@sipemu/anofox-forecast 0.4.5 → 0.4.6
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.
- package/README.md +128 -2
- package/anofox_forecast_js.d.ts +688 -2
- package/anofox_forecast_js.js +1666 -189
- package/anofox_forecast_js_bg.wasm +0 -0
- package/anofox_forecast_js_bg.wasm.d.ts +115 -2
- package/package.json +1 -1
package/anofox_forecast_js.d.ts
CHANGED
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@@ -123,6 +123,51 @@ export class AutoEnsembleForecaster {
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readonly name: string;
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}
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export class AutoForecastBuilder {
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free(): void;
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[Symbol.dispose](): void;
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/**
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* Include or exclude AutoETS from the candidate set.
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*
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* @param include - Whether to include AutoETS (default: true)
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*/
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includeEts(include: boolean): AutoForecastBuilder;
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/**
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* Include or exclude AutoARIMA from the candidate set.
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*
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* @param include - Whether to include AutoARIMA (default: true)
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*/
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includeArima(include: boolean): AutoForecastBuilder;
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/**
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* Include or exclude AutoTheta from the candidate set.
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*
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* @param include - Whether to include AutoTheta (default: true)
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*/
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includeTheta(include: boolean): AutoForecastBuilder;
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/**
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* Set the seasonal period.
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*
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* @param period - Seasonal period (e.g., 12 for monthly data)
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*/
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seasonalPeriod(period: number): AutoForecastBuilder;
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/**
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* Use cross-validation instead of in-sample MSE for model selection.
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*
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* @param useCv - Whether to use cross-validation (default: false)
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*/
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useCrossValidation(use_cv: boolean): AutoForecastBuilder;
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/**
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* Create a new builder with all defaults enabled.
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*/
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constructor();
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/**
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* Build the AutoForecaster with the configured parameters.
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*
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* @returns A new AutoForecaster ready to fit
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*/
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build(): AutoForecaster;
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}
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export class AutoForecaster {
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free(): void;
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[Symbol.dispose](): void;
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@@ -390,6 +435,15 @@ export class EnsembleForecaster {
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* Set the combination method to median.
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*/
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setMedian(): void;
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/**
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* Set the combination method by name string.
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*
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* Supported values: "mean", "median", "weighted_mse", "inverse_aic",
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* "stacking", "horizon_adaptive".
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*
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* @param method - Combination method name
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*/
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setMethod(method: string): void;
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/**
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* Get the number of models in the ensemble.
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*/
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@@ -402,10 +456,31 @@ export class EnsembleForecaster {
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* @param weights - Array of combination weights
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*/
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setWeights(weights: Float64Array): void;
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/**
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* Set the combination method to stacking (projected gradient descent).
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*
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* Trains non-negative weights that sum to one on validation data.
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*
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* @param folds - Number of folds (default: 5)
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*/
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setStacking(folds?: number | null): void;
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/**
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* Set the combination method to inverse AIC weighting.
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*
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* Computes Akaike weights from in-sample residuals.
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*/
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setInverseAic(): void;
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/**
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* Set the combination method to weighted MSE.
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*/
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setWeightedMse(): void;
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/**
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* Set the combination method to per-horizon adaptive weighting.
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*
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* Computes separate weight vectors for each forecast horizon step
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* based on rolling-origin evaluation.
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*/
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setHorizonAdaptive(): void;
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/**
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* Predict with prediction intervals.
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*
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@@ -446,6 +521,22 @@ export class Forecast {
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private constructor();
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free(): void;
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[Symbol.dispose](): void;
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/**
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* Return a new forecast with all values clamped to be non-negative.
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*/
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nonNegative(): Forecast;
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/**
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* Return a new forecast with point values rounded to the nearest integer,
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* lower intervals floored, and upper intervals ceiled.
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*/
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roundToInteger(): Forecast;
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/**
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* Return a new forecast with all values clamped to `[lower, upper]`.
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*
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* @param lower - Lower bound
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* @param upper - Upper bound
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*/
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clamp(lower: number, upper: number): Forecast;
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/**
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* Check if lower prediction interval is available.
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*/
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@@ -646,6 +737,150 @@ export class JsConformalResult {
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readonly coverage: number;
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}
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export class JsDataProfile {
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private constructor();
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free(): void;
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[Symbol.dispose](): void;
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/**
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* Profile a time series.
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*
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* @param series - TimeSeries to profile
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* @returns A comprehensive data profile
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*/
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static fromSeries(series: TimeSeries): JsDataProfile;
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/**
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* Profile raw values (without timestamps).
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*
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* @param values - Array of numeric values
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* @returns A data profile
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*/
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static fromValues(values: Float64Array): JsDataProfile;
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/**
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* Full profile as a formatted string.
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*/
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toString(): string;
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/**
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* Human-readable summary string.
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*/
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summary(): string;
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/**
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* Profile as a JSON-serializable object.
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*/
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toJSON(): any;
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/**
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* Whether every finite value is integer-valued.
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*/
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readonly isInteger: boolean;
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/**
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* Lempel-Ziv complexity (normalized).
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*/
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readonly lempelZiv: number;
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/**
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* ADF p-value.
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*/
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readonly adfPValue: number;
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/**
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* Slope of the linear trend.
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*/
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readonly trendSlope: number;
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/**
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* KPSS p-value.
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*/
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readonly kpssPValue: number;
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/**
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* ADF test statistic.
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*/
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readonly adfStatistic: number;
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/**
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* Whether any value is negative.
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*/
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readonly hasNegatives: boolean;
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/**
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* Combined stationarity (ADF stationary AND KPSS stationary).
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*/
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readonly isStationary: boolean;
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/**
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* Count of NaN or infinite values.
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*/
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readonly missingCount: number;
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/**
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* Heuristic data-quality score in [0.0, 1.0].
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*/
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readonly qualityScore: number;
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/**
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* Fraction of values that are exactly zero.
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*/
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readonly zeroFraction: number;
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/**
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* KPSS test statistic.
