stl-rb 0.2.1 → 0.2.3

checksums.yaml

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

@@ -1,3 +1,11 @@
+## 0.2.3 (2024-01-26)
+
+- Fixed bug with `inner_loops` and `outer_loops`
+
+## 0.2.2 (2023-06-20)
+
+- Fixed bug when jump > 1
+
 ## 0.2.1 (2023-05-11)
 
 - Fixed error on Fedora

data/README.md

@@ -18,9 +18,9 @@ Decompose a time series
 
 ```ruby
 series = {
-  Date.parse("2020-01-01") => 100,
-  Date.parse("2020-01-02") => 150,
-  Date.parse("2020-01-03") => 136,
+  Date.parse("2023-01-01") => 100,
+  Date.parse("2023-01-02") => 150,
+  Date.parse("2023-01-03") => 136,
   # ...
 }
 

data/ext/stl/stl.hpp

@@ -1,5 +1,5 @@
 /*!
- * STL C++ v0.1.2
+ * STL C++ v0.1.4
  * https://github.com/ankane/stl-cpp
  * Unlicense OR MIT License
  *
@@ -151,11 +151,11 @@ void ess(const float* y, size_t n, size_t len, int ideg, size_t njump, bool user
             auto ok = est(y, n, len, ideg, (float) n, &ys[n - 1], nleft, nright, res, userw, rw);
             if (!ok) {
                 ys[n - 1] = y[n - 1];
-                if (k != n - 1) {
-                    auto delta = (ys[n - 1] - ys[k - 1]) / ((float) (n - k));
-                    for (auto j = k + 1; j <= n - 1; j++) {
-                        ys[j - 1] = ys[k - 1] + delta * ((float) (j - k));
-                    }
+            }
+            if (k != n - 1) {
+                auto delta = (ys[n - 1] - ys[k - 1]) / ((float) (n - k));
+                for (auto j = k + 1; j <= n - 1; j++) {
+                    ys[j - 1] = ys[k - 1] + delta * ((float) (j - k));
                 }
             }
         }
@@ -342,6 +342,15 @@ float var(const std::vector<float>& series) {
     return std::accumulate(tmp.begin(), tmp.end(), 0.0) / (series.size() - 1);
 }
 
+float strength(const std::vector<float>& component, const std::vector<float>& remainder) {
+    std::vector<float> sr;
+    sr.reserve(remainder.size());
+    for (size_t i = 0; i < remainder.size(); i++) {
+        sr.push_back(component[i] + remainder[i]);
+    }
+    return std::max(0.0, 1.0 - var(remainder) / var(sr));
+}
+
 class StlResult {
 public:
     std::vector<float> seasonal;
@@ -350,21 +359,11 @@ public:
     std::vector<float> weights;
 
     inline float seasonal_strength() {
-        std::vector<float> sr;
-        sr.reserve(remainder.size());
-        for (size_t i = 0; i < remainder.size(); i++) {
-            sr.push_back(seasonal[i] + remainder[i]);
-        }
-        return std::max(0.0, 1.0 - var(remainder) / var(sr));
+        return strength(seasonal, remainder);
     }
 
     inline float trend_strength() {
-        std::vector<float> tr;
-        tr.reserve(remainder.size());
-        for (size_t i = 0; i < remainder.size(); i++) {
-            tr.push_back(trend[i] + remainder[i]);
-        }
-        return std::max(0.0, 1.0 - var(remainder) / var(tr));
+        return strength(trend, remainder);
     }
 };
 
@@ -428,12 +427,12 @@ public:
         return *this;
     }
 
-    inline StlParams inner_loops(bool ni) {
+    inline StlParams inner_loops(size_t ni) {
         this->ni_ = ni;
         return *this;
     }
 
-    inline StlParams outer_loops(bool no) {
+    inline StlParams outer_loops(size_t no) {
         this->no_ = no;
         return *this;
     }

data/lib/stl/version.rb

@@ -1,3 +1,3 @@
 module Stl
-  VERSION = "0.2.1"
+  VERSION = "0.2.3"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: stl-rb
 version: !ruby/object:Gem::Version
-  version: 0.2.1
+  version: 0.2.3
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-05-12 00:00:00.000000000 Z
+date: 2024-01-26 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rice
@@ -58,7 +58,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.4.10
+rubygems_version: 3.5.3
 signing_key:
 specification_version: 4
 summary: Seasonal-trend decomposition for Ruby