@higher.archi/boe 1.0.23 → 1.0.24

package/dist/engines/prediction/strategy.js

@@ -0,0 +1,441 @@
+"use strict";
+/**
+ * Prediction Engine Strategy
+ *
+ * Core execution logic for all prediction strategies:
+ * - linear-regression: Least-squares line fit with R² confidence
+ * - exponential-smoothing: Holt's double exponential (level + trend)
+ * - weighted-moving-average: Rolling window with recency weighting
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.predictionStrategy = exports.PredictionExecutor = void 0;
+const types_1 = require("./types");
+// Milliseconds per day / per month (30 days)
+const MS_PER_DAY = 86_400_000;
+const MS_PER_MONTH = 2_592_000_000; // 30 days
+class PredictionExecutor {
+    run(ruleSet, wm, options = {}) {
+        const startTime = performance.now();
+        const asOf = options.asOf ? options.asOf.getTime() : Date.now();
+        // Group snapshots by entity
+        const entityGroups = groupByEntity(wm.getByType(ruleSet.snapshotType), ruleSet.fields);
+        const predictions = [];
+        for (const [entityId, points] of entityGroups) {
+            let prediction;
+            switch (ruleSet.strategy) {
+                case 'linear-regression':
+                    prediction = this.runLinearRegression(ruleSet, entityId, points, asOf);
+                    break;
+                case 'exponential-smoothing':
+                    prediction = this.runExponentialSmoothing(ruleSet, entityId, points, asOf);
+                    break;
+                case 'weighted-moving-average':
+                    prediction = this.runWeightedMovingAverage(ruleSet, entityId, points, asOf);
+                    break;
+                default:
+                    throw new Error(`Unknown prediction strategy: '${ruleSet.strategy}'`);
+            }
+            if (options.onPredict) {
+                options.onPredict(prediction);
+            }
+            predictions.push(prediction);
+        }
+        const executionTimeMs = Math.round((performance.now() - startTime) * 100) / 100;
+        return {
+            predictions,
+            totalEntities: predictions.length,
+            strategy: ruleSet.strategy,
+            horizonMs: ruleSet.horizonMs,
+            executionTimeMs
+        };
+    }
+    // ========================================
+    // Linear Regression
+    // ========================================
+    runLinearRegression(ruleSet, entityId, points, asOf) {
+        const currentScore = points[points.length - 1].score;
+        const forecastTime = asOf + ruleSet.horizonMs;
+        const forecastDate = new Date(forecastTime);
+        // 1 data point
+        if (points.length === 1) {
+            return this.buildSinglePointPrediction(ruleSet, entityId, currentScore, asOf, forecastDate, 'linear-regression');
+        }
+        // 2 data points
+        if (points.length === 2) {
+            const dt = points[1].timestamp - points[0].timestamp;
+            const ds = points[1].score - points[0].score;
+            const slopePerMs = dt > 0 ? ds / dt : 0;
+            const predicted = currentScore + slopePerMs * ruleSet.horizonMs;
+            const stableThreshold = ruleSet.config.stableThreshold / MS_PER_DAY; // convert to per-ms
+            return {
+                entityId,
+                dataPoints: 2,
+                trend: (0, types_1.resolveTrendDirection)(slopePerMs, stableThreshold),
+                trendSlope: round(slopePerMs * MS_PER_DAY, 4),
+                confidence: 0.3,
+                confidenceBracket: (0, types_1.resolveConfidenceBracket)(0.3),
+                currentScore,
+                forecast: {
+                    date: forecastDate,
+                    dateIso: forecastDate.toISOString(),
+                    predictedScore: round(predicted, 2)
+                },
+                thresholdCrossings: computeThresholdCrossings(currentScore, slopePerMs, asOf, ruleSet.thresholds),
+                model: {
+                    strategy: 'linear-regression',
+                    params: { slopePerDay: round(slopePerMs * MS_PER_DAY, 6), intercept: 0, rSquared: 0 }
+                }
+            };
+        }
