@xyo-network/diviner-forecasting-method-arima 2.55.5

package/dist/docs.json

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+}

package/dist/esm/arima/configurable/configurableArima.js

@@ -0,0 +1,21 @@
+import ARIMA from 'arima';
+export const commonOpts = { verbose: false };
+export const configurableArima = (opts = commonOpts, predictionSteps = 10) => {
+    return (payloads, transformer) => {
+        // If there's no input, there's no prediction
+        if (payloads.length === 0)
+            return [];
+        // Transform all the values
+        const values = payloads.map(transformer);
+        // Train a model on the training set
+        const model = new ARIMA({ ...commonOpts, ...opts }).train(values);
+        // Use the trained model to predict the next N values
+        const predictions = model.predict(predictionSteps);
+        // Convert the predictions into payloads
+        return predictions[0].map((value, index) => {
+            const error = predictions[1][index];
+            return { error, value };
+        });
+    };
+};
+//# sourceMappingURL=configurableArima.js.map

package/dist/esm/arima/configurable/configurableArima.js.map

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package/dist/esm/arima/configurable/index.js

@@ -0,0 +1,2 @@
+export * from './configurableArima';
+//# sourceMappingURL=index.js.map

package/dist/esm/arima/configurable/index.js.map

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package/dist/esm/arima/configured/arima.js

@@ -0,0 +1,5 @@
+import { configurableArima } from '../configurable';
+export const arimaOpts = { d: 1, p: 2, q: 2 };
+export const arimaForecastingName = 'arimaForecasting';
+export const arimaForecastingMethod = configurableArima(arimaOpts);
+//# sourceMappingURL=arima.js.map

package/dist/esm/arima/configured/arima.js.map

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package/dist/esm/arima/configured/index.js

@@ -0,0 +1,3 @@
+export * from './arima';
+export * from './seasonalArima';
+//# sourceMappingURL=index.js.map

package/dist/esm/arima/configured/index.js.map

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package/dist/esm/arima/configured/seasonalArima.js

@@ -0,0 +1,5 @@
+import { configurableArima } from '../configurable';
+export const seasonalArimaOpts = { D: 0, P: 1, Q: 1, d: 1, p: 2, q: 2, s: 12 };
+export const seasonalArimaForecastingName = 'seasonalArimaForecasting';
+export const seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
+//# sourceMappingURL=seasonalArima.js.map

package/dist/esm/arima/configured/seasonalArima.js.map

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package/dist/esm/arima/index.js

@@ -0,0 +1,3 @@
+export * from './configurable';
+export * from './configured';
+//# sourceMappingURL=index.js.map

package/dist/esm/arima/index.js.map

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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/arima/index.ts"],"names":[],"mappings":"AAAA,cAAc,gBAAgB,CAAA;AAC9B,cAAc,cAAc,CAAA"}

package/dist/esm/index.js

@@ -0,0 +1,2 @@
+export * from './arima';
+//# sourceMappingURL=index.js.map

package/dist/esm/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAA"}

package/dist/types/arima/configurable/configurableArima.d.ts

@@ -0,0 +1,10 @@
+import { ForecastingMethod } from '@xyo-network/forecasting-diviner-model';
+import { Payload } from '@xyo-network/payload-model';
+import { ARIMAOptions } from 'arima';
+export declare const commonOpts: ARIMAOptions;
+export type PredictionPayload = Payload<{
+    error?: number;
+    value: number;
+}>;
+export declare const configurableArima: (opts?: ARIMAOptions, predictionSteps?: number) => ForecastingMethod;
+//# sourceMappingURL=configurableArima.d.ts.map

package/dist/types/arima/configurable/configurableArima.d.ts.map

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package/dist/types/arima/configurable/index.d.ts

@@ -0,0 +1,2 @@
+export * from './configurableArima';
+//# sourceMappingURL=index.d.ts.map

package/dist/types/arima/configurable/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configurable/index.ts"],"names":[],"mappings":"AAAA,cAAc,qBAAqB,CAAA"}

package/dist/types/arima/configured/arima.d.ts

@@ -0,0 +1,5 @@
+import { ForecastingMethod } from '@xyo-network/forecasting-diviner-model';
+export declare const arimaOpts: ARIMAOptions;
+export declare const arimaForecastingName = "arimaForecasting";
+export declare const arimaForecastingMethod: ForecastingMethod;
+//# sourceMappingURL=arima.d.ts.map

package/dist/types/arima/configured/arima.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/arima/configured/index.d.ts

@@ -0,0 +1,3 @@
+export * from './arima';
+export * from './seasonalArima';
+//# sourceMappingURL=index.d.ts.map

package/dist/types/arima/configured/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAA;AACvB,cAAc,iBAAiB,CAAA"}

package/dist/types/arima/configured/seasonalArima.d.ts

@@ -0,0 +1,5 @@
+import { ForecastingMethod } from '@xyo-network/forecasting-diviner-model';
+export declare const seasonalArimaOpts: ARIMAOptions;
+export declare const seasonalArimaForecastingName = "seasonalArimaForecasting";
+export declare const seasonalArimaForecastingMethod: ForecastingMethod;
+//# sourceMappingURL=seasonalArima.d.ts.map

package/dist/types/arima/configured/seasonalArima.d.ts.map

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