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*/
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readonly kpssStatistic: number;
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/**
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* Number of observations.
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*/
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readonly nObservations: number;
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/**
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* Trend strength (R-squared, 0.0 to 1.0).
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*/
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readonly trendStrength: number;
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/**
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* Whether the series is classified as intermittent.
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*/
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readonly isIntermittent: boolean;
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/**
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* Trend direction: "Rising", "Falling", or "Flat".
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*/
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readonly trendDirection: string;
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/**
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* Partial autocorrelation at lag 1.
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*/
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readonly partialAcfLag1: number;
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/**
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* Whether ADF concludes stationarity at 5%.
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*/
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readonly adfIsStationary: boolean;
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/**
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* Whether KPSS concludes stationarity at 5%.
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*/
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readonly kpssIsStationary: boolean;
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/**
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* Approximate entropy (undefined if series is too short).
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*/
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readonly approximateEntropy: number | undefined;
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/**
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* Maximum value.
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*/
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readonly max: number;
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/**
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* Minimum value.
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*/
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readonly min: number;
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/**
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* Arithmetic mean.
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*/
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readonly mean: number;
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/**
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* Standard deviation.
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*/
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readonly stdDev: number;
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/**
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* Autocorrelation at lag 1.
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*/
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readonly acfLag1: number;
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/**
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* Autocorrelation at lag 2.
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*/
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readonly acfLag2: number;
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/**
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* Excess kurtosis.
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*/
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readonly kurtosis: number;
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/**
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* Skewness.
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*/
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readonly skewness: number;
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}
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+
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export class JsHistoricalSimResult {
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private constructor();
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free(): void;
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@@ -692,6 +927,63 @@ export class JsHistoricalSimulator {
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simulate(forecasts: Float64Array, actuals: Float64Array): JsHistoricalSimResult;
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}
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export class JsModelDiagnostics {
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private constructor();
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free(): void;
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[Symbol.dispose](): void;
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/**
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935
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* Create diagnostics from an array of residuals.
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*
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* @param residuals - Array of model residuals
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* @param significance - Significance level for tests (e.g., 0.05)
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*/
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static fromResiduals(residuals: Float64Array, significance: number): JsModelDiagnostics;
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/**
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* Get a human-readable summary of the diagnostics.
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*/
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summary(): string;
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/**
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* Whether all diagnostic tests pass at the configured significance level.
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*/
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readonly passesAll: boolean;
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/**
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* Autocorrelation function of the residuals.
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*/
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readonly residualAcf: Float64Array;
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/**
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* Standard deviation of the residuals.
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*/
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readonly residualStd: number;
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/**
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* Mean of the residuals.
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*/
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readonly residualMean: number;
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/**
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* Partial autocorrelation function of the residuals.
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*/
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readonly residualPacf: Float64Array;
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/**
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* Number of lags used in the Ljung-Box test.
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*/
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readonly ljungBoxLags: number;
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/**
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* Ljung-Box test p-value for autocorrelation.
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*/
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readonly ljungBoxPvalue: number;
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/**
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* Jarque-Bera test p-value.
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*/
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readonly jarqueBeraPvalue: number;
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+
/**
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978
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* Jarque-Bera test statistic for normality.
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+
*/
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980
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+
readonly jarqueBeraStatistic: number;
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+
/**
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* Breusch-Pagan heteroscedasticity test p-value.
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|
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*/
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984
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readonly heteroscedasticityPvalue: number;
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+
}
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986
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+
|
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695
987
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export class JsNormalPredictor {
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696
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free(): void;
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697
989
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[Symbol.dispose](): void;
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|
@@ -733,6 +1025,173 @@ export class JsNormalResult {
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733
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readonly mean: number;
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734
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}
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735
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1028
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+
export class JsPipelineBuilder {
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free(): void;
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1030
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+
[Symbol.dispose](): void;
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1031
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+
/**
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1032
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* Set preprocessing mode.
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*
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1034
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* @param mode - "auto", "none", or "manual"
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1035
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*/
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1036
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preprocess(mode: string): JsPipelineBuilder;
|
|
1037
|
+
/**
|
|
1038
|
+
* Apply non-negative constraint to forecasts.
|
|
1039
|
+
*/
|
|
1040
|
+
nonNegative(): JsPipelineBuilder;
|
|
1041
|
+
/**
|
|
1042
|
+
* Select top-K models for evaluation.
|
|
1043
|
+
*
|
|
1044
|
+
* @param k - Number of models to select
|
|
1045
|
+
*/
|
|
1046
|
+
selectModels(k: number): JsPipelineBuilder;
|
|
1047
|
+
/**
|
|
1048
|
+
* Enable fallback chain (Naive → SMA).
|
|
1049
|
+
*/
|
|
1050
|
+
withFallback(): JsPipelineBuilder;
|
|
1051
|
+
/**
|
|
1052
|
+
* Enable cross-validation.
|
|
1053
|
+
*
|
|
1054
|
+
* @param folds - Number of CV folds
|
|
1055
|
+
* @param horizon - Forecast horizon for each fold
|
|
1056
|
+
*/
|
|
1057
|
+
crossValidate(folds: number, horizon: number): JsPipelineBuilder;
|
|
1058
|
+
/**
|
|
1059
|
+
* Set the seasonal period hint.
|
|
1060
|
+
*
|
|
1061
|
+
* @param period - Seasonal period (e.g., 12 for monthly data)
|
|
1062
|
+
*/
|
|
1063
|
+
seasonalPeriod(period: number): JsPipelineBuilder;
|
|
1064
|
+
/**
|
|
1065
|
+
* Add a seasonal model to the pipeline.
|
|
1066
|
+
*
|
|
1067
|
+
* @param name - Model name (e.g., "SeasonalNaive")
|
|
1068
|
+
* @param period - Seasonal period
|
|
1069
|
+
*/
|
|
1070
|
+
addSeasonalModel(name: string, period: number): JsPipelineBuilder;
|
|
1071
|
+
/**
|
|
1072
|
+
* Create a new pipeline builder.