+        // 3+ data points: full least-squares
+        const n = points.length;
+        const tMin = points[0].timestamp;
+        // Normalize timestamps to avoid precision loss
+        const xs = points.map(p => p.timestamp - tMin);
+        const ys = points.map(p => p.score);
+        const xMean = xs.reduce((a, b) => a + b, 0) / n;
+        const yMean = ys.reduce((a, b) => a + b, 0) / n;
+        let sXX = 0;
+        let sXY = 0;
+        for (let i = 0; i < n; i++) {
+            const dx = xs[i] - xMean;
+            sXX += dx * dx;
+            sXY += dx * (ys[i] - yMean);
+        }
+        const slope = sXX > 0 ? sXY / sXX : 0;
+        const intercept = yMean - slope * xMean;
+        // R²
+        let ssTot = 0;
+        let ssRes = 0;
+        for (let i = 0; i < n; i++) {
+            const yHat = slope * xs[i] + intercept;
+            ssTot += (ys[i] - yMean) * (ys[i] - yMean);
+            ssRes += (ys[i] - yHat) * (ys[i] - yHat);
+        }
+        const rSquared = ssTot > 0 ? Math.max(0, Math.min(1, 1 - ssRes / ssTot)) : 0;
+        // Prediction at horizon
+        const xPred = forecastTime - tMin;
+        const predicted = slope * xPred + intercept;
+        // 95% confidence interval
+        const se = n > 2 ? Math.sqrt(ssRes / (n - 2)) : 0;
+        const margin = 1.96 * se * Math.sqrt(1 + 1 / n + ((xPred - xMean) * (xPred - xMean)) / sXX);
+        const stableThreshold = ruleSet.config.stableThreshold / MS_PER_DAY;
+        return {
+            entityId,
+            dataPoints: n,
+            trend: (0, types_1.resolveTrendDirection)(slope, stableThreshold),
+            trendSlope: round(slope * MS_PER_DAY, 4),
+            confidence: round(rSquared, 4),
+            confidenceBracket: (0, types_1.resolveConfidenceBracket)(rSquared),
+            currentScore,
+            forecast: {
+                date: forecastDate,
+                dateIso: forecastDate.toISOString(),
+                predictedScore: round(predicted, 2),
+                confidenceInterval: margin > 0
+                    ? { lower: round(predicted - margin, 2), upper: round(predicted + margin, 2) }
+                    : undefined
+            },
+            thresholdCrossings: computeThresholdCrossings(currentScore, slope, asOf - tMin, ruleSet.thresholds, tMin),
+            model: {
+                strategy: 'linear-regression',
+                params: {
+                    slopePerDay: round(slope * MS_PER_DAY, 6),
+                    intercept: round(intercept, 4),
+                    rSquared: round(rSquared, 4)
+                }
+            }
+        };
+    }
+    // ========================================
+    // Exponential Smoothing (Holt's Double)
+    // ========================================
+    runExponentialSmoothing(ruleSet, entityId, points, asOf) {
+        const currentScore = points[points.length - 1].score;
+        const forecastTime = asOf + ruleSet.horizonMs;
+        const forecastDate = new Date(forecastTime);
+        // 1 data point
+        if (points.length === 1) {
+            return this.buildSinglePointPrediction(ruleSet, entityId, currentScore, asOf, forecastDate, 'exponential-smoothing');
+        }
+        // 2 data points
+        if (points.length === 2) {
+            const dt = points[1].timestamp - points[0].timestamp;
+            const ds = points[1].score - points[0].score;
+            const slopePerMs = dt > 0 ? ds / dt : 0;
+            const predicted = currentScore + slopePerMs * ruleSet.horizonMs;
+            // Use a default stable threshold for exponential smoothing
+            const stableThreshold = 0.001 / MS_PER_DAY;
+            return {
+                entityId,
+                dataPoints: 2,
+                trend: (0, types_1.resolveTrendDirection)(slopePerMs, stableThreshold),
+                trendSlope: round(slopePerMs * MS_PER_DAY, 4),
+                confidence: 0.3,
+                confidenceBracket: (0, types_1.resolveConfidenceBracket)(0.3),
+                currentScore,
+                forecast: {
+                    date: forecastDate,
+                    dateIso: forecastDate.toISOString(),
+                    predictedScore: round(predicted, 2)
