@varity-labs/sdk 2.0.0-alpha.1

package/dist/modules/forecasting/ForecastingModule.d.ts

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+/**
+ * Forecasting Module
+ *
+ * Universal time-series forecasting, anomaly detection, and predictive analytics
+ * Works across ALL templates (ISO, Healthcare, Finance, Retail)
+ *
+ * @example
+ * ```typescript
+ * // Time-series forecast
+ * const forecast = await sdk.forecasting.predict({
+ *   metric: 'revenue',
+ *   periods: 12,
+ *   interval: 'month'
+ * })
+ *
+ * // Anomaly detection
+ * const anomalies = await sdk.forecasting.detectAnomalies({
+ *   metric: 'transactions',
+ *   sensitivity: 'high'
+ * })
+ *
+ * // What-if scenario
+ * const scenario = await sdk.forecasting.simulateScenario({
+ *   changes: { marketing_spend: 1.5 },
+ *   target_metric: 'revenue'
+ * })
+ * ```
+ */
+import type { VaritySDK } from '../../core/VaritySDK';
+/**
+ * Time interval for forecasting
+ */
+export type TimeInterval = 'hour' | 'day' | 'week' | 'month' | 'quarter' | 'year';
+/**
+ * Forecasting algorithm/model type
+ */
+export type ForecastModel = 'auto' | 'arima' | 'prophet' | 'exponential_smoothing' | 'neural_network' | 'ensemble';
+/**
+ * Anomaly detection sensitivity
+ */
+export type AnomalySensitivity = 'low' | 'medium' | 'high' | 'critical';
+/**
+ * Anomaly type classification
+ */
+export type AnomalyType = 'spike' | 'drop' | 'trend_change' | 'seasonal_anomaly' | 'outlier' | 'unknown';
+/**
+ * Model evaluation metric
+ */
+export type EvaluationMetric = 'mae' | 'rmse' | 'mape' | 'r_squared' | 'accuracy';
+/**
+ * Options for time-series prediction
+ */
+export interface PredictOptions {
+    /** Metric to forecast (e.g., 'revenue', 'transactions', 'users') */
+    metric: string;
+    /** Number of periods to forecast */
+    periods: number;
+    /** Time interval for forecast */
+    interval: TimeInterval;
+    /** Forecasting model to use */
+    model?: ForecastModel;
+    /** Historical data range (e.g., 'last_365_days') */
+    history_range?: string;
+    /** Include confidence intervals */
+    include_confidence?: boolean;
+    /** Confidence level (0-1) */
+    confidence_level?: number;
+    /** Include seasonality decomposition */
+    include_seasonality?: boolean;
+    /** Additional filters */
+    filters?: Record<string, any>;
+}
+/**
+ * Options for anomaly detection
+ */
+export interface AnomalyDetectionOptions {
+    /** Metric to analyze */
+    metric: string;
+    /** Time range to analyze */
+    time_range?: string;
+    /** Detection sensitivity */
+    sensitivity?: AnomalySensitivity;
+    /** Minimum anomaly score threshold (0-1) */
+    threshold?: number;
+    /** Include explanations for anomalies */
+    include_explanations?: boolean;
+    /** Filter by anomaly types */
+    types?: AnomalyType[];
+    /** Additional filters */
+    filters?: Record<string, any>;
+}
+/**
+ * Options for trend analysis
+ */
+export interface TrendAnalysisOptions {
+    /** Metric to analyze */
+    metric: string;
+    /** Time range */
+    time_range?: string;
+    /** Interval for data points */
+    interval?: TimeInterval;
+    /** Detect seasonality patterns */
+    detect_seasonality?: boolean;
+    /** Detect cycles */
+    detect_cycles?: boolean;
+    /** Additional filters */
+    filters?: Record<string, any>;
+}
+/**
+ * Options for scenario simulation
+ */
+export interface ScenarioSimulationOptions {
+    /** Changes to simulate (variable -> multiplier/value) */
+    changes: Record<string, number>;
+    /** Target metric to predict */
+    target_metric: string;
+    /** Forecast periods */
+    periods?: number;
+    /** Time interval */
+    interval?: TimeInterval;
+    /** Scenario name/description */
+    scenario_name?: string;
+    /** Include comparison with baseline */
+    include_baseline?: boolean;
+}
+/**
+ * Options for model training
+ */
+export interface TrainModelOptions {
+    /** Metric/target variable */
+    target: string;
+    /** Feature variables */
+    features?: string[];
+    /** Model type */
+    model?: ForecastModel;
+    /** Training data range */
+    training_range?: string;
+    /** Validation split ratio */
+    validation_split?: number;
+    /** Hyperparameters */
+    hyperparameters?: Record<string, any>;
+    /** Model name/version */
