stl-rb 0.1.1 → 0.1.2
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/CHANGELOG.md +5 -0
- data/README.md +15 -0
- data/lib/stl/version.rb +1 -1
- data/lib/stl.rb +18 -0
- metadata +2 -2
checksums.yaml
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SHA256:
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metadata.gz:
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metadata.gz: 42727b920b10d60aa69dad26babcc4f4112c46ad3d7c6f9d23cb6dff641862b3
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data.tar.gz: 4f02b1fa6dbd16655e2d77389f0f6a064353f36c7208287dba07cea3dc8f704d
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metadata.gz: 684faab8a79a777a80c479172ec95b06134e2216ea355282d154b45e667d2ede0e5fb38d555918aa78123bb123ce548a492bf7924116176daa97a65886372868
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data.tar.gz: 75d3e012833030dd89ea50eb1dd84833ec06dfc38c36801ab6eda9394ad33199ea0d1d662322571d74b718a184e7680fc65a5985d8065fc4d7212f0577a17707
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data/CHANGELOG.md
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data/README.md
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@@ -84,6 +84,20 @@ And use:
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Stl.plot(series, decompose_result)
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```
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## Strength
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Get the seasonal strength
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```ruby
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Stl.seasonal_strength(decompose_result)
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```
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Get the trend strength
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```ruby
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Stl.trend_strength(decompose_result)
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```
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## Credits
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This library was ported from the [Fortran implementation](https://www.netlib.org/a/stl).
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## References
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- [STL: A Seasonal-Trend Decomposition Procedure Based on Loess](https://www.scb.se/contentassets/ca21efb41fee47d293bbee5bf7be7fb3/stl-a-seasonal-trend-decomposition-procedure-based-on-loess.pdf)
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- [Measuring strength of trend and seasonality](https://otexts.com/fpp2/seasonal-strength.html)
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## History
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data/lib/stl/version.rb
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data/lib/stl.rb
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@@ -91,6 +91,19 @@ module Stl
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Vega.lite
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.data(data)
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.vconcat(charts)
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.config(autosize: {type: "fit-x", contains: "padding"})
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.width(nil) # prevents warning
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.height(nil) # prevents warning and sets div height to auto
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end
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def seasonal_strength(result)
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sr = result[:seasonal].zip(result[:remainder]).map { |a, b| a + b }
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[0, 1 - var(result[:remainder]) / var(sr)].max
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end
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def trend_strength(result)
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tr = result[:trend].zip(result[:remainder]).map { |a, b| a + b }
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[0, 1 - var(result[:remainder]) / var(tr)].max
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end
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private
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v.strftime("%Y-%m-%dT%H:%M:%S.%L%z")
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end
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end
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def var(series)
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mean = series.sum / series.size.to_f
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series.sum { |v| (v - mean) ** 2 } / (series.size.to_f - 1)
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end
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end
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end
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metadata
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--- !ruby/object:Gem::Specification
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name: stl-rb
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version: !ruby/object:Gem::Version
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version: 0.1.
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version: 0.1.2
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platform: ruby
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authors:
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- Andrew Kane
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2021-10-
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date: 2021-10-24 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: rice
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