stl-rb 0.1.0 → 0.1.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.1.1 (2021-10-20)
+
+- Added `plot` method
+
 ## 0.1.0 (2021-10-16)
 
 - First release

data/README.md

@@ -34,7 +34,7 @@ series = User.group_by_day(:created_at).count
 Stl.decompose(series, period: 7)
 ```
 
-Series can also be an array without times (the index is returned)
+Series can also be an array without times
 
 ```ruby
 series = [100, 150, 136, ...]
@@ -70,6 +70,20 @@ Stl.decompose(
 )
 ```
 
+## Plotting
+
+Add [Vega](https://github.com/ankane/vega) to your application’s Gemfile:
+
+```ruby
+gem 'vega'
+```
+
+And use:
+
+```ruby
+Stl.plot(series, decompose_result)
+```
+
 ## Credits
 
 This library was ported from the [Fortran implementation](https://www.netlib.org/a/stl).

data/lib/stl/version.rb

@@ -1,3 +1,3 @@
 module Stl
-  VERSION = "0.1.0"
+  VERSION = "0.1.1"
 end

data/lib/stl.rb

@@ -5,38 +5,102 @@ require "stl/ext"
 require "stl/version"
 
 module Stl
-  def self.decompose(
-    series, period:,
-    seasonal_length: nil, trend_length: nil, low_pass_length: nil,
-    seasonal_degree: nil, trend_degree: nil, low_pass_degree: nil,
-    seasonal_jump: nil, trend_jump: nil, low_pass_jump: nil,
-    inner_loops: nil, outer_loops: nil, robust: false
-  )
-    params = StlParams.new
-
-    params.seasonal_length(seasonal_length) unless seasonal_length.nil?
-    params.trend_length(trend_length) unless trend_length.nil?
-    params.low_pass_length(low_pass_length) unless low_pass_length.nil?
-
-    params.seasonal_degree(seasonal_degree) unless seasonal_degree.nil?
-    params.trend_degree(trend_degree) unless trend_degree.nil?
-    params.low_pass_degree(low_pass_degree) unless low_pass_degree.nil?
-
-    params.seasonal_jump(seasonal_jump) unless seasonal_jump.nil?
-    params.trend_jump(trend_jump) unless trend_jump.nil?
-    params.low_pass_jump(low_pass_jump) unless low_pass_jump.nil?
-
-    params.inner_loops(inner_loops) unless inner_loops.nil?
-    params.outer_loops(outer_loops) unless outer_loops.nil?
-    params.robust(robust) unless robust.nil?
-
-    if series.is_a?(Hash)
-      sorted = series.sort_by { |k, _| k }
-      y = sorted.map(&:last)
-    else
-      y = series
+  class << self
+    def decompose(
+      series, period:,
+      seasonal_length: nil, trend_length: nil, low_pass_length: nil,
+      seasonal_degree: nil, trend_degree: nil, low_pass_degree: nil,
+      seasonal_jump: nil, trend_jump: nil, low_pass_jump: nil,
+      inner_loops: nil, outer_loops: nil, robust: false
+    )
+      params = StlParams.new
+
+      params.seasonal_length(seasonal_length) unless seasonal_length.nil?
+      params.trend_length(trend_length) unless trend_length.nil?
+      params.low_pass_length(low_pass_length) unless low_pass_length.nil?
+
+      params.seasonal_degree(seasonal_degree) unless seasonal_degree.nil?
+      params.trend_degree(trend_degree) unless trend_degree.nil?
+      params.low_pass_degree(low_pass_degree) unless low_pass_degree.nil?
+
+      params.seasonal_jump(seasonal_jump) unless seasonal_jump.nil?
+      params.trend_jump(trend_jump) unless trend_jump.nil?
+      params.low_pass_jump(low_pass_jump) unless low_pass_jump.nil?
+
+      params.inner_loops(inner_loops) unless inner_loops.nil?
+      params.outer_loops(outer_loops) unless outer_loops.nil?
+      params.robust(robust) unless robust.nil?
+
+      if series.is_a?(Hash)
+        sorted = series.sort_by { |k, _| k }
+        y = sorted.map(&:last)
+      else
+        y = series
+      end
+
+      params.fit(y, period, outer_loops.nil? ? robust : outer_loops > 0)
+    end
+
+    def plot(series, result)
+      require "vega"
+
+      data =
+        if series.is_a?(Hash)
+          series.sort_by { |k, _| k }.map.with_index do |s, i|
+            {
+              x: iso8601(s[0]),
+              series: s[1],
+              seasonal: result[:seasonal][i],
+              trend: result[:trend][i],
+              remainder: result[:remainder][i]
+            }
+          end
+        else
+          series.map.with_index do |v, i|
+            {
+              x: i,
+              series: v,
+              seasonal: result[:seasonal][i],
+              trend: result[:trend][i],
+              remainder: result[:remainder][i]
+            }
+          end
+        end
+
+      if series.is_a?(Hash)
+        x = {field: "x", type: "temporal"}
+        x["scale"] = {type: "utc"} if series.keys.first.is_a?(Date)
+      else
+        x = {field: "x", type: "quantitative"}
+      end
+      x[:axis] = {title: nil, labelFontSize: 12}
+
+      charts =
+        ["series", "seasonal", "trend", "remainder"].map do |field|
+          {
+            mark: {type: "line"},
+            encoding: {
+              x: x,
+              y: {field: field, type: "quantitative", scale: {zero: false}, axis: {labelFontSize: 12}}
+            },
+            width: "container",
+            height: 100
+          }
+        end
+
+      Vega.lite
+        .data(data)
+        .vconcat(charts)
     end
 
-    params.fit(y, period, outer_loops.nil? ? robust : outer_loops > 0)
+    private
+
+    def iso8601(v)
+      if v.is_a?(Date)
+        v.strftime("%Y-%m-%d")
+      else
+        v.strftime("%Y-%m-%dT%H:%M:%S.%L%z")
+      end
+    end
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: stl-rb
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.1.1
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2021-10-16 00:00:00.000000000 Z
+date: 2021-10-20 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rice