+    model_name?: string;
+}
+/**
+ * Options for model evaluation
+ */
+export interface EvaluateModelOptions {
+    /** Model ID to evaluate */
+    model_id: string;
+    /** Test data range */
+    test_range?: string;
+    /** Evaluation metrics to compute */
+    metrics?: EvaluationMetric[];
+    /** Include predictions vs actuals comparison */
+    include_comparison?: boolean;
+}
+/**
+ * Forecast data point
+ */
+export interface ForecastPoint {
+    /** Timestamp */
+    timestamp: string;
+    /** Forecasted value */
+    value: number;
+    /** Lower confidence bound */
+    lower_bound?: number;
+    /** Upper confidence bound */
+    upper_bound?: number;
+    /** Seasonal component */
+    seasonal?: number;
+    /** Trend component */
+    trend?: number;
+}
+/**
+ * Forecast result
+ */
+export interface ForecastResult {
+    /** Metric forecasted */
+    metric: string;
+    /** Model used */
+    model: ForecastModel;
+    /** Forecast data points */
+    forecast: ForecastPoint[];
+    /** Confidence level */
+    confidence_level?: number;
+    /** Model accuracy metrics */
+    accuracy?: {
+        mae?: number;
+        rmse?: number;
+        mape?: number;
+    };
+    /** Seasonality pattern detected */
+    seasonality?: {
+        detected: boolean;
+        period?: number;
+        strength?: number;
+    };
+    /** Trend information */
+    trend?: {
+        direction: 'increasing' | 'decreasing' | 'stable';
+        strength: number;
+    };
+    /** Generated timestamp */
+    generated_at: string;
+}
+/**
+ * Detected anomaly
+ */
+export interface Anomaly {
+    /** Anomaly ID */
+    id: string;
+    /** Timestamp of anomaly */
+    timestamp: string;
+    /** Metric affected */
+    metric: string;
+    /** Actual value */
+    actual_value: number;
+    /** Expected value */
+    expected_value: number;
+    /** Deviation from expected */
+    deviation: number;
+    /** Anomaly score (0-1) */
+    score: number;
+    /** Anomaly type */
+    type: AnomalyType;
+    /** Human-readable explanation */
+    explanation?: string;
+    /** Contributing factors */
+    factors?: Array<{
+        factor: string;
+        impact: number;
+    }>;
+    /** Severity level */
+    severity: 'low' | 'medium' | 'high' | 'critical';
+}
+/**
+ * Anomaly detection result
+ */
+export interface AnomalyDetectionResult {
+    /** Metric analyzed */
+    metric: string;
+    /** Time range analyzed */
+    time_range: string;
+    /** Detected anomalies */
+    anomalies: Anomaly[];
+    /** Total data points analyzed */
+    total_points: number;
+    /** Anomaly rate */
+    anomaly_rate: number;
+    /** Summary statistics */
+    statistics: {
+        mean: number;
+        std_dev: number;
+        min: number;
+        max: number;
+    };
+    /** Generated timestamp */
+    generated_at: string;
+}
+/**
+ * Trend component
+ */
+export interface TrendComponent {
+    /** Component name */
+    name: 'trend' | 'seasonal' | 'residual';
+    /** Data points */
+    values: Array<{
+        timestamp: string;
+        value: number;
+    }>;
+    /** Component strength */
+    strength: number;
+}
+/**
+ * Trend analysis result
+ */
+export interface TrendAnalysisResult {
+    /** Metric analyzed */
+    metric: string;
+    /** Overall trend direction */
+    trend_direction: 'increasing' | 'decreasing' | 'stable';
+    /** Trend strength (0-1) */
+    trend_strength: number;
+    /** Growth rate */
+    growth_rate?: number;
+    /** Seasonality detected */
+    seasonality?: {
+        detected: boolean;
+        period?: number;
+        strength?: number;
+    };
+    /** Cycle detected */
+    cycles?: {
+        detected: boolean;
+        period?: number;
+        amplitude?: number;
+    };
+    /** Decomposed components */
+    components?: TrendComponent[];
+    /** Change points detected */
+    change_points?: Array<{
+        timestamp: string;
+        type: 'acceleration' | 'deceleration' | 'reversal';
+        confidence: number;
+    }>;
+    /** Generated timestamp */
+    generated_at: string;
+}
+/**
+ * Scenario simulation result
+ */
+export interface ScenarioResult {
+    /** Scenario name */
+    scenario_name?: string;
+    /** Changes applied */
+    changes: Record<string, number>;
+    /** Target metric */
