prognosium 0.1.0

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data/.gitignore

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+/.bundle/
+/.yardoc
+/Gemfile.lock
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/

data/.rspec

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+--format documentation
+--color
+--require spec_helper

data/.travis.yml

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+sudo: false
+language: ruby
+rvm:
+  - 2.3.1
+before_install: gem install bundler -v 1.12.3

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in prognosium.gemspec
+gemspec

data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2017 Yaroslav Bezrukavyi
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# Prognosium
+
+Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/prognosium`. To experiment with that code, run `bin/console` for an interactive prompt.
+
+TODO: Delete this and the text above, and describe your gem
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'prognosium'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install prognosium
+
+## Usage
+
+TODO: Write usage instructions here
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/prognosium.
+
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).
+

data/Rakefile

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+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/bin/console

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+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "prognosium"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/lib/prognosium.rb

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+require 'prognosium/version'
+require 'prognosium/adaptive/base'
+require 'prognosium/adaptive/brown'
+require 'prognosium/adaptive/holt'
+require 'prognosium/adaptive/mc_kanzee'
+require 'prognosium/dispatcher'
+
+module Prognosium
+end

data/lib/prognosium/adaptive/base.rb

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+module Prognosium
+  module Adaptive
+    class Base
+      attr_reader :data, :forecast, :deviation_errors, :error_percent,
+                  :predicted, :forecast_dates
+
+      def initialize(options)
+        @data = options[:data]
+        @forecast = calc_forecast.unshift(nil)
+        @deviation_errors = calc_errors
+        @error_percent = calc_mape
+      end
+
+      def forecast_dates(dates)
+        period.times { |index| dates << (index + 1).to_s }
+        dates
+      end
+
+      def predicted
+        calc_predicted
+      end
+
+      private
+
+      def calc_forecast
+        raise 'Need redefined'
+      end
+
+      def calc_errors
+        (0...data.size).to_a.map do |index|
+          next unless forecast[index]
+          (data[index] - forecast[index]).abs
+        end
+      end
+
+      def calc_mape
+        errors = deviation_errors.each_with_index.map do |error, index|
+          next if error.nil? || forecast[index].nil?
+          error / forecast[index]
+        end
+        ((errors.compact.inject(0, :+) / forecast.size) * 100).round(3)
+      end
+
+      def calc_average(array_data)
+        array_data.inject(0, :+) / array_data.size
+      end
+
+      def calc_predicted
+        (1..period).to_a.map do |index|
+          yield(index)
+        end
+      end
+    end
+  end
+end

data/lib/prognosium/adaptive/brown.rb

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+module Prognosium
+  module Adaptive
+    class Brown < Base
+      attr_accessor :alpha
+
+      PARAMS = { alpha: 0.3 }.freeze
+
+      def initialize(options)
+        @alpha = options[:alpha] || PARAMS[:alpha]
+        super(options)
+      end
+
+      def forecast_dates(dates)
+        dates << 1
+      end
+
+      private
+
+      def calc_forecast
+        forecast_data = []
+        data.size.times do |index|
+          next forecast_data << data[index] if index.zero?
+          forecast_data << formula(data[index], forecast_data[index - 1])
+        end
+        forecast_data
+      end
+
+      def calc_predicted
+        []
+      end
+
+      def formula(initial_value, forecast_value)
+        return initial_value unless forecast_value
+        (alpha * initial_value + (1 - alpha) * forecast_value)
+      end
+    end
+  end
+end

