@sipemu/anofox-forecast 0.4.6 → 0.4.8

package/README.md

@@ -1,6 +1,6 @@
 # @sipemu/anofox-forecast
 
-WebAssembly bindings for [anofox-forecast](https://crates.io/crates/anofox-forecast), a comprehensive time series forecasting library with 40+ models, automatic model selection, probabilistic postprocessing, and more.
+WebAssembly bindings for [anofox-forecast](https://crates.io/crates/anofox-forecast), a comprehensive time series forecasting library with 50+ models, automatic model selection, probabilistic postprocessing, and more.
 
 ## Installation
 
@@ -116,17 +116,6 @@ const ts = TimeSeries.withTimestamps(
 | `AutoForecaster` | Best of ARIMA, ETS, Theta | - |
 | `AutoEnsembleForecaster` | Ensemble of top-K models | - |
 
-### Orchestration
-
-| Type | Description |
-|------|-------------|
-| `JsDataProfile` | Automated data profiling (stationarity, trend, quality) |
-| `JsPipelineBuilder` | Declarative pipeline construction |
-| `JsPipelineResult` | Pipeline result with forecast and diagnostics |
-| `JsPipelineReport` | Structured multi-section report |
-| `selectModels()` | Model recommendation from data profile |
-| `explainResult()` | Human-readable result explanation |
-
 ## Prediction Intervals
 
 Most models support prediction intervals:
@@ -236,121 +225,6 @@ const pi = processor.predictIntervals(trained, newForecasts);
 - `JsPostProcessor` — unified API wrapping all methods
 - `JsBacktestConfig` / `JsBacktestResult` — rolling/expanding window backtesting
 