|
|
1073
|
+
*/
|
|
1074
|
+
constructor();
|
|
1075
|
+
/**
|
|
1076
|
+
* Set the metric strategy for model selection.
|
|
1077
|
+
*
|
|
1078
|
+
* @param strategy - "auto", "mae", "mse", "rmse", "smape", "wape", or "mda"
|
|
1079
|
+
*/
|
|
1080
|
+
metric(strategy: string): JsPipelineBuilder;
|
|
1081
|
+
/**
|
|
1082
|
+
* Build and execute the pipeline.
|
|
1083
|
+
*
|
|
1084
|
+
* @param series - TimeSeries to forecast
|
|
1085
|
+
* @param horizon - Number of steps to forecast
|
|
1086
|
+
* @returns JsPipelineResult with forecast, profile, and diagnostics
|
|
1087
|
+
*/
|
|
1088
|
+
execute(series: TimeSeries, horizon: number): JsPipelineResult;
|
|
1089
|
+
/**
|
|
1090
|
+
* Enable data profiling.
|
|
1091
|
+
*/
|
|
1092
|
+
profile(): JsPipelineBuilder;
|
|
1093
|
+
/**
|
|
1094
|
+
* Set the ensemble mode.
|
|
1095
|
+
*
|
|
1096
|
+
* @param mode - "auto", "none", "mean", "median", or "weighted"
|
|
1097
|
+
*/
|
|
1098
|
+
ensemble(mode: string): JsPipelineBuilder;
|
|
1099
|
+
/**
|
|
1100
|
+
* Add a built-in model to the pipeline.
|
|
1101
|
+
*
|
|
1102
|
+
* Supported models: "Naive", "SES", "SMA", "SMA5", "SMA10"
|
|
1103
|
+
*
|
|
1104
|
+
* @param name - Model name
|
|
1105
|
+
*/
|
|
1106
|
+
addModel(name: string): JsPipelineBuilder;
|
|
1107
|
+
}
|
|
1108
|
+
|
|
1109
|
+
export class JsPipelineReport {
|
|
1110
|
+
private constructor();
|
|
1111
|
+
free(): void;
|
|
1112
|
+
[Symbol.dispose](): void;
|
|
1113
|
+
/**
|
|
1114
|
+
* Get the full report as formatted text.
|
|
1115
|
+
*/
|
|
1116
|
+
toString(): string;
|
|
1117
|
+
/**
|
|
1118
|
+
* Get a section heading by index.
|
|
1119
|
+
*/
|
|
1120
|
+
sectionHeading(index: number): string | undefined;
|
|
1121
|
+
/**
|
|
1122
|
+
* Get the report as a JSON object.
|
|
1123
|
+
*
|
|
1124
|
+
* Returns `{ title, sections: [{ heading, content }] }`.
|
|
1125
|
+
*/
|
|
1126
|
+
toJSON(): any;
|
|
1127
|
+
/**
|
|
1128
|
+
* Get the number of sections.
|
|
1129
|
+
*/
|
|
1130
|
+
readonly sectionCount: number;
|
|
1131
|
+
/**
|
|
1132
|
+
* Get the report title.
|
|
1133
|
+
*/
|
|
1134
|
+
readonly title: string;
|
|
1135
|
+
}
|
|
1136
|
+
|
|
1137
|
+
export class JsPipelineResult {
|
|
1138
|
+
private constructor();
|
|
1139
|
+
free(): void;
|
|
1140
|
+
[Symbol.dispose](): void;
|
|
1141
|
+
/**
|
|
1142
|
+
* Get a human-readable summary of the result.
|
|
1143
|
+
*/
|
|
1144
|
+
toString(): string;
|
|
1145
|
+
/**
|
|
1146
|
+
* Generate a full structured report.
|
|
1147
|
+
*/
|
|
1148
|
+
report(): JsPipelineReport;
|
|
1149
|
+
/**
|
|
1150
|
+
* Get the name of the selected model.
|
|
1151
|
+
*/
|
|
1152
|
+
readonly modelName: string;
|
|
1153
|
+
/**
|
|
1154
|
+
* Get the decision log as a formatted string.
|
|
1155
|
+
*/
|
|
1156
|
+
readonly decisionLog: string;
|
|
1157
|
+
/**
|
|
1158
|
+
* Get metric scores as JSON (undefined if not computed).
|
|
1159
|
+
*/
|
|
1160
|
+
readonly metricScores: any;
|
|
1161
|
+
/**
|
|
1162
|
+
* Get quality floor result (undefined if not computed).
|
|
1163
|
+
*/
|
|
1164
|
+
readonly qualityFloor: string | undefined;
|
|
1165
|
+
/**
|
|
1166
|
+
* Get the number of decisions in the log.
|
|
1167
|
+
*/
|
|
1168
|
+
readonly decisionCount: number;
|
|
1169
|
+
/**
|
|
1170
|
+
* Get preprocessing info (undefined if not applied).
|
|
1171
|
+
*/
|
|
1172
|
+
readonly preprocessInfo: any;
|
|
1173
|
+
/**
|
|
1174
|
+
* Get ensemble weights as JSON (undefined if not an ensemble).
|
|
1175
|
+
*/
|
|
1176
|
+
readonly ensembleWeights: any;
|
|
1177
|
+
/**
|
|
1178
|
+
* Get model confidence set (undefined if not computed).
|
|
1179
|
+
*/
|
|
1180
|
+
readonly modelConfidenceSet: any;
|
|
1181
|
+
/**
|
|
1182
|
+
* Get selection confidence (undefined if not computed).
|
|
1183
|
+
*/
|
|
1184
|
+
readonly selectionConfidence: string | undefined;
|
|
1185
|
+
/**
|
|
1186
|
+
* Get the data profile (undefined if profiling was not enabled).
|
|
1187
|
+
*/
|
|
1188
|
+
readonly profile: JsDataProfile | undefined;
|
|
1189
|
+
/**
|
|
1190
|
+
* Get the forecast.