+    target_metric: string;
+    /** Forecasted values */
+    forecast: ForecastPoint[];
+    /** Baseline forecast (for comparison) */
+    baseline?: ForecastPoint[];
+    /** Impact summary */
+    impact: {
+        /** Absolute change from baseline */
+        absolute_change: number;
+        /** Percentage change from baseline */
+        percentage_change: number;
+        /** Expected value at end of forecast */
+        final_value: number;
+        /** Baseline final value */
+        baseline_final_value?: number;
+    };
+    /** Generated timestamp */
+    generated_at: string;
+}
+/**
+ * Trained model information
+ */
+export interface TrainedModel {
+    /** Model ID */
+    model_id: string;
+    /** Model name */
+    model_name?: string;
+    /** Model type */
+    model_type: ForecastModel;
+    /** Target variable */
+    target: string;
+    /** Feature variables */
+    features?: string[];
+    /** Training metrics */
+    metrics: {
+        mae?: number;
+        rmse?: number;
+        mape?: number;
+        r_squared?: number;
+        accuracy?: number;
+    };
+    /** Training data size */
+    training_size: number;
+    /** Validation data size */
+    validation_size?: number;
+    /** Hyperparameters used */
+    hyperparameters?: Record<string, any>;
+    /** Model status */
+    status: 'trained' | 'training' | 'failed';
+    /** Trained timestamp */
+    trained_at: string;
+    /** Model version */
+    version: number;
+}
+/**
+ * Model evaluation result
+ */
+export interface EvaluationResult {
+    /** Model ID */
+    model_id: string;
+    /** Test data size */
+    test_size: number;
+    /** Evaluation metrics */
+    metrics: {
+        mae?: number;
+        rmse?: number;
+        mape?: number;
+        r_squared?: number;
+        accuracy?: number;
+    };
+    /** Predictions vs actuals comparison */
+    comparison?: Array<{
+        timestamp: string;
+        actual: number;
+        predicted: number;
+        error: number;
+    }>;
+    /** Feature importance */
+    feature_importance?: Array<{
+        feature: string;
+        importance: number;
+    }>;
+    /** Generated timestamp */
+    evaluated_at: string;
+}
+/**
+ * Forecasting Module
+ *
+ * Provides time-series forecasting, anomaly detection, and predictive analytics
+ * Works universally across all templates with template-specific configurations
+ */
+export declare class ForecastingModule {
+    private sdk;
+    constructor(sdk: VaritySDK);
+    /**
+     * Predict future values for a metric
+     *
+     * @param options - Prediction options
+     * @returns Forecast result with predicted values and confidence intervals
+     *
+     * @example
+     * ```typescript
+     * // Forecast next 12 months of revenue
+     * const forecast = await sdk.forecasting.predict({
+     *   metric: 'revenue',
+     *   periods: 12,
+     *   interval: 'month',
+     *   include_confidence: true
+     * })
+     * ```
+     */
+    predict(options: PredictOptions): Promise<ForecastResult>;
+    /**
+     * Detect anomalies in time-series data
+     *
+     * @param options - Anomaly detection options
+     * @returns Detected anomalies with explanations
+     *
+     * @example
+     * ```typescript
+     * const anomalies = await sdk.forecasting.detectAnomalies({
+     *   metric: 'transactions',
+     *   time_range: 'last_90_days',
+     *   sensitivity: 'high',
+     *   include_explanations: true
+     * })
+     * ```
+     */
+    detectAnomalies(options: AnomalyDetectionOptions): Promise<AnomalyDetectionResult>;
+    /**
+     * Analyze trends in time-series data
+     *
+     * @param options - Trend analysis options
+     * @returns Trend analysis with seasonality and cycle detection
+     *
+     * @example
+     * ```typescript
+     * const trends = await sdk.forecasting.analyzeTrends({
+     *   metric: 'users',
+     *   time_range: 'last_12_months',
+     *   detect_seasonality: true
+     * })
+     * ```
+     */
+    analyzeTrends(options: TrendAnalysisOptions): Promise<TrendAnalysisResult>;
+    /**
+     * Simulate what-if scenarios
+     *
+     * @param options - Scenario simulation options
+     * @returns Forecasted impact of changes
+     *
+     * @example
+     * ```typescript
+     * // What if we increase marketing spend by 50%?
