linear_regression_trend 1.1.0 → 1.2.0
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- 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
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data/README.md
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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
|