|
|
1191
|
+
*/
|
|
1192
|
+
readonly forecast: Forecast;
|
|
1193
|
+
}
|
|
1194
|
+
|
|
736
1195
|
export class JsPointForecasts {
|
|
737
1196
|
free(): void;
|
|
738
1197
|
[Symbol.dispose](): void;
|
|
@@ -832,6 +1291,59 @@ export class JsTrainedModel {
|
|
|
832
1291
|
[Symbol.dispose](): void;
|
|
833
1292
|
}
|
|
834
1293
|
|
|
1294
|
+
export class KalmanForecaster {
|
|
1295
|
+
private constructor();
|
|
1296
|
+
free(): void;
|
|
1297
|
+
[Symbol.dispose](): void;
|
|
1298
|
+
/**
|
|
1299
|
+
* Create a local level (random walk plus noise) model.
|
|
1300
|
+
*
|
|
1301
|
+
* @param obs_noise - Observation noise variance
|
|
1302
|
+
* @param state_noise - State (level) noise variance
|
|
1303
|
+
*/
|
|
1304
|
+
static localLevel(obs_noise: number, state_noise: number): KalmanForecaster;
|
|
1305
|
+
/**
|
|
1306
|
+
* Create a local linear trend model.
|
|
1307
|
+
*
|
|
1308
|
+
* @param obs_noise - Observation noise variance
|
|
1309
|
+
* @param level_noise - Level noise variance
|
|
1310
|
+
* @param trend_noise - Trend noise variance
|
|
1311
|
+
*/
|
|
1312
|
+
static localLinearTrend(obs_noise: number, level_noise: number, trend_noise: number): KalmanForecaster;
|
|
1313
|
+
/**
|
|
1314
|
+
* Predict with prediction intervals.
|
|
1315
|
+
*
|
|
1316
|
+
* @param horizon - Number of steps to forecast
|
|
1317
|
+
* @param level - Confidence level (e.g., 0.95 for 95% intervals)
|
|
1318
|
+
* @returns Forecast with predictions and intervals
|
|
1319
|
+
*/
|
|
1320
|
+
predictWithIntervals(horizon: number, level: number): Forecast;
|
|
1321
|
+
/**
|
|
1322
|
+
* Fit the Kalman filter to a time series.
|
|
1323
|
+
*
|
|
1324
|
+
* @param series - TimeSeries to fit
|
|
1325
|
+
*/
|
|
1326
|
+
fit(series: TimeSeries): void;
|
|
1327
|
+
/**
|
|
1328
|
+
* Apply the Kalman smoother (RTS smoother) and return smoothed observations.
|
|
1329
|
+
*
|
|
1330
|
+
* @param series - TimeSeries to smooth
|
|
1331
|
+
* @returns Array of smoothed observation values
|
|
1332
|
+
*/
|
|
1333
|
+
smooth(series: TimeSeries): Float64Array;
|
|
1334
|
+
/**
|
|
1335
|
+
* Predict future values.
|
|
1336
|
+
*
|
|
1337
|
+
* @param horizon - Number of steps to forecast
|
|
1338
|
+
* @returns Forecast with point predictions
|
|
1339
|
+
*/
|
|
1340
|
+
predict(horizon: number): Forecast;
|
|
1341
|
+
/**
|
|
1342
|
+
* Get the model name.
|
|
1343
|
+
*/
|
|
1344
|
+
readonly name: string;
|
|
1345
|
+
}
|
|
1346
|
+
|
|
835
1347
|
export class MFLESForecaster {
|
|
836
1348
|
free(): void;
|
|
837
1349
|
[Symbol.dispose](): void;
|
|
@@ -1111,6 +1623,48 @@ export class TimeSeries {
|
|
|
1111
1623
|
readonly values: Float64Array;
|
|
1112
1624
|
}
|
|
1113
1625
|
|
|
1626
|
+
export class VARForecaster {
|
|
1627
|
+
free(): void;
|
|
1628
|
+
[Symbol.dispose](): void;
|
|
1629
|
+
/**
|
|
1630
|
+
* Fit the VAR model to multivariate time series data.
|
|
1631
|
+
*
|
|
1632
|
+
* @param data - Array of Float64Arrays, one per variable. All must have the same length.
|
|
1633
|
+
*/
|
|
1634
|
+
fitMultivariate(data: Array<any>): void;
|
|
1635
|
+
/**
|
|
1636
|
+
* Predict future values for all variables.
|
|
1637
|
+
*
|
|
1638
|
+
* @param horizon - Number of steps to forecast
|
|
1639
|
+
* @returns Array of Float64Arrays, one per variable
|
|
1640
|
+
*/
|
|
1641
|
+
predictMultivariate(horizon: number): Array<any>;
|
|
1642
|
+
/**
|
|
1643
|
+
* Perform a Granger causality test.
|
|
1644
|
+
*
|
|
1645
|
+
* Tests whether variable `cause` Granger-causes variable `effect`.
|
|
1646
|
+
*
|
|
1647
|
+
* @param cause - Index of the potentially causal variable (0-based)
|
|
1648
|
+
* @param effect - Index of the effect variable (0-based)
|
|
1649
|
+
* @returns F-statistic. Higher values indicate stronger evidence of causality.
|
|
1650
|
+
*/
|
|
1651
|
+
grangerCausalityTest(cause: number, effect: number): number;
|
|
1652
|
+
/**
|
|
1653
|
+
* Create a new VAR forecaster with the given lag order.
|
|
1654
|
+
*
|
|
1655
|
+
* @param order - Number of lags (p). Must be at least 1.
|
|
1656
|
+
*/
|
|
1657
|
+
constructor(order: number);
|
|
1658
|
+
/**
|
|
1659
|
+
* Get the model name.
|
|
1660
|
+
*/
|
|
1661
|
+
readonly name: string;
|
|
1662
|
+
/**
|
|
1663
|
+
* Get the lag order.