+                },
+                thresholdCrossings: computeThresholdCrossings(currentScore, slopePerMs, asOf, ruleSet.thresholds),
+                model: {
+                    strategy: 'exponential-smoothing',
+                    params: {
+                        level: currentScore,
+                        trendPerDay: round(slopePerMs * MS_PER_DAY, 6),
+                        alpha: ruleSet.config.alpha,
+                        beta: ruleSet.config.beta
+                    }
+                }
+            };
+        }
+        // 3+ points: Holt's double exponential smoothing
+        const { alpha, beta } = ruleSet.config;
+        let level = points[0].score;
+        let trend = points[1].score - points[0].score;
+        // Track errors for MAE-based confidence
+        let totalAbsError = 0;
+        let minScore = points[0].score;
+        let maxScore = points[0].score;
+        for (let i = 1; i < points.length; i++) {
+            const score = points[i].score;
+            minScore = Math.min(minScore, score);
+            maxScore = Math.max(maxScore, score);
+            const predicted = level + trend;
+            totalAbsError += Math.abs(score - predicted);
+            const prevLevel = level;
+            level = alpha * score + (1 - alpha) * (prevLevel + trend);
+            trend = beta * (level - prevLevel) + (1 - beta) * trend;
+        }
+        const avgInterval = (points[points.length - 1].timestamp - points[0].timestamp) / (points.length - 1);
+        const stepsAhead = avgInterval > 0 ? ruleSet.horizonMs / avgInterval : 0;
+        const predicted = level + trend * stepsAhead;
+        // Confidence: 1 - (MAE / range), clamped [0, 1]
+        const mae = totalAbsError / (points.length - 1);
+        const range = maxScore - minScore;
+        const confidence = range > 0 ? Math.max(0, Math.min(1, 1 - mae / range)) : (mae === 0 ? 1 : 0);
+        // Convert trend per interval to per ms
+        const trendPerMs = avgInterval > 0 ? trend / avgInterval : 0;
+        const stableThreshold = 0.001 / MS_PER_DAY;
+        return {
+            entityId,
+            dataPoints: points.length,
+            trend: (0, types_1.resolveTrendDirection)(trendPerMs, stableThreshold),
+            trendSlope: round(trendPerMs * MS_PER_DAY, 4),
+            confidence: round(confidence, 4),
+            confidenceBracket: (0, types_1.resolveConfidenceBracket)(confidence),
+            currentScore,
+            forecast: {
+                date: forecastDate,
+                dateIso: forecastDate.toISOString(),
+                predictedScore: round(predicted, 2)
+            },
+            thresholdCrossings: computeThresholdCrossings(currentScore, trendPerMs, asOf, ruleSet.thresholds),
+            model: {
+                strategy: 'exponential-smoothing',
+                params: {
+                    level: round(level, 4),
+                    trendPerDay: round(trendPerMs * MS_PER_DAY, 6),
+                    alpha,
+                    beta
+                }
+            }
+        };
+    }
+    // ========================================
+    // Weighted Moving Average
+    // ========================================
+    runWeightedMovingAverage(ruleSet, entityId, points, asOf) {
+        const currentScore = points[points.length - 1].score;
+        const forecastTime = asOf + ruleSet.horizonMs;
+        const forecastDate = new Date(forecastTime);
+        // 1 data point
+        if (points.length === 1) {
+            return this.buildSinglePointPrediction(ruleSet, entityId, currentScore, asOf, forecastDate, 'weighted-moving-average');
+        }
+        // 2+ points
+        const windowSize = Math.min(ruleSet.config.window, points.length);
+        const recent = points.slice(-windowSize);
+        // Weighted average: weights = [1, 2, ..., N]
+        let weightedSum = 0;
+        let totalWeight = 0;
+        for (let i = 0; i < recent.length; i++) {
+            const w = i + 1;
+            weightedSum += recent[i].score * w;
+            totalWeight += w;
+        }
+        const weightedAvg = weightedSum / totalWeight;
