@sipemu/anofox-forecast 0.4.7 → 0.4.8

package/README.md

@@ -278,10 +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
+- Per-step conformal, bootstrap predictor, and calendar features are Rust-only (not yet in WASM)
 
 ## License
 

package/anofox_forecast_js.d.ts

@@ -150,12 +150,6 @@ export class AutoForecastBuilder {
    * @param period - Seasonal period (e.g., 12 for monthly data)
    */
   seasonalPeriod(period: number): AutoForecastBuilder;
-  /**
-   * Use cross-validation instead of in-sample MSE for model selection.
-   *
-   * @param useCv - Whether to use cross-validation (default: false)
-   */
-  useCrossValidation(use_cv: boolean): AutoForecastBuilder;
   /**
    * Create a new builder with all defaults enabled.
    */
@@ -184,9 +178,8 @@ export class AutoForecaster {
    * @param includeArima - Include AutoARIMA candidate (default: true)
    * @param includeEts - Include AutoETS candidate (default: true)
    * @param includeTheta - Include AutoTheta candidate (default: true)
-   * @param useCrossValidation - Use cross-validation instead of in-sample MSE (default: false)
    */
-  static withConfig(seasonal_period?: number | null, include_arima?: boolean | null, include_ets?: boolean | null, include_theta?: boolean | null, use_cross_validation?: boolean | null): AutoForecaster;
+  static withConfig(seasonal_period?: number | null, include_arima?: boolean | null, include_ets?: boolean | null, include_theta?: boolean | null): AutoForecaster;
   /**
    * Get the name of the selected model.
    *
@@ -213,7 +206,7 @@ export class AutoForecaster {
    * Create a new AutoForecaster with default configuration.
    *
    * By default, includes AutoARIMA, AutoETS, and AutoTheta candidates
-   * and uses in-sample MSE for model selection.
+   * and uses cross-validation for model selection.
    */
   constructor();
   /**
@@ -1725,7 +1718,6 @@ export interface InitOutput {
   readonly autoforecastbuilder_includeTheta: (a: number, b: number) => number;
   readonly autoforecastbuilder_new: () => number;
   readonly autoforecastbuilder_seasonalPeriod: (a: number, b: number) => number;
-  readonly autoforecastbuilder_useCrossValidation: (a: number, b: number) => number;
   readonly autoforecaster_allScores: (a: number) => [number, number, number];
   readonly autoforecaster_fit: (a: number, b: number) => [number, number];
   readonly autoforecaster_name: (a: number) => [number, number];
@@ -1734,7 +1726,7 @@ export interface InitOutput {
   readonly autoforecaster_predictWithIntervals: (a: number, b: number, c: number) => [number, number, number];
   readonly autoforecaster_seasonal: (a: number) => number;
   readonly autoforecaster_selectedModelName: (a: number) => [number, number];
-  readonly autoforecaster_withConfig: (a: number, b: number, c: number, d: number, e: number) => number;
+  readonly autoforecaster_withConfig: (a: number, b: number, c: number, d: number) => number;
   readonly autotbatsforecaster_fit: (a: number, b: number) => [number, number];
   readonly autotbatsforecaster_name: (a: number) => [number, number];
   readonly autotbatsforecaster_new: (a: number, b: number) => number;