|
|
1664
|
+
*/
|
|
1665
|
+
readonly order: number;
|
|
1666
|
+
}
|
|
1667
|
+
|
|
1114
1668
|
export class WindowAverageForecaster {
|
|
1115
1669
|
free(): void;
|
|
1116
1670
|
[Symbol.dispose](): void;
|
|
@@ -1250,6 +1804,15 @@ export function diagnoseResiduals(residuals: Float64Array, fitted_params?: numbe
|
|
|
1250
1804
|
*/
|
|
1251
1805
|
export function durbinWatson(residuals: Float64Array): any;
|
|
1252
1806
|
|
|
1807
|
+
/**
|
|
1808
|
+
* Generate a human-readable explanation of a pipeline result.
|
|
1809
|
+
*
|
|
1810
|
+
* @param result - A JsPipelineResult to explain
|
|
1811
|
+
* @param verbosity - "brief", "normal", or "detailed"
|
|
1812
|
+
* @returns Object with `summary` and `sections`
|
|
1813
|
+
*/
|
|
1814
|
+
export function explainResult(result: JsPipelineResult, verbosity: string): any;
|
|
1815
|
+
|
|
1253
1816
|
/**
|
|
1254
1817
|
* Initialize the WASM module.
|
|
1255
1818
|
*
|
|
@@ -1353,6 +1916,16 @@ export function partialAutocorrelation(values: Float64Array, lag: number): numbe
|
|
|
1353
1916
|
*/
|
|
1354
1917
|
export function sampleEntropy(values: Float64Array, m: number, r: number): number;
|
|
1355
1918
|
|
|
1919
|
+
/**
|
|
1920
|
+
* Recommend models based on data profile characteristics.
|
|
1921
|
+
*
|
|
1922
|
+
* Returns an object with `recommended` (model names) and `reasoning` (explanations).
|
|
1923
|
+
*
|
|
1924
|
+
* @param profile - A JsDataProfile from profiling
|
|
1925
|
+
* @param availableModels - Optional array of model names to filter by
|
|
1926
|
+
*/
|
|
1927
|
+
export function selectModels(profile: JsDataProfile, available_models?: string[] | null): any;
|
|
1928
|
+
|
|
1356
1929
|
/**
|
|
1357
1930
|
* Compute the skewness (third standardized moment) of a time series.
|
|
1358
1931
|
*
|
|
@@ -1399,6 +1972,7 @@ export interface InitOutput {
|
|
|
1399
1972
|
readonly __wbg_autoarimaforecaster_free: (a: number, b: number) => void;
|
|
1400
1973
|
readonly __wbg_autoensembleforecaster_free: (a: number, b: number) => void;
|
|
1401
1974
|
readonly __wbg_autoetsforecaster_free: (a: number, b: number) => void;
|
|
1975
|
+
readonly __wbg_autoforecastbuilder_free: (a: number, b: number) => void;
|
|
1402
1976
|
readonly __wbg_autoforecaster_free: (a: number, b: number) => void;
|
|
1403
1977
|
readonly __wbg_autotbatsforecaster_free: (a: number, b: number) => void;
|
|
1404
1978
|
readonly __wbg_autothetaforecaster_free: (a: number, b: number) => void;
|
|
@@ -1416,14 +1990,20 @@ export interface InitOutput {
|
|
|
1416
1990
|
readonly __wbg_jsbacktestresult_free: (a: number, b: number) => void;
|
|
1417
1991
|
readonly __wbg_jsconformalpredictor_free: (a: number, b: number) => void;
|
|
1418
1992
|
readonly __wbg_jsconformalresult_free: (a: number, b: number) => void;
|
|
1993
|
+
readonly __wbg_jsdataprofile_free: (a: number, b: number) => void;
|
|
1419
1994
|
readonly __wbg_jshistoricalsimresult_free: (a: number, b: number) => void;
|
|
1420
1995
|
readonly __wbg_jshistoricalsimulator_free: (a: number, b: number) => void;
|
|
1996
|
+
readonly __wbg_jsmodeldiagnostics_free: (a: number, b: number) => void;
|
|
1421
1997
|
readonly __wbg_jsnormalpredictor_free: (a: number, b: number) => void;
|
|
1422
1998
|
readonly __wbg_jsnormalresult_free: (a: number, b: number) => void;
|
|
1999
|
+
readonly __wbg_jspipelinebuilder_free: (a: number, b: number) => void;
|
|
2000
|
+
readonly __wbg_jspipelinereport_free: (a: number, b: number) => void;
|
|
2001
|
+
readonly __wbg_jspipelineresult_free: (a: number, b: number) => void;
|
|
1423
2002
|
readonly __wbg_jspointforecasts_free: (a: number, b: number) => void;
|
|
1424
2003
|
readonly __wbg_jspostprocessor_free: (a: number, b: number) => void;
|
|
1425
2004
|
readonly __wbg_jspredictionintervals_free: (a: number, b: number) => void;
|
|
1426
2005
|
readonly __wbg_jstrainedmodel_free: (a: number, b: number) => void;
|
|
2006
|
+
readonly __wbg_kalmanforecaster_free: (a: number, b: number) => void;
|
|
1427
2007
|
readonly __wbg_meanforecaster_free: (a: number, b: number) => void;
|
|
1428
2008
|
readonly __wbg_mflesforecaster_free: (a: number, b: number) => void;
|
|
1429
2009
|
readonly __wbg_mstlforecasterwrapper_free: (a: number, b: number) => void;
|
|
@@ -1439,6 +2019,7 @@ export interface InitOutput {
|
|
|
1439
2019
|
readonly __wbg_tbatsforecaster_free: (a: number, b: number) => void;
|
|
1440
2020
|
readonly __wbg_thetaforecaster_free: (a: number, b: number) => void;
|
|
1441
2021
|
readonly __wbg_timeseries_free: (a: number, b: number) => void;
|
|
2022
|
+
readonly __wbg_varforecaster_free: (a: number, b: number) => void;
|
|
1442
2023
|
readonly adfTest: (a: number, b: number, c: number) => [number, number, number];
|
|
1443
2024
|
readonly adidaforecaster_fit: (a: number, b: number) => [number, number];
|
|
1444
2025
|
readonly adidaforecaster_name: (a: number) => [number, number];
|
|
@@ -1473,6 +2054,13 @@ export interface InitOutput {
|
|
|
1473
2054