+        // Weighted slope from consecutive diffs
+        let slopeWeightedSum = 0;
+        let slopeTotalWeight = 0;
+        for (let i = 1; i < recent.length; i++) {
+            const dt = recent[i].timestamp - recent[i - 1].timestamp;
+            if (dt > 0) {
+                const diff = (recent[i].score - recent[i - 1].score) / dt;
+                const w = i; // more weight on recent diffs
+                slopeWeightedSum += diff * w;
+                slopeTotalWeight += w;
+            }
+        }
+        const slopePerMs = slopeTotalWeight > 0 ? slopeWeightedSum / slopeTotalWeight : 0;
+        const predicted = weightedAvg + slopePerMs * ruleSet.horizonMs;
+        // Confidence: max(0, 1 - CV) where CV = stdDev / |mean|
+        const mean = recent.reduce((a, b) => a + b.score, 0) / recent.length;
+        const variance = recent.reduce((a, b) => a + (b.score - mean) * (b.score - mean), 0) / recent.length;
+        const stdDev = Math.sqrt(variance);
+        const cv = Math.abs(mean) > 0 ? stdDev / Math.abs(mean) : 0;
+        const confidence = Math.max(0, Math.min(1, 1 - cv));
+        const stableThreshold = 0.001 / MS_PER_DAY;
+        return {
+            entityId,
+            dataPoints: points.length,
+            trend: (0, types_1.resolveTrendDirection)(slopePerMs, stableThreshold),
+            trendSlope: round(slopePerMs * MS_PER_DAY, 4),
+            confidence: round(confidence, 4),
+            confidenceBracket: (0, types_1.resolveConfidenceBracket)(confidence),
+            currentScore,
+            forecast: {
+                date: forecastDate,
+                dateIso: forecastDate.toISOString(),
+                predictedScore: round(predicted, 2)
+            },
+            thresholdCrossings: computeThresholdCrossings(currentScore, slopePerMs, asOf, ruleSet.thresholds),
+            model: {
+                strategy: 'weighted-moving-average',
+                params: {
+                    weightedAverage: round(weightedAvg, 4),
+                    window: windowSize,
+                    slopePerDay: round(slopePerMs * MS_PER_DAY, 6)
+                }
+            }
+        };
+    }
+    // ========================================
+    // Shared Helpers
+    // ========================================
+    buildSinglePointPrediction(ruleSet, entityId, currentScore, asOf, forecastDate, strategy) {
+        // If defaultTrend is configured, use it as slope (per month -> per ms)
+        let slopePerMs = 0;
+        let trend = 'insufficient-data';
+        let predicted = currentScore;
+        if (ruleSet.defaultTrend !== undefined) {
+            slopePerMs = ruleSet.defaultTrend / MS_PER_MONTH;
+            predicted = currentScore + slopePerMs * ruleSet.horizonMs;
+            const stableThreshold = 0.001 / MS_PER_DAY;
+            trend = (0, types_1.resolveTrendDirection)(slopePerMs, stableThreshold);
+        }
+        return {
+            entityId,
+            dataPoints: 1,
+            trend,
+            trendSlope: round(slopePerMs * MS_PER_DAY, 4),
+            confidence: 0,
+            confidenceBracket: 'insufficient-data',
+            currentScore,
+            forecast: {
+                date: forecastDate,
+                dateIso: forecastDate.toISOString(),
+                predictedScore: round(predicted, 2)
+            },
+            thresholdCrossings: slopePerMs !== 0
+                ? computeThresholdCrossings(currentScore, slopePerMs, asOf, ruleSet.thresholds)
+                : [],
+            model: {
+                strategy,
+                params: {}
+            }
+        };
+    }
+}
+exports.PredictionExecutor = PredictionExecutor;
+// ========================================
+// Module-Level Helpers
+// ========================================
+function resolveDotPath(obj, path) {
+    const parts = path.split('.');
+    let current = obj;
+    for (const part of parts) {
+        if (current == null)
+            return undefined;
+        current = current[part];
+    }
+    return current;
+}
+function groupByEntity(facts, fields) {
+    const groups = new Map();
+    for (const fact of facts) {
+        const entityId = resolveDotPath(fact.data, fields.entityId);