+     * const scenario = await sdk.forecasting.simulateScenario({
+     *   changes: { marketing_spend: 1.5 },
+     *   target_metric: 'revenue',
+     *   periods: 6,
+     *   scenario_name: 'Increased Marketing'
+     * })
+     * ```
+     */
+    simulateScenario(options: ScenarioSimulationOptions): Promise<ScenarioResult>;
+    /**
+     * Train a custom forecasting model
+     *
+     * @param options - Model training options
+     * @returns Trained model information
+     *
+     * @example
+     * ```typescript
+     * const model = await sdk.forecasting.trainModel({
+     *   target: 'revenue',
+     *   features: ['marketing_spend', 'season', 'users'],
+     *   model: 'neural_network',
+     *   model_name: 'revenue_predictor_v1'
+     * })
+     * ```
+     */
+    trainModel(options: TrainModelOptions): Promise<TrainedModel>;
+    /**
+     * Evaluate a trained model's performance
+     *
+     * @param options - Evaluation options
+     * @returns Model evaluation results with metrics
+     *
+     * @example
+     * ```typescript
+     * const evaluation = await sdk.forecasting.evaluateModel({
+     *   model_id: 'model-123',
+     *   test_range: 'last_30_days',
+     *   metrics: ['mae', 'rmse', 'mape'],
+     *   include_comparison: true
+     * })
+     * ```
+     */
+    evaluateModel(options: EvaluateModelOptions): Promise<EvaluationResult>;
+    /**
+     * Get trained model by ID
+     *
+     * @param modelId - Model ID
+     * @returns Trained model information
+     */
+    getModel(modelId: string): Promise<TrainedModel>;
+    /**
+     * List all trained models
+     *
+     * @param filters - Optional filters
+     * @returns List of trained models
+     */
+    listModels(filters?: {
+        model_type?: ForecastModel;
+        target?: string;
+        status?: 'trained' | 'training' | 'failed';
+    }): Promise<{
+        models: TrainedModel[];
+        total: number;
+    }>;
+    /**
+     * Delete a trained model
+     *
+     * @param modelId - Model ID to delete
+     * @returns Success status
+     */
+    deleteModel(modelId: string): Promise<{
+        success: boolean;
+    }>;
+    /**
+     * Get historical forecast accuracy
+     *
+     * @param options - Options for accuracy check
+     * @returns Historical accuracy metrics
+     *
+     * @example
+     * ```typescript
+     * const accuracy = await sdk.forecasting.getAccuracy({
+     *   metric: 'revenue',
+     *   time_range: 'last_6_months'
+     * })
+     * ```
+     */
+    getAccuracy(options: {
+        metric: string;
+        time_range?: string;
+        model?: ForecastModel;
+    }): Promise<{
+        metric: string;
+        accuracy_metrics: {
+            mae: number;
+            rmse: number;
+            mape: number;
+        };
+        forecast_vs_actual: Array<{
+            period: string;
+            forecast: number;
+            actual: number;
+            error: number;
+        }>;
+    }>;
+}
+//# sourceMappingURL=ForecastingModule.d.ts.map

package/dist/modules/forecasting/ForecastingModule.d.ts.map

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