|
readonly autoetsforecaster_predict: (a: number, b: number) => [number, number, number];
|
|
1474
2055
|
readonly autoetsforecaster_withConfig: (a: number, b: number, c: number, d: number) => number;
|
|
1475
2056
|
readonly autoetsforecaster_withPeriod: (a: number) => number;
|
|
2057
|
+
readonly autoforecastbuilder_build: (a: number) => number;
|
|
2058
|
+
readonly autoforecastbuilder_includeArima: (a: number, b: number) => number;
|
|
2059
|
+
readonly autoforecastbuilder_includeEts: (a: number, b: number) => number;
|
|
2060
|
+
readonly autoforecastbuilder_includeTheta: (a: number, b: number) => number;
|
|
2061
|
+
readonly autoforecastbuilder_new: () => number;
|
|
2062
|
+
readonly autoforecastbuilder_seasonalPeriod: (a: number, b: number) => number;
|
|
2063
|
+
readonly autoforecastbuilder_useCrossValidation: (a: number, b: number) => number;
|
|
1476
2064
|
readonly autoforecaster_allScores: (a: number) => [number, number, number];
|
|
1477
2065
|
readonly autoforecaster_fit: (a: number, b: number) => [number, number];
|
|
1478
2066
|
readonly autoforecaster_name: (a: number) => [number, number];
|
|
@@ -1530,7 +2118,11 @@ export interface InitOutput {
|
|
|
1530
2118
|
readonly ensembleforecaster_new: (a: number, b: number) => [number, number, number];
|
|
1531
2119
|
readonly ensembleforecaster_predict: (a: number, b: number) => [number, number, number];
|
|
1532
2120
|
readonly ensembleforecaster_predictWithIntervals: (a: number, b: number, c: number) => [number, number, number];
|
|
2121
|
+
readonly ensembleforecaster_setHorizonAdaptive: (a: number) => void;
|
|
2122
|
+
readonly ensembleforecaster_setInverseAic: (a: number) => void;
|
|
1533
2123
|
readonly ensembleforecaster_setMedian: (a: number) => void;
|
|
2124
|
+
readonly ensembleforecaster_setMethod: (a: number, b: number, c: number) => [number, number];
|
|
2125
|
+
readonly ensembleforecaster_setStacking: (a: number, b: number) => void;
|
|
1534
2126
|
readonly ensembleforecaster_setWeightedMse: (a: number) => void;
|
|
1535
2127
|
readonly ensembleforecaster_setWeights: (a: number, b: number, c: number) => void;
|
|
1536
2128
|
readonly etsforecaster_fit: (a: number, b: number) => [number, number];
|
|
@@ -1539,10 +2131,14 @@ export interface InitOutput {
|
|
|
1539
2131
|
readonly etsforecaster_name: (a: number) => [number, number];
|
|
1540
2132
|
readonly etsforecaster_new: (a: number, b: number, c: number, d: number, e: number, f: number, g: number) => [number, number, number];
|
|
1541
2133
|
readonly etsforecaster_predict: (a: number, b: number) => [number, number, number];
|
|
2134
|
+
readonly explainResult: (a: number, b: number, c: number) => [number, number, number];
|
|
2135
|
+
readonly forecast_clamp: (a: number, b: number, c: number) => number;
|
|
1542
2136
|
readonly forecast_hasLower: (a: number) => number;
|
|
1543
2137
|
readonly forecast_hasUpper: (a: number) => number;
|
|
1544
2138
|
readonly forecast_horizon: (a: number) => number;
|
|
1545
2139
|
readonly forecast_lower: (a: number) => [number, number];
|
|
2140
|
+
readonly forecast_nonNegative: (a: number) => number;
|
|
2141
|
+
readonly forecast_roundToInteger: (a: number) => number;
|
|
1546
2142
|
readonly forecast_upper: (a: number) => [number, number];
|
|
1547
2143
|
readonly forecast_values: (a: number) => [number, number];
|
|
1548
2144
|
readonly garchforecaster_fit: (a: number, b: number) => [number, number];
|
|
@@ -1586,17 +2182,85 @@ export interface InitOutput {
|
|
|
1586
2182
|
readonly jsconformalresult_coverage: (a: number) => number;
|
|
1587
2183
|
readonly jsconformalresult_quantileValue: (a: number) => number;
|
|
1588
2184
|
readonly jsconformalresult_scores: (a: number) => [number, number];
|
|
2185
|
+
readonly jsdataprofile_acfLag1: (a: number) => number;
|
|
2186
|
+
readonly jsdataprofile_acfLag2: (a: number) => number;
|
|
2187
|
+
readonly jsdataprofile_adfIsStationary: (a: number) => number;
|
|
2188
|
+
readonly jsdataprofile_adfPValue: (a: number) => number;
|
|
2189
|
+
readonly jsdataprofile_adfStatistic: (a: number) => number;
|
|
2190
|
+
readonly jsdataprofile_approximateEntropy: (a: number) => [number, number];
|
|
2191
|
+
readonly jsdataprofile_fromSeries: (a: number) => number;
|
|
2192
|
+
readonly jsdataprofile_fromValues: (a: number, b: number) => number;
|
|
2193
|
+
readonly jsdataprofile_hasNegatives: (a: number) => number;
|
|
2194
|
+
readonly jsdataprofile_isInteger: (a: number) => number;
|
|
2195
|
+
readonly jsdataprofile_isIntermittent: (a: number) => number;
|
|
2196
|
+
readonly jsdataprofile_isStationary: (a: number) => number;
|
|
2197
|
+
readonly jsdataprofile_kpssIsStationary: (a: number) => number;
|
|
2198
|
+
readonly jsdataprofile_kpssPValue: (a: number) => number;
|
|
2199
|
+
readonly jsdataprofile_kpssStatistic: (a: number) => number;
|
|
2200
|
+
readonly jsdataprofile_kurtosis: (a: number) => number;
|
|
2201
|
+
readonly jsdataprofile_lempelZiv: (a: number) => number;