+        const score = resolveDotPath(fact.data, fields.score);
+        const timestampRaw = resolveDotPath(fact.data, fields.timestamp);
+        if (entityId == null || score == null || timestampRaw == null)
+            continue;
+        const timestamp = typeof timestampRaw === 'string'
+            ? new Date(timestampRaw).getTime()
+            : typeof timestampRaw === 'number'
+                ? timestampRaw
+                : NaN;
+        if (isNaN(timestamp))
+            continue;
+        if (!groups.has(entityId)) {
+            groups.set(entityId, []);
+        }
+        groups.get(entityId).push({ score: Number(score), timestamp });
+    }
+    // Sort each group by timestamp ascending
+    for (const points of groups.values()) {
+        points.sort((a, b) => a.timestamp - b.timestamp);
+    }
+    return groups;
+}
+function computeThresholdCrossings(currentScore, slopePerMs, asOf, thresholds, tMin = 0) {
+    if (slopePerMs === 0 || thresholds.length === 0)
+        return [];
+    const crossings = [];
+    const now = tMin > 0 ? asOf + tMin : asOf; // adjust if tMin is a normalization offset
+    for (const threshold of thresholds) {
+        const diff = threshold.value - currentScore;
+        // Check if crossing is possible given direction of slope
+        if (threshold.direction === 'above') {
+            // Currently below threshold, trending up
+            if (currentScore < threshold.value && slopePerMs > 0) {
+                const msToThreshold = diff / slopePerMs;
+                const crossTime = now + msToThreshold;
+                const crossDate = new Date(crossTime);
+                crossings.push({
+                    thresholdId: threshold.id,
+                    thresholdName: threshold.name,
+                    value: threshold.value,
+                    direction: 'above',
+                    estimatedAt: crossDate,
+                    estimatedAtIso: crossDate.toISOString()
+                });
+            }
+        }
+        else {
+            // direction === 'below': currently above threshold, trending down
+            if (currentScore > threshold.value && slopePerMs < 0) {
+                const msToThreshold = diff / slopePerMs;
+                const crossTime = now + msToThreshold;
+                const crossDate = new Date(crossTime);
+                crossings.push({
+                    thresholdId: threshold.id,
+                    thresholdName: threshold.name,
+                    value: threshold.value,
+                    direction: 'below',
+                    estimatedAt: crossDate,
+                    estimatedAtIso: crossDate.toISOString()
+                });
+            }
+        }
+    }
+    return crossings;
+}
+function round(value, decimals) {
+    const factor = Math.pow(10, decimals);
+    return Math.round(value * factor) / factor;
+}
+/** Singleton instance */
+exports.predictionStrategy = new PredictionExecutor();
+//# sourceMappingURL=strategy.js.map

package/dist/engines/prediction/strategy.js.map

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package/dist/engines/prediction/types.d.ts

@@ -0,0 +1,150 @@
+/**
+ * Prediction Engine Types
+ *
+ * Trajectory forecasting engine that takes historical score snapshots,
+ * fits a model, and projects forward. Supports linear regression,
+ * exponential smoothing, and weighted moving average strategies.
+ */
+/** Prediction algorithm to use */
+export type PredictionStrategy = 'linear-regression' | 'exponential-smoothing' | 'weighted-moving-average';
+/** Trend direction derived from slope */
+export type TrendDirection = 'rising' | 'stable' | 'declining' | 'insufficient-data';
+/** Exponential smoothing sensitivity presets */
+export type SmoothingPreset = 'responsive' | 'balanced' | 'smooth';
+/** Forecast horizon presets */
+export type HorizonPreset = '1-day' | '1-week' | '1-month' | '3-months' | '6-months' | '1-year';
+/** Human-readable confidence bracket */
+export type ConfidenceBracket = 'high' | 'moderate' | 'low' | 'insufficient-data';
+export declare const SMOOTHING_PRESET_VALUES: Record<SmoothingPreset, {
+    alpha: number;
+    beta: number;
