@sipemu/anofox-forecast 0.4.5 → 0.4.6

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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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+
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  export class AutoForecaster {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -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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  */
@@ -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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  *
@@ -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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  */
@@ -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;
@@ -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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+ * 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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+ */
944
+ 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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+ /**
954
+ * 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.
971
+ */
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+ readonly ljungBoxPvalue: number;
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+ /**
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+ * Jarque-Bera test p-value.
975
+ */
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+ readonly jarqueBeraPvalue: number;
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+ /**
978
+ * Jarque-Bera test statistic for normality.
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+ */
980
+ readonly jarqueBeraStatistic: number;
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+ /**
982
+ * Breusch-Pagan heteroscedasticity test p-value.
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+ */
984
+ readonly heteroscedasticityPvalue: number;
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+ }
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+
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  export class JsNormalPredictor {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -733,6 +1025,173 @@ export class JsNormalResult {
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  readonly mean: number;
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  }
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1027
 
1028
+ export class JsPipelineBuilder {
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+ free(): void;
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+ [Symbol.dispose](): void;
1031
+ /**
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+ * Set preprocessing mode.
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+ *
1034
+ * @param mode - "auto", "none", or "manual"
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+ */
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+ preprocess(mode: string): JsPipelineBuilder;
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+ /**
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+ * Apply non-negative constraint to forecasts.
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+ */
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+ nonNegative(): JsPipelineBuilder;
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+ /**
1042
+ * Select top-K models for evaluation.
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+ *
1044
+ * @param k - Number of models to select
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+ */
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+ selectModels(k: number): JsPipelineBuilder;
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+ /**
1048
+ * Enable fallback chain (Naive → SMA).
1049
+ */
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+ withFallback(): JsPipelineBuilder;
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+ /**
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 jsnormalresult_mean: (a: number) => number;
1599
- readonly jsnormalresult_stdDev: (a: number) => number;
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;