|
|
2202
|
+
readonly jsdataprofile_max: (a: number) => number;
|
|
2203
|
+
readonly jsdataprofile_min: (a: number) => number;
|
|
2204
|
+
readonly jsdataprofile_missingCount: (a: number) => number;
|
|
2205
|
+
readonly jsdataprofile_nObservations: (a: number) => number;
|
|
2206
|
+
readonly jsdataprofile_partialAcfLag1: (a: number) => number;
|
|
2207
|
+
readonly jsdataprofile_qualityScore: (a: number) => number;
|
|
2208
|
+
readonly jsdataprofile_skewness: (a: number) => number;
|
|
2209
|
+
readonly jsdataprofile_summary: (a: number) => [number, number];
|
|
2210
|
+
readonly jsdataprofile_toJSON: (a: number) => [number, number, number];
|
|
2211
|
+
readonly jsdataprofile_toString: (a: number) => [number, number];
|
|
2212
|
+
readonly jsdataprofile_trendDirection: (a: number) => [number, number];
|
|
2213
|
+
readonly jsdataprofile_trendSlope: (a: number) => number;
|
|
2214
|
+
readonly jsdataprofile_trendStrength: (a: number) => number;
|
|
2215
|
+
readonly jsdataprofile_zeroFraction: (a: number) => number;
|
|
1589
2216
|
readonly jshistoricalsimresult_errors: (a: number) => [number, number];
|
|
1590
2217
|
readonly jshistoricalsimresult_quantileValues: (a: number) => [number, number];
|
|
1591
2218
|
readonly jshistoricalsimulator_new: (a: number, b: number) => number;
|
|
1592
2219
|
readonly jshistoricalsimulator_predictIntervals: (a: number, b: number, c: number, d: number) => [number, number, number];
|
|
1593
2220
|
readonly jshistoricalsimulator_simulate: (a: number, b: number, c: number, d: number, e: number) => [number, number, number];
|
|
1594
2221
|
readonly jshistoricalsimulator_withWindow: (a: number, b: number, c: number) => number;
|
|
2222
|
+
readonly jsmodeldiagnostics_fromResiduals: (a: number, b: number, c: number) => number;
|
|
2223
|
+
readonly jsmodeldiagnostics_jarqueBeraStatistic: (a: number) => number;
|
|
2224
|
+
readonly jsmodeldiagnostics_ljungBoxLags: (a: number) => number;
|
|
2225
|
+
readonly jsmodeldiagnostics_ljungBoxPvalue: (a: number) => number;
|
|
2226
|
+
readonly jsmodeldiagnostics_passesAll: (a: number) => number;
|
|
2227
|
+
readonly jsmodeldiagnostics_residualAcf: (a: number) => [number, number];
|
|
2228
|
+
readonly jsmodeldiagnostics_residualPacf: (a: number) => [number, number];
|
|
2229
|
+
readonly jsmodeldiagnostics_summary: (a: number) => [number, number];
|
|
1595
2230
|
readonly jsnormalpredictor_fit: (a: number, b: number, c: number, d: number, e: number) => [number, number, number];
|
|
1596
2231
|
readonly jsnormalpredictor_new: (a: number, b: number) => number;
|
|
1597
2232
|
readonly jsnormalpredictor_predictIntervals: (a: number, b: number, c: number, d: number) => [number, number, number];
|
|
1598
|
-
readonly
|
|
1599
|
-
readonly
|
|
2233
|
+
readonly jspipelinebuilder_addModel: (a: number, b: number, c: number) => number;
|
|
2234
|
+
readonly jspipelinebuilder_addSeasonalModel: (a: number, b: number, c: number, d: number) => number;
|
|
2235
|
+
readonly jspipelinebuilder_crossValidate: (a: number, b: number, c: number) => number;
|
|
2236
|
+
readonly jspipelinebuilder_ensemble: (a: number, b: number, c: number) => number;
|
|
2237
|
+
readonly jspipelinebuilder_execute: (a: number, b: number, c: number) => [number, number, number];
|
|
2238
|
+
readonly jspipelinebuilder_metric: (a: number, b: number, c: number) => number;
|
|
2239
|
+
readonly jspipelinebuilder_new: () => number;
|
|
2240
|
+
readonly jspipelinebuilder_nonNegative: (a: number) => number;
|
|
2241
|
+
readonly jspipelinebuilder_preprocess: (a: number, b: number, c: number) => number;
|
|
2242
|
+
readonly jspipelinebuilder_profile: (a: number) => number;
|
|
2243
|
+
readonly jspipelinebuilder_seasonalPeriod: (a: number, b: number) => number;
|
|
2244
|
+
readonly jspipelinebuilder_selectModels: (a: number, b: number) => number;
|
|
2245
|
+
readonly jspipelinebuilder_withFallback: (a: number) => number;
|
|
2246
|
+
readonly jspipelinereport_sectionCount: (a: number) => number;
|
|
2247
|
+
readonly jspipelinereport_sectionHeading: (a: number, b: number) => [number, number];
|
|
2248
|
+
readonly jspipelinereport_title: (a: number) => [number, number];
|
|
2249
|
+
readonly jspipelinereport_toJSON: (a: number) => [number, number, number];
|
|
2250
|
+
readonly jspipelinereport_toString: (a: number) => [number, number];
|
|
2251
|
+
readonly jspipelineresult_decisionCount: (a: number) => number;
|
|
2252
|
+
readonly jspipelineresult_decisionLog: (a: number) => [number, number];
|
|
2253
|
+
readonly jspipelineresult_ensembleWeights: (a: number) => [number, number, number];
|
|
2254
|
+
readonly jspipelineresult_forecast: (a: number) => number;
|
|
2255
|
+
readonly jspipelineresult_metricScores: (a: number) => [number, number, number];
|
|
2256
|
+
readonly jspipelineresult_modelConfidenceSet: (a: number) => [number, number, number];
|
|
2257
|
+
readonly jspipelineresult_modelName: (a: number) => [number, number];
|
|
2258
