@xyo-network/diviner-forecasting-method-arima 2.74.5 → 2.75.2

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Files changed (173) hide show
  1. package/dist/browser/arima/configurable/configurableArima.cjs +61 -0
  2. package/dist/browser/arima/configurable/configurableArima.cjs.map +1 -0
  3. package/dist/browser/arima/configurable/configurableArima.d.cts.map +1 -0
  4. package/dist/browser/arima/configurable/configurableArima.d.mts.map +1 -0
  5. package/dist/browser/arima/configurable/configurableArima.d.ts +10 -0
  6. package/dist/browser/arima/configurable/configurableArima.d.ts.map +1 -0
  7. package/dist/browser/arima/configurable/configurableArima.js +30 -0
  8. package/dist/browser/arima/configurable/configurableArima.js.map +1 -0
  9. package/dist/browser/arima/configurable/index.cjs +63 -0
  10. package/dist/browser/arima/configurable/index.cjs.map +1 -0
  11. package/dist/browser/arima/configurable/index.d.cts.map +1 -0
  12. package/dist/browser/arima/configurable/index.d.mts.map +1 -0
  13. package/dist/browser/arima/configurable/index.d.ts +2 -0
  14. package/dist/browser/arima/configurable/index.d.ts.map +1 -0
  15. package/dist/browser/arima/configurable/index.js +2 -0
  16. package/dist/browser/arima/configurable/index.js.map +1 -0
  17. package/dist/browser/arima/configured/arima.cjs +73 -0
  18. package/dist/browser/arima/configured/arima.cjs.map +1 -0
  19. package/dist/browser/arima/configured/arima.d.cts.map +1 -0
  20. package/dist/browser/arima/configured/arima.d.mts.map +1 -0
  21. package/dist/browser/arima/configured/arima.d.ts +5 -0
  22. package/dist/browser/arima/configured/arima.d.ts.map +1 -0
  23. package/dist/browser/arima/configured/arima.js +14 -0
  24. package/dist/browser/arima/configured/arima.js.map +1 -0
  25. package/dist/browser/arima/configured/index.cjs +89 -0
  26. package/dist/browser/arima/configured/index.cjs.map +1 -0
  27. package/dist/browser/arima/configured/index.d.cts.map +1 -0
  28. package/dist/browser/arima/configured/index.d.mts.map +1 -0
  29. package/dist/browser/arima/configured/index.d.ts +3 -0
  30. package/dist/browser/arima/configured/index.d.ts.map +1 -0
  31. package/dist/browser/arima/configured/index.js +3 -0
  32. package/dist/browser/arima/configured/index.js.map +1 -0
  33. package/dist/browser/arima/configured/seasonalArima.cjs +77 -0
  34. package/dist/browser/arima/configured/seasonalArima.cjs.map +1 -0
  35. package/dist/browser/arima/configured/seasonalArima.d.cts.map +1 -0
  36. package/dist/browser/arima/configured/seasonalArima.d.mts.map +1 -0
  37. package/dist/browser/arima/configured/seasonalArima.d.ts +5 -0
  38. package/dist/browser/arima/configured/seasonalArima.d.ts.map +1 -0
  39. package/dist/browser/arima/configured/seasonalArima.js +18 -0
  40. package/dist/browser/arima/configured/seasonalArima.js.map +1 -0
  41. package/dist/browser/arima/index.cjs +91 -0
  42. package/dist/browser/arima/index.cjs.map +1 -0
  43. package/dist/browser/arima/index.d.cts.map +1 -0
  44. package/dist/browser/arima/index.d.mts.map +1 -0
  45. package/dist/browser/arima/index.d.ts +3 -0
  46. package/dist/browser/arima/index.d.ts.map +1 -0
  47. package/dist/browser/arima/index.js +3 -0
  48. package/dist/browser/arima/index.js.map +1 -0
  49. package/dist/browser/index.cjs +91 -0
  50. package/dist/browser/index.cjs.map +1 -0
  51. package/dist/browser/index.d.cts.map +1 -0
  52. package/dist/{index.d.mts.map → browser/index.d.mts.map} +1 -1
  53. package/dist/browser/index.d.ts +2 -0
  54. package/dist/{index.d.ts.map → browser/index.d.ts.map} +1 -1
  55. package/dist/browser/index.js +2 -0
  56. package/dist/browser/index.js.map +1 -0
  57. package/dist/browser/types/index.d.cjs +2 -0
  58. package/dist/browser/types/index.d.cjs.map +1 -0
  59. package/dist/browser/types/index.d.js +1 -0
  60. package/dist/browser/types/index.d.js.map +1 -0
  61. package/dist/docs.json +19 -19
  62. package/dist/node/arima/configurable/configurableArima.d.cts +10 -0
  63. package/dist/node/arima/configurable/configurableArima.d.cts.map +1 -0
  64. package/dist/node/arima/configurable/configurableArima.d.mts +10 -0
  65. package/dist/node/arima/configurable/configurableArima.d.mts.map +1 -0
  66. package/dist/node/arima/configurable/configurableArima.d.ts +10 -0
  67. package/dist/node/arima/configurable/configurableArima.d.ts.map +1 -0
  68. package/dist/node/arima/configurable/configurableArima.js +66 -0
  69. package/dist/node/arima/configurable/configurableArima.js.map +1 -0
  70. package/dist/node/arima/configurable/configurableArima.mjs +32 -0
  71. package/dist/node/arima/configurable/configurableArima.mjs.map +1 -0