-## Orchestration / Agent Forecasting
-
-Build autonomous forecasting pipelines with data profiling, multi-metric model selection, preprocessing, ensemble construction, and structured reporting:
-
-### Data Profiling
-
-```javascript
-import { JsDataProfile } from '@sipemu/anofox-forecast';
-
-// Profile a time series
-const profile = JsDataProfile.fromSeries(ts);
-console.log('Observations:', profile.nObservations);
-console.log('Trend:', profile.trendDirection);      // "Rising", "Falling", "Flat"
-console.log('Stationary?', profile.isStationary);
-console.log('Intermittent?', profile.isIntermittent);
-console.log('Quality:', profile.qualityScore);       // 0.0 to 1.0
-
-// Full profile as JSON
-const json = profile.toJSON();
-
-// Profile raw values (no timestamps needed)
-const profile2 = JsDataProfile.fromValues(new Float64Array([1, 2, 3, 4, 5]));
-```
-
-### Model Selection
-
-```javascript
-import { JsDataProfile, selectModels } from '@sipemu/anofox-forecast';
-
-const profile = JsDataProfile.fromSeries(ts);
-
-// Get model recommendations based on data characteristics
-const result = selectModels(profile);
-console.log('Recommended:', result.recommended);  // ["ARIMA", "ETS", "Naive", "SES"]
-console.log('Reasoning:', result.reasoning);       // ["High autocorrelation...", ...]
-
-// Filter to available models
-const filtered = selectModels(profile, ["Naive", "SES", "ARIMA"]);
-```
-
-### Pipeline Builder
-
-```javascript
-import { JsPipelineBuilder } from '@sipemu/anofox-forecast';
-
-// Build and execute a forecasting pipeline
-const result = new JsPipelineBuilder()
-  .profile()                 // enable data profiling
-  .preprocess('auto')        // auto Box-Cox + outlier treatment
-  .metric('auto')            // data-aware metric selection
-  .ensemble('auto')          // ensemble if MCS includes > 1 model
-  .addModel('Naive')
-  .addModel('SES')
-  .addModel('SMA')
-  .withFallback()            // Naive → SMA fallback chain
-  .nonNegative()             // clamp forecasts >= 0
-  .execute(ts, 12);          // 12-step forecast
-
-console.log('Model:', result.modelName);
-console.log('Forecast:', result.forecast.values);
-console.log('Decision log:', result.decisionLog);
-
-// Access diagnostics
-const profile = result.profile;            // JsDataProfile or undefined
-const mcs = result.modelConfidenceSet;     // { included, pValue, singleWinner }
-const scores = result.metricScores;        // [{ model, score, components }]
-const weights = result.ensembleWeights;    // [{ model, weight }] or undefined
-const preprocess = result.preprocessInfo;  // { boxcoxLambda, outliersReplaced, stepsApplied }
-```
-
-#### Builder Options
-
-| Method | Options | Description |
-|--------|---------|-------------|
-| `profile()` | — | Enable data profiling |
-| `preprocess(mode)` | `"auto"`, `"none"` | Preprocessing (Box-Cox, outlier replacement) |
-| `metric(strategy)` | `"auto"`, `"mae"`, `"mse"`, `"rmse"`, `"smape"`, `"wape"`, `"mda"` | Metric for model ranking |
-| `ensemble(mode)` | `"auto"`, `"none"`, `"mean"`, `"median"`, `"weighted"` | Ensemble construction |
-| `addModel(name)` | `"Naive"`, `"SES"`, `"SMA"`, `"SMA3"`, `"SMA5"`, `"SMA10"`, `"SeasonalNaive"` | Register a model |
-| `addSeasonalModel(name, period)` | — | Register a seasonal model |
-| `selectModels(k)` | — | Select top-K models |
-| `crossValidate(folds, horizon)` | — | Enable cross-validation |
-| `withFallback()` | — | Enable fallback chain |
-| `nonNegative()` | — | Clamp forecasts to non-negative |
-| `seasonalPeriod(p)` | — | Set seasonal period hint |
-
-### Pipeline Report
-
-```javascript
-// Generate a structured report
-const report = result.report();
-console.log(report.title);             // "Pipeline Report: SES"
-console.log(report.sectionCount);      // number of sections
-console.log(report.toString());        // full formatted text
-
-// Report as JSON with typed sections
-const json = report.toJSON();
-// { title, sections: [{ heading, content: { type, ... } }] }
-// Content types: "text", "keyValue" (with pairs), "table" (with headers + rows)
-```
-
-### Explain Result
-
-```javascript
-import { explainResult } from '@sipemu/anofox-forecast';
-
-// Generate a human-readable explanation
-const brief = explainResult(result, 'brief');
-console.log(brief.summary);  // "Selected SES for 12-step forecast."
-
-const detailed = explainResult(result, 'detailed');
-console.log(detailed.summary);
-detailed.sections.forEach(s => console.log(s.heading, s.content));
-```
-
 ## Calendar Annotations
 
 Add holidays and named regressors for models that support exogenous variables:
@@ -404,11 +278,23 @@ model.fit(ts);
 const forecast = model.predict(10);
 ```
 
+## What's New in the Rust Crate (v0.4.8)
+
+These features are available in the Rust crate but not yet exposed as WASM bindings:
+
+- **Per-horizon-step conformal prediction** — separate interval widths per forecast step
+- **Bootstrap prediction intervals** — model-agnostic residual resampling with cumulative error paths
+- **Calendar feature engineering** — cyclical sin/cos encoding, binary indicators (weekend, month-end, etc.)
+- **Future timestamp generation** — calendar-aware (`generate_future_timestamps`)
+- **Auto-lag selection** for RegressionForecaster (BIC/AIC)
+- **Differencing** for RegressionForecaster (regular + seasonal)
+- **Reworked cross-validation** — backward-anchored folds, n_folds-driven
+
 ## Limitations
 
 - The `parallel` feature from the Rust crate is not available in WASM
 - IDR (Isotonic Distributional Regression) and QRA are not yet exposed in WASM
-- Abstract storage (`PipelineStore`) is not exposed — use the report JSON output for persistence
+- Per-step conformal, bootstrap predictor, and calendar features are Rust-only (not yet in WASM)
 
 ## License