|
+
readonly jspipelineresult_preprocessInfo: (a: number) => [number, number, number];
|
|
2259
|
+
readonly jspipelineresult_profile: (a: number) => number;
|
|
2260
|
+
readonly jspipelineresult_qualityFloor: (a: number) => [number, number];
|
|
2261
|
+
readonly jspipelineresult_report: (a: number) => number;
|
|
2262
|
+
readonly jspipelineresult_selectionConfidence: (a: number) => [number, number];
|
|
2263
|
+
readonly jspipelineresult_toString: (a: number) => [number, number];
|
|
1600
2264
|
readonly jspointforecasts_isEmpty: (a: number) => number;
|
|
1601
2265
|
readonly jspointforecasts_length: (a: number) => number;
|
|
1602
2266
|
readonly jspointforecasts_new: (a: number, b: number) => number;
|
|
@@ -1612,6 +2276,13 @@ export interface InitOutput {
|
|
|
1612
2276
|
readonly jspredictionintervals_midpoints: (a: number) => [number, number];
|
|
1613
2277
|
readonly jspredictionintervals_upper: (a: number) => [number, number];
|
|
1614
2278
|
readonly jspredictionintervals_widths: (a: number) => [number, number];
|
|
2279
|
+
readonly kalmanforecaster_fit: (a: number, b: number) => [number, number];
|
|
2280
|
+
readonly kalmanforecaster_localLevel: (a: number, b: number) => number;
|
|
2281
|
+
readonly kalmanforecaster_localLinearTrend: (a: number, b: number, c: number) => number;
|
|
2282
|
+
readonly kalmanforecaster_name: (a: number) => [number, number];
|
|
2283
|
+
readonly kalmanforecaster_predict: (a: number, b: number) => [number, number, number];
|
|
2284
|
+
readonly kalmanforecaster_predictWithIntervals: (a: number, b: number, c: number) => [number, number, number];
|
|
2285
|
+
readonly kalmanforecaster_smooth: (a: number, b: number) => [number, number, number, number];
|
|
1615
2286
|
readonly kpssTest: (a: number, b: number, c: number) => [number, number, number];
|
|
1616
2287
|
readonly kurtosis: (a: number, b: number) => number;
|
|
1617
2288
|
readonly ljungBox: (a: number, b: number, c: number, d: number) => [number, number, number];
|
|
@@ -1666,6 +2337,7 @@ export interface InitOutput {
|
|
|
1666
2337
|
readonly seasonalwindowaverageforecaster_name: (a: number) => [number, number];
|
|
1667
2338
|
readonly seasonalwindowaverageforecaster_new: (a: number, b: number) => number;
|
|
1668
2339
|
readonly seasonalwindowaverageforecaster_predict: (a: number, b: number) => [number, number, number];
|
|
2340
|
+
readonly selectModels: (a: number, b: number, c: number) => [number, number, number];
|
|
1669
2341
|
readonly sesforecaster_fit: (a: number, b: number) => [number, number];
|
|
1670
2342
|
readonly sesforecaster_name: (a: number) => [number, number];
|
|
1671
2343
|
readonly sesforecaster_new: (a: number) => number;
|
|
@@ -1706,6 +2378,12 @@ export interface InitOutput {
|
|
|
1706
2378
|
readonly tsbforecaster_new: () => number;
|
|
1707
2379
|
readonly tsbforecaster_predict: (a: number, b: number) => [number, number, number];
|
|
1708
2380
|
readonly tsbforecaster_predictWithIntervals: (a: number, b: number, c: number) => [number, number, number];
|
|
2381
|
+
readonly varforecaster_fitMultivariate: (a: number, b: any) => [number, number];
|
|
2382
|
+
readonly varforecaster_grangerCausalityTest: (a: number, b: number, c: number) => [number, number, number];
|
|
2383
|
+
readonly varforecaster_name: (a: number) => [number, number];
|
|
2384
|
+
readonly varforecaster_new: (a: number) => number;
|
|
2385
|
+
readonly varforecaster_order: (a: number) => number;
|
|
2386
|
+
readonly varforecaster_predictMultivariate: (a: number, b: number) => [number, number, number];
|
|
1709
2387
|
readonly variance: (a: number, b: number) => number;
|
|
1710
2388
|
readonly version: () => [number, number];
|
|
1711
2389
|
readonly windowaverageforecaster_fit: (a: number, b: number) => [number, number];
|
|
@@ -1715,6 +2393,14 @@ export interface InitOutput {
|
|
|
1715
2393
|
readonly tbatsforecaster_withSeasonalPeriods: (a: number, b: number) => number;
|
|
1716
2394
|
readonly __wbg_tsbforecaster_free: (a: number, b: number) => void;
|
|
1717
2395
|
readonly __wbg_windowaverageforecaster_free: (a: number, b: number) => void;
|
|
2396
|
+
readonly jsdataprofile_mean: (a: number) => number;
|
|
2397
|
+
readonly jsdataprofile_stdDev: (a: number) => number;
|
|
2398
|
+
readonly jsmodeldiagnostics_heteroscedasticityPvalue: (a: number) => number;
|
|
2399
|
+
readonly jsmodeldiagnostics_jarqueBeraPvalue: (a: number) => number;
|
|
2400
|
+
readonly jsmodeldiagnostics_residualMean: (a: number) => number;
|
|
2401
|
+
readonly jsmodeldiagnostics_residualStd: (a: number) => number;
|
|
2402
|
+
readonly jsnormalresult_mean: (a: number) => number;
|
|
2403
|
+
readonly jsnormalresult_stdDev: (a: number) => number;
|
|
1718
2404
|
readonly jspredictionintervals_coverage: (a: number) => number;
|
|
1719
2405
|
readonly __wbindgen_malloc: (a: number, b: number) => number;
|
|
1720
2406
|
readonly __wbindgen_realloc: (a: number, b: number, c: number, d: number) => number;
|