  72. package/dist/node/arima/configurable/index.d.cts +2 -0
  73. package/dist/node/arima/configurable/index.d.cts.map +1 -0
  74. package/dist/node/arima/configurable/index.d.mts +2 -0
  75. package/dist/node/arima/configurable/index.d.mts.map +1 -0
  76. package/dist/node/arima/configurable/index.d.ts +2 -0
  77. package/dist/node/arima/configurable/index.d.ts.map +1 -0
  78. package/dist/node/arima/configurable/index.js +68 -0
  79. package/dist/node/arima/configurable/index.js.map +1 -0
  80. package/dist/node/arima/configurable/index.mjs +32 -0
  81. package/dist/node/arima/configurable/index.mjs.map +1 -0
  82. package/dist/node/arima/configured/arima.d.cts +5 -0
  83. package/dist/node/arima/configured/arima.d.cts.map +1 -0
  84. package/dist/node/arima/configured/arima.d.mts +5 -0
  85. package/dist/node/arima/configured/arima.d.mts.map +1 -0
  86. package/dist/node/arima/configured/arima.d.ts +5 -0
  87. package/dist/node/arima/configured/arima.d.ts.map +1 -0
  88. package/dist/node/arima/configured/arima.js +79 -0
  89. package/dist/node/arima/configured/arima.js.map +1 -0
  90. package/dist/node/arima/configured/arima.mjs +42 -0
  91. package/dist/node/arima/configured/arima.mjs.map +1 -0
  92. package/dist/node/arima/configured/index.d.cts +3 -0
  93. package/dist/node/arima/configured/index.d.cts.map +1 -0
  94. package/dist/node/arima/configured/index.d.mts +3 -0
  95. package/dist/node/arima/configured/index.d.mts.map +1 -0
  96. package/dist/node/arima/configured/index.d.ts +3 -0
  97. package/dist/node/arima/configured/index.d.ts.map +1 -0
  98. package/dist/node/arima/configured/index.js +98 -0
  99. package/dist/node/arima/configured/index.js.map +1 -0
  100. package/dist/node/arima/configured/index.mjs +58 -0
  101. package/dist/node/arima/configured/index.mjs.map +1 -0
  102. package/dist/node/arima/configured/seasonalArima.d.cts +5 -0
  103. package/dist/node/arima/configured/seasonalArima.d.cts.map +1 -0
  104. package/dist/node/arima/configured/seasonalArima.d.mts +5 -0
  105. package/dist/node/arima/configured/seasonalArima.d.mts.map +1 -0
  106. package/dist/node/arima/configured/seasonalArima.d.ts +5 -0
  107. package/dist/node/arima/configured/seasonalArima.d.ts.map +1 -0
  108. package/dist/node/arima/configured/seasonalArima.js +83 -0
  109. package/dist/node/arima/configured/seasonalArima.js.map +1 -0
  110. package/dist/node/arima/configured/seasonalArima.mjs +46 -0
  111. package/dist/node/arima/configured/seasonalArima.mjs.map +1 -0
  112. package/dist/node/arima/index.d.cts +3 -0
  113. package/dist/node/arima/index.d.cts.map +1 -0
  114. package/dist/node/arima/index.d.mts +3 -0
  115. package/dist/node/arima/index.d.mts.map +1 -0
  116. package/dist/node/arima/index.d.ts +3 -0
  117. package/dist/node/arima/index.d.ts.map +1 -0
  118. package/dist/node/arima/index.js +102 -0
  119. package/dist/node/arima/index.js.map +1 -0
  120. package/dist/node/arima/index.mjs.map +1 -0
  121. package/dist/node/index.d.cts +2 -0
  122. package/dist/node/index.d.cts.map +1 -0
  123. package/dist/node/index.d.mts +2 -0
  124. package/dist/node/index.d.mts.map +1 -0
  125. package/dist/node/index.d.ts +2 -0
  126. package/dist/node/index.d.ts.map +1 -0
  127. package/dist/node/index.js.map +1 -0
  128. package/dist/node/index.mjs +60 -0
  129. package/dist/node/index.mjs.map +1 -0
  130. package/dist/node/types/index.d.js +2 -0
  131. package/dist/node/types/index.d.js.map +1 -0
  132. package/dist/node/types/index.d.mjs +1 -0
  133. package/dist/node/types/index.d.mjs.map +1 -0
  134. package/docs/functions/arimaForecastingMethod.html +1 -1
  135. package/docs/functions/configurableArima.html +1 -1
  136. package/docs/functions/seasonalArimaForecastingMethod.html +1 -1
  137. package/docs/types/PredictionPayload.html +1 -1
  138. package/docs/variables/arimaForecastingName.html +1 -1
  139. package/docs/variables/arimaOpts.html +1 -1
  140. package/docs/variables/commonOpts.html +1 -1
  141. package/docs/variables/seasonalArimaForecastingName.html +1 -1
  142. package/docs/variables/seasonalArimaOpts.html +1 -1
  143. package/package.json +26 -23
  144. package/dist/arima/configurable/configurableArima.d.mts.map +0 -1
  145. package/dist/arima/configurable/configurableArima.d.ts.map +0 -1
  146. package/dist/arima/configurable/index.d.mts.map +0 -1
  147. package/dist/arima/configurable/index.d.ts.map +0 -1
  148. package/dist/arima/configured/arima.d.mts.map +0 -1
  149. package/dist/arima/configured/arima.d.ts.map +0 -1
  150. package/dist/arima/configured/index.d.mts.map +0 -1
  151. package/dist/arima/configured/index.d.ts.map +0 -1