+}>;
+export declare const HORIZON_PRESET_VALUES: Record<HorizonPreset, number>;
+export declare function isSmoothingPreset(value: unknown): value is SmoothingPreset;
+export declare function isHorizonPreset(value: unknown): value is HorizonPreset;
+/** Map a confidence value (0-1) to a semantic bracket */
+export declare function resolveConfidenceBracket(confidence: number): ConfidenceBracket;
+/** Map a slope (per ms) to a semantic trend direction */
+export declare function resolveTrendDirection(slopePerMs: number, stableThreshold: number): TrendDirection;
+/** Configurable dot-path field mapping into fact.data */
+export type FieldMapping = {
+    entityId: string;
+    score: string;
+    timestamp: string;
+};
+export type ThresholdDefinition = {
+    id: string;
+    name?: string;
+    value: number;
+    direction: 'above' | 'below';
+};
+export type LinearRegressionConfig = {
+    stableThreshold?: number;
+};
+export type ExponentialSmoothingConfig = {
+    smoothing?: SmoothingPreset | {
+        alpha: number;
+        beta: number;
+    };
+};
+export type WeightedMovingAverageConfig = {
+    window?: number;
+};
+type PredictionRuleSetBase = {
+    id: string;
+    name?: string;
+    mode: 'prediction';
+    snapshotType: string;
+    fields: FieldMapping;
+    horizon: HorizonPreset | number;
+    thresholds?: ThresholdDefinition[];
+    defaultTrend?: number;
+};
+export type LinearRegressionRuleSet = PredictionRuleSetBase & {
+    strategy: 'linear-regression';
+    config?: LinearRegressionConfig;
+};
+export type ExponentialSmoothingRuleSet = PredictionRuleSetBase & {
+    strategy: 'exponential-smoothing';
+    config?: ExponentialSmoothingConfig;
+};
+export type WeightedMovingAverageRuleSet = PredictionRuleSetBase & {
+    strategy: 'weighted-moving-average';
+    config?: WeightedMovingAverageConfig;
+};
+export type PredictionRuleSet = LinearRegressionRuleSet | ExponentialSmoothingRuleSet | WeightedMovingAverageRuleSet;
+type CompiledPredictionRuleSetBase = {
+    id: string;
+    name?: string;
+    mode: 'prediction';
+    snapshotType: string;
+    fields: FieldMapping;
+    horizonMs: number;
+    thresholds: ThresholdDefinition[];
+    defaultTrend?: number;
+};
+export type CompiledLinearRegressionRuleSet = CompiledPredictionRuleSetBase & {
+    strategy: 'linear-regression';
+    config: {
+        stableThreshold: number;
+    };
+};
+export type CompiledExponentialSmoothingRuleSet = CompiledPredictionRuleSetBase & {
+    strategy: 'exponential-smoothing';
+    config: {
+        alpha: number;
+        beta: number;
+    };
+};
+export type CompiledWeightedMovingAverageRuleSet = CompiledPredictionRuleSetBase & {
+    strategy: 'weighted-moving-average';
+    config: {
+        window: number;
+    };
+};
+export type CompiledPredictionRuleSet = CompiledLinearRegressionRuleSet | CompiledExponentialSmoothingRuleSet | CompiledWeightedMovingAverageRuleSet;
+export type ThresholdCrossing = {
+    thresholdId: string;
+    thresholdName?: string;
+    value: number;
+    direction: 'above' | 'below';
+    estimatedAt: Date;
+    estimatedAtIso: string;
+};
+export type Forecast = {
+    date: Date;
+    dateIso: string;
+    predictedScore: number;
+    confidenceInterval?: {
+        lower: number;
+        upper: number;
+    };
+};
+export type EntityPrediction = {
+    entityId: string;
+    dataPoints: number;
+    trend: TrendDirection;
+    trendSlope: number;
+    confidence: number;
+    confidenceBracket: ConfidenceBracket;
+    currentScore: number;
+    forecast: Forecast;
+    thresholdCrossings: ThresholdCrossing[];
+    model: {
+        strategy: PredictionStrategy;
+        params: Record<string, number>;
+    };
+};
+export type PredictionResult = {
+    predictions: EntityPrediction[];
+    totalEntities: number;
+    strategy: PredictionStrategy;
+    horizonMs: number;
+    executionTimeMs: number;
+};
+export type PredictionOptions = {
+    onPredict?: (prediction: EntityPrediction) => void;
+    asOf?: Date;
+};
+export {};
+//# sourceMappingURL=types.d.ts.map

package/dist/engines/prediction/types.d.ts.map

@@ -0,0 +1 @@
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