package/anofox_forecast_js.js

@@ -698,7 +698,7 @@ if (Symbol.dispose) AutoETSForecaster.prototype[Symbol.dispose] = AutoETSForecas
 /**
  * Automatic ensemble that selects top-K models across families.
  *
- * Fits AutoARIMA, AutoETS, and AutoTheta, ranks them by in-sample MSE,
+ * Fits AutoARIMA, AutoETS, and AutoTheta, ranks them by cross-validation error,
  * and combines the top-K into a weighted ensemble forecast.
  */
 export class AutoEnsembleForecaster {
@@ -913,18 +913,6 @@ export class AutoForecastBuilder {
         const ret = wasm.autoforecastbuilder_seasonalPeriod(ptr, period);
         return AutoForecastBuilder.__wrap(ret);
     }
-    /**
-     * Use cross-validation instead of in-sample MSE for model selection.
-     *
-     * @param useCv - Whether to use cross-validation (default: false)
-     * @param {boolean} use_cv
-     * @returns {AutoForecastBuilder}
-     */
-    useCrossValidation(use_cv) {
-        const ptr = this.__destroy_into_raw();
-        const ret = wasm.autoforecastbuilder_useCrossValidation(ptr, use_cv);
-        return AutoForecastBuilder.__wrap(ret);
-    }
     /**
      * Create a new builder with all defaults enabled.
      */
@@ -952,7 +940,7 @@ if (Symbol.dispose) AutoForecastBuilder.prototype[Symbol.dispose] = AutoForecast
  * Automatic model selection across ARIMA, ETS, and Theta families.
  *
  * Fits all enabled auto models and selects the best one based on
- * in-sample MSE or cross-validation error.
+ * cross-validation error.
  */
 export class AutoForecaster {
     static __wrap(ptr) {
@@ -992,16 +980,14 @@ export class AutoForecaster {
      * @param includeArima - Include AutoARIMA candidate (default: true)
      * @param includeEts - Include AutoETS candidate (default: true)
      * @param includeTheta - Include AutoTheta candidate (default: true)
-     * @param useCrossValidation - Use cross-validation instead of in-sample MSE (default: false)
      * @param {number | null} [seasonal_period]
      * @param {boolean | null} [include_arima]
      * @param {boolean | null} [include_ets]
      * @param {boolean | null} [include_theta]
-     * @param {boolean | null} [use_cross_validation]
      * @returns {AutoForecaster}
      */
-    static withConfig(seasonal_period, include_arima, include_ets, include_theta, use_cross_validation) {
-        const ret = wasm.autoforecaster_withConfig(isLikeNone(seasonal_period) ? 0x100000001 : (seasonal_period) >>> 0, isLikeNone(include_arima) ? 0xFFFFFF : include_arima ? 1 : 0, isLikeNone(include_ets) ? 0xFFFFFF : include_ets ? 1 : 0, isLikeNone(include_theta) ? 0xFFFFFF : include_theta ? 1 : 0, isLikeNone(use_cross_validation) ? 0xFFFFFF : use_cross_validation ? 1 : 0);
+    static withConfig(seasonal_period, include_arima, include_ets, include_theta) {
+        const ret = wasm.autoforecaster_withConfig(isLikeNone(seasonal_period) ? 0x100000001 : (seasonal_period) >>> 0, isLikeNone(include_arima) ? 0xFFFFFF : include_arima ? 1 : 0, isLikeNone(include_ets) ? 0xFFFFFF : include_ets ? 1 : 0, isLikeNone(include_theta) ? 0xFFFFFF : include_theta ? 1 : 0);
         return AutoForecaster.__wrap(ret);
     }
     /**
@@ -1055,7 +1041,7 @@ export class AutoForecaster {
      * Create a new AutoForecaster with default configuration.
      *
      * By default, includes AutoARIMA, AutoETS, and AutoTheta candidates
-     * and uses in-sample MSE for model selection.
+     * and uses cross-validation for model selection.
      */
     constructor() {
         const ret = wasm.autoforecaster_new();

package/anofox_forecast_js_bg.wasm.d.ts

@@ -89,7 +89,6 @@ export const autoforecastbuilder_includeEts: (a: number, b: number) => number;
 export const autoforecastbuilder_includeTheta: (a: number, b: number) => number;
 export const autoforecastbuilder_new: () => number;
 export const autoforecastbuilder_seasonalPeriod: (a: number, b: number) => number;
-export const autoforecastbuilder_useCrossValidation: (a: number, b: number) => number;
 export const autoforecaster_allScores: (a: number) => [number, number, number];
 export const autoforecaster_fit: (a: number, b: number) => [number, number];
 export const autoforecaster_name: (a: number) => [number, number];
@@ -98,7 +97,7 @@ export const autoforecaster_predict: (a: number, b: number) => [number, number,
 export const autoforecaster_predictWithIntervals: (a: number, b: number, c: number) => [number, number, number];
 export const autoforecaster_seasonal: (a: number) => number;
 export const autoforecaster_selectedModelName: (a: number) => [number, number];
-export const autoforecaster_withConfig: (a: number, b: number, c: number, d: number, e: number) => number;
+export const autoforecaster_withConfig: (a: number, b: number, c: number, d: number) => number;
 export const autotbatsforecaster_fit: (a: number, b: number) => [number, number];
 export const autotbatsforecaster_name: (a: number) => [number, number];
 export const autotbatsforecaster_new: (a: number, b: number) => number;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@sipemu/anofox-forecast",
-  "version": "0.4.7",
+  "version": "0.4.8",
   "description": "Time series forecasting library - WebAssembly bindings for anofox-forecast",
   "type": "module",
   "main": "anofox_forecast_js.js",