stl-rb 0.1.1 → 0.1.2

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data/CHANGELOG.md

@@ -1,3 +1,8 @@
+## 0.1.2 (2021-10-24)
+
+- Added `seasonal_strength` and `trend_strength` methods
+- Improved plot width and height
+
 ## 0.1.1 (2021-10-20)
 
 - Added `plot` method

data/README.md

@@ -84,6 +84,20 @@ And use:
 Stl.plot(series, decompose_result)
 ```
 
+## Strength
+
+Get the seasonal strength
+
+```ruby
+Stl.seasonal_strength(decompose_result)
+```
+
+Get the trend strength
+
+```ruby
+Stl.trend_strength(decompose_result)
+```
+
 ## Credits
 
 This library was ported from the [Fortran implementation](https://www.netlib.org/a/stl).
@@ -91,6 +105,7 @@ This library was ported from the [Fortran implementation](https://www.netlib.org
 ## References
 
 - [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)
+- [Measuring strength of trend and seasonality](https://otexts.com/fpp2/seasonal-strength.html)
 
 ## History
 

data/lib/stl/version.rb

@@ -1,3 +1,3 @@
 module Stl
-  VERSION = "0.1.1"
+  VERSION = "0.1.2"
 end

data/lib/stl.rb

@@ -91,6 +91,19 @@ module Stl
       Vega.lite
         .data(data)
         .vconcat(charts)
+        .config(autosize: {type: "fit-x", contains: "padding"})
+        .width(nil) # prevents warning
+        .height(nil) # prevents warning and sets div height to auto
+    end
+
+    def seasonal_strength(result)
+      sr = result[:seasonal].zip(result[:remainder]).map { |a, b| a + b }
+      [0, 1 - var(result[:remainder]) / var(sr)].max
+    end
+
+    def trend_strength(result)
+      tr = result[:trend].zip(result[:remainder]).map { |a, b| a + b }
+      [0, 1 - var(result[:remainder]) / var(tr)].max
     end
 
     private
@@ -102,5 +115,10 @@ module Stl
         v.strftime("%Y-%m-%dT%H:%M:%S.%L%z")
       end
     end
+
+    def var(series)
+      mean = series.sum / series.size.to_f
+      series.sum { |v| (v - mean) ** 2 } / (series.size.to_f - 1)
+    end
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: stl-rb
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.1.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2021-10-20 00:00:00.000000000 Z
+date: 2021-10-24 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rice