stl-rb 0.1.0 → 0.1.1
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- checksums.yaml +4 -4
- data/CHANGELOG.md +4 -0
- data/README.md +15 -1
- data/lib/stl/version.rb +1 -1
- data/lib/stl.rb +95 -31
- metadata +2 -2
checksums.yaml
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@@ -1,7 +1,7 @@
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 8c050d95d79bc0c5d644257c5cb5130d595dd7fe18c691b0e71eed7ecfef7a0d
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data.tar.gz: 7c644155be7b848965299b62423e03ffa05bf17143fd76ca804bc5e4b36c03b2
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 47a0248efdeb721218a9b5e1642e3e0b28735cb2692085c9ebc8f879d1cbc26bf2eb615611627d4a3873d9efda63da81fe214853eaae9901f74bddfc4bfac3e1
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data.tar.gz: ef7bbb4ba3039a1f2703875165047dc87e4ad3bdfad5f3050f7faa3478560ca022735f226f171355394ef7e87edfd545dfa79f437026b4db336286e0592e6d47
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data/CHANGELOG.md
CHANGED
data/README.md
CHANGED
@@ -34,7 +34,7 @@ series = User.group_by_day(:created_at).count
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Stl.decompose(series, period: 7)
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```
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-
Series can also be an array without times
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Series can also be an array without times
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```ruby
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series = [100, 150, 136, ...]
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@@ -70,6 +70,20 @@ Stl.decompose(
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)
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```
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## Plotting
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Add [Vega](https://github.com/ankane/vega) to your application’s Gemfile:
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```ruby
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gem 'vega'
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```
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And use:
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```ruby
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Stl.plot(series, 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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data/lib/stl/version.rb
CHANGED
data/lib/stl.rb
CHANGED
@@ -5,38 +5,102 @@ require "stl/ext"
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require "stl/version"
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module Stl
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class << self
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def decompose(
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series, period:,
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seasonal_length: nil, trend_length: nil, low_pass_length: nil,
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seasonal_degree: nil, trend_degree: nil, low_pass_degree: nil,
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seasonal_jump: nil, trend_jump: nil, low_pass_jump: nil,
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inner_loops: nil, outer_loops: nil, robust: false
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)
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params = StlParams.new
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params.seasonal_length(seasonal_length) unless seasonal_length.nil?
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params.trend_length(trend_length) unless trend_length.nil?
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params.low_pass_length(low_pass_length) unless low_pass_length.nil?
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params.seasonal_degree(seasonal_degree) unless seasonal_degree.nil?
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params.trend_degree(trend_degree) unless trend_degree.nil?
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params.low_pass_degree(low_pass_degree) unless low_pass_degree.nil?
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params.seasonal_jump(seasonal_jump) unless seasonal_jump.nil?
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params.trend_jump(trend_jump) unless trend_jump.nil?
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params.low_pass_jump(low_pass_jump) unless low_pass_jump.nil?
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params.inner_loops(inner_loops) unless inner_loops.nil?
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params.outer_loops(outer_loops) unless outer_loops.nil?
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params.robust(robust) unless robust.nil?
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if series.is_a?(Hash)
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sorted = series.sort_by { |k, _| k }
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y = sorted.map(&:last)
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else
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y = series
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end
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params.fit(y, period, outer_loops.nil? ? robust : outer_loops > 0)
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end
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def plot(series, result)
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require "vega"
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data =
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if series.is_a?(Hash)
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series.sort_by { |k, _| k }.map.with_index do |s, i|
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{
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x: iso8601(s[0]),
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series: s[1],
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seasonal: result[:seasonal][i],
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trend: result[:trend][i],
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remainder: result[:remainder][i]
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}
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end
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else
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series.map.with_index do |v, i|
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{
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x: i,
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series: v,
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seasonal: result[:seasonal][i],
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trend: result[:trend][i],
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remainder: result[:remainder][i]
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}
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end
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end
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if series.is_a?(Hash)
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x = {field: "x", type: "temporal"}
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x["scale"] = {type: "utc"} if series.keys.first.is_a?(Date)
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else
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x = {field: "x", type: "quantitative"}
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end
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x[:axis] = {title: nil, labelFontSize: 12}
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charts =
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["series", "seasonal", "trend", "remainder"].map do |field|
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{
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mark: {type: "line"},
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encoding: {
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x: x,
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y: {field: field, type: "quantitative", scale: {zero: false}, axis: {labelFontSize: 12}}
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},
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width: "container",
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height: 100
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}
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end
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Vega.lite
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.data(data)
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.vconcat(charts)
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end
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-
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private
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def iso8601(v)
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if v.is_a?(Date)
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v.strftime("%Y-%m-%d")
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else
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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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end
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end
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metadata
CHANGED
@@ -1,14 +1,14 @@
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1
1
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--- !ruby/object:Gem::Specification
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2
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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: 0.1.1
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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: 2021-10-20 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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