data/lib/prognosium/adaptive/holt.rb

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+module Prognosium
+  module Adaptive
+    class Holt < Base
+      attr_accessor :alpha, :beta, :period, :trend, :smoothed
+
+      PARAMS = { alpha: 0.3, beta: 0.8, period: 3 }.freeze
+
+      def initialize(options)
+        @alpha = options[:alpha] || PARAMS[:alpha]
+        @beta = options[:beta] || PARAMS[:beta]
+        @period = options[:period] || PARAMS[:period]
+        super(options)
+      end
+
+      private
+
+      def calc_forecast
+        calc_trend_smoothed
+        forecast_data = []
+        (data.size - 1).times.each do |index|
+          forecast_data << smoothed[index] + trend[index]
+        end
+        forecast_data + calc_predicted
+      end
+
+      def calc_trend_smoothed
+        self.trend = [0]
+        self.smoothed = [data[0]]
+        data.size.times do |index|
+          next if index.zero?
+          prev_smoothed = smoothed[index - 1]
+          prev_trend = trend[index - 1]
+          smoothed << calc_smoothed(data[index], prev_smoothed, prev_trend)
+          trend << calc_trend(smoothed[index], prev_smoothed, prev_trend)
+        end
+      end
+
+      def calc_smoothed(data_value, prev_smoothed, prev_trend)
+        alpha * data_value + (1 - alpha) * (prev_smoothed + prev_trend)
+      end
+
+      def calc_trend(smoothed_value, prev_smoothed, prev_trend)
+        beta * (smoothed_value - prev_smoothed) + (1 - beta) * prev_trend
+      end
+
+      def calc_predicted
+        calc_trend_smoothed
+        super do |index|
+          predicted_formula(index)
+        end
+      end
+
+      def predicted_formula(index)
+        smoothed.last + trend.last * index
+      end
+    end
+  end
+end

data/lib/prognosium/adaptive/mc_kanzee.rb

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+module Prognosium
+  module Adaptive
+    class McKanzee < Holt
+      attr_reader :fi
+
+      PARAMS = { alpha: 0.3, beta: 0.8, fi: 0.95, period: 3 }.freeze
+
+      def initialize(options)
+        @fi = options[:fi] || PARAMS[:fi]
+        super
+      end
+
+      def calc_smoothed(data_value, prev_smoothed, prev_trend)
+        alpha * data_value + (1 - alpha) * (prev_smoothed + prev_trend) * fi
+      end
+
+      def calc_trend(smoothed_value, prev_smoothed, prev_trend)
+        beta * (smoothed_value - prev_smoothed) + (1 - beta) * prev_trend * fi
+      end
+
+      def predicted_formula(index)
+        smoothed.last + trend.last * index * fi
+      end
+    end
+  end
+end

data/lib/prognosium/dispatcher.rb

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+module Prognosium
+  class Dispatcher
+    FORECASTS = {
+      brown: Adaptive::Brown,
+      holt: Adaptive::Holt,
+      mc_kanzey: Adaptive::McKanzee
+    }.freeze
+
+    class << self
+      def call(type, options)
+        forecast(type).new(options)
+      end
+
+      def best_forecast(options)
+        forecasts(options).min_by { |_type, forecast| forecast.error_percent }[1]
+      end
+
+      private
+
+      def forecast(type)
+        FORECASTS.fetch(type) { raise 'Not found forecast' }
+      end
+
+      def forecasts(options)
+        FORECASTS.map { |type, forecast| [type, forecast(type).new(options)] }.to_h
+      end
+    end
+  end
+end

data/lib/prognosium/version.rb

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+module Prognosium
+  VERSION = "0.1.0"
+end

data/prognosium.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'prognosium/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "prognosium"
+  spec.version       = Prognosium::VERSION
+  spec.authors       = ["Yaroslav Bezrukavyi"]
+  spec.email         = ["yaroslav555@gmail.com"]
+
+  spec.summary       = %q{Forecast}
+  spec.description   = %q{Gem for forecasting data}
+  spec.homepage      = 'https://github.com/bezrukavyi/prognosium'
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.12"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rspec", "~> 3.0"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: prognosium
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Yaroslav Bezrukavyi
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2017-05-13 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.12'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.12'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+description: Gem for forecasting data
+email:
+- yaroslav555@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".travis.yml"
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- lib/prognosium.rb
+- lib/prognosium/adaptive/base.rb
+- lib/prognosium/adaptive/brown.rb
+- lib/prognosium/adaptive/holt.rb
+- lib/prognosium/adaptive/mc_kanzee.rb
+- lib/prognosium/dispatcher.rb
+- lib/prognosium/version.rb
+- prognosium.gemspec
+homepage: https://github.com/bezrukavyi/prognosium
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.5.1
+signing_key: 
+specification_version: 4
+summary: Forecast
+test_files: []