler
|
|
@@ -30,98 +30,112 @@ dependencies:
|
|
|
30
30
|
requirements:
|
|
31
31
|
- - "~>"
|
|
32
32
|
- !ruby/object:Gem::Version
|
|
33
|
-
version: '
|
|
33
|
+
version: '13.0'
|
|
34
34
|
type: :development
|
|
35
35
|
prerelease: false
|
|
36
36
|
version_requirements: !ruby/object:Gem::Requirement
|
|
37
37
|
requirements:
|
|
38
38
|
- - "~>"
|
|
39
39
|
- !ruby/object:Gem::Version
|
|
40
|
-
version: '
|
|
40
|
+
version: '13.0'
|
|
41
41
|
- !ruby/object:Gem::Dependency
|
|
42
42
|
name: pry
|
|
43
43
|
requirement: !ruby/object:Gem::Requirement
|
|
44
44
|
requirements:
|
|
45
45
|
- - "~>"
|
|
46
46
|
- !ruby/object:Gem::Version
|
|
47
|
-
version: 0.
|
|
47
|
+
version: 0.13.1
|
|
48
48
|
type: :development
|
|
49
49
|
prerelease: false
|
|
50
50
|
version_requirements: !ruby/object:Gem::Requirement
|
|
51
51
|
requirements:
|
|
52
52
|
- - "~>"
|
|
53
53
|
- !ruby/object:Gem::Version
|
|
54
|
-
version: 0.
|
|
54
|
+
version: 0.13.1
|
|
55
55
|
- !ruby/object:Gem::Dependency
|
|
56
56
|
name: rspec
|
|
57
57
|
requirement: !ruby/object:Gem::Requirement
|
|
58
58
|
requirements:
|
|
59
59
|
- - "~>"
|
|
60
60
|
- !ruby/object:Gem::Version
|
|
61
|
-
version: '3.
|
|
61
|
+
version: '3.9'
|
|
62
62
|
type: :development
|
|
63
63
|
prerelease: false
|
|
64
64
|
version_requirements: !ruby/object:Gem::Requirement
|
|
65
65
|
requirements:
|
|
66
66
|
- - "~>"
|
|
67
67
|
- !ruby/object:Gem::Version
|
|
68
|
-
version: '3.
|
|
68
|
+
version: '3.9'
|
|
69
69
|
- !ruby/object:Gem::Dependency
|
|
70
70
|
name: guard-rspec
|
|
71
71
|
requirement: !ruby/object:Gem::Requirement
|
|
72
72
|
requirements:
|
|
73
73
|
- - "~>"
|
|
74
74
|
- !ruby/object:Gem::Version
|
|
75
|
-
version:
|
|
75
|
+
version: 4.7.3
|
|
76
76
|
type: :development
|
|
77
77
|
prerelease: false
|
|
78
78
|
version_requirements: !ruby/object:Gem::Requirement
|
|
79
79
|
requirements:
|
|
80
80
|
- - "~>"
|
|
81
81
|
- !ruby/object:Gem::Version
|
|
82
|
-
version:
|
|
82
|
+
version: 4.7.3
|
|
83
|
+
- !ruby/object:Gem::Dependency
|
|
84
|
+
name: cztop
|
|
85
|
+
requirement: !ruby/object:Gem::Requirement
|
|
86
|
+
requirements:
|
|
87
|
+
- - "~>"
|
|
88
|
+
- !ruby/object:Gem::Version
|
|
89
|
+
version: 0.14.1
|
|
90
|
+
type: :development
|
|
91
|
+
prerelease: false
|
|
92
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
93
|
+
requirements:
|
|
94
|
+
- - "~>"
|
|
95
|
+
- !ruby/object:Gem::Version
|
|
96
|
+
version: 0.14.1
|
|
83
97
|
- !ruby/object:Gem::Dependency
|
|
84
98
|
name: iruby
|
|
85
99
|
requirement: !ruby/object:Gem::Requirement
|
|
86
100
|
requirements:
|
|
87
101
|
- - "~>"
|
|
88
102
|
- !ruby/object:Gem::Version
|
|
89
|
-
version: 0.
|
|
103
|
+
version: 0.4.0
|
|
90
104
|
type: :development
|
|
91
105
|
prerelease: false
|
|
92
106
|
version_requirements: !ruby/object:Gem::Requirement
|
|
93
107
|
requirements:
|
|
94
108
|
- - "~>"
|
|
95
109
|
- !ruby/object:Gem::Version
|
|
96
|
-
version: 0.
|
|
110
|
+
version: 0.4.0
|
|
97
111
|
- !ruby/object:Gem::Dependency
|
|
98
112
|
name: nyaplot
|
|
99
113
|
requirement: !ruby/object:Gem::Requirement
|
|
100
114
|
requirements:
|
|
101
115
|
- - "~>"
|
|
102
116
|
- !ruby/object:Gem::Version
|
|
103
|
-
version: 0.1.
|
|
117
|
+
version: 0.1.6
|
|
104
118
|
type: :development
|
|
105
119
|
prerelease: false
|
|
106
120
|
version_requirements: !ruby/object:Gem::Requirement
|
|
107
121
|
requirements:
|
|
108
122
|
- - "~>"
|
|
109
123
|
- !ruby/object:Gem::Version
|
|
110
|
-
version: 0.1.
|
|
124
|
+
version: 0.1.6
|
|
111
125
|
- !ruby/object:Gem::Dependency
|
|
112
126
|
name: awesome_print
|
|
113
127
|
requirement: !ruby/object:Gem::Requirement
|
|
114
128
|
requirements:
|
|
115
129
|
- - "~>"
|
|
116
130
|
- !ruby/object:Gem::Version
|
|
117
|
-
version:
|
|
131
|
+
version: 1.8.0
|
|
118
132
|
type: :development
|
|
119
133
|
prerelease: false
|
|
120
134
|
version_requirements: !ruby/object:Gem::Requirement
|
|
121
135
|
requirements:
|
|
122
136
|
- - "~>"
|
|
123
137
|
- !ruby/object:Gem::Version
|
|
124
|
-
version:
|
|
138
|
+
version: 1.8.0
|
|
125
139
|
description: A simple library for calculating linear trend regressions against a time
|
|
126
140
|
series data set. See README for more info
|
|
127
141
|
email:
|
|
@@ -165,7 +179,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
|
165
179
|
version: '0'
|
|
166
180
|
requirements: []
|
|
167
181
|
rubyforge_project:
|
|
168
|
-
rubygems_version: 2.
|
|
182
|
+
rubygems_version: 2.6.14.3
|
|
169
183
|
signing_key:
|
|
170
184
|
specification_version: 4
|
|
171
185
|
summary: A library for calculating linear trend regressions against a time series
|