  152. package/dist/arima/configured/seasonalArima.d.mts.map +0 -1
  153. package/dist/arima/configured/seasonalArima.d.ts.map +0 -1
  154. package/dist/arima/index.d.mts.map +0 -1
  155. package/dist/arima/index.d.ts.map +0 -1
  156. package/dist/index.js.map +0 -1
  157. package/dist/index.mjs.map +0 -1
  158. /package/dist/{arima/configurable/configurableArima.d.mts → browser/arima/configurable/configurableArima.d.cts} +0 -0
  159. /package/dist/{arima/configurable/configurableArima.d.ts → browser/arima/configurable/configurableArima.d.mts} +0 -0
  160. /package/dist/{arima/configurable/index.d.mts → browser/arima/configurable/index.d.cts} +0 -0
  161. /package/dist/{arima/configurable/index.d.ts → browser/arima/configurable/index.d.mts} +0 -0
  162. /package/dist/{arima/configured/arima.d.mts → browser/arima/configured/arima.d.cts} +0 -0
  163. /package/dist/{arima/configured/arima.d.ts → browser/arima/configured/arima.d.mts} +0 -0
  164. /package/dist/{arima/configured/index.d.mts → browser/arima/configured/index.d.cts} +0 -0
  165. /package/dist/{arima/configured/index.d.ts → browser/arima/configured/index.d.mts} +0 -0
  166. /package/dist/{arima/configured/seasonalArima.d.mts → browser/arima/configured/seasonalArima.d.cts} +0 -0
  167. /package/dist/{arima/configured/seasonalArima.d.ts → browser/arima/configured/seasonalArima.d.mts} +0 -0
  168. /package/dist/{arima/index.d.mts → browser/arima/index.d.cts} +0 -0
  169. /package/dist/{arima/index.d.ts → browser/arima/index.d.mts} +0 -0
  170. /package/dist/{index.d.mts → browser/index.d.cts} +0 -0
  171. /package/dist/{index.d.ts → browser/index.d.mts} +0 -0
  172. /package/dist/{index.mjs → node/arima/index.mjs} +0 -0
  173. /package/dist/{index.js → node/index.js} +0 -0
@@ -0,0 +1,61 @@
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+ "use strict";
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+ var __create = Object.create;
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+ var __defProp = Object.defineProperty;
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+ var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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+ var __getOwnPropNames = Object.getOwnPropertyNames;
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+ var __getProtoOf = Object.getPrototypeOf;
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+ var __hasOwnProp = Object.prototype.hasOwnProperty;
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+ var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
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+ var __export = (target, all) => {
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+ for (var name in all)
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+ __defProp(target, name, { get: all[name], enumerable: true });
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+ };
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+ var __copyProps = (to, from, except, desc) => {
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+ if (from && typeof from === "object" || typeof from === "function") {
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+ for (let key of __getOwnPropNames(from))
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+ if (!__hasOwnProp.call(to, key) && key !== except)
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+ __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
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+ }
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+ return to;
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+ };
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+ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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+ // If the importer is in node compatibility mode or this is not an ESM
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+ // file that has been converted to a CommonJS file using a Babel-
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+ // compatible transform (i.e. "__esModule" has not been set), then set
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+ // "default" to the CommonJS "module.exports" for node compatibility.
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+ isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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+ mod
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+ ));
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+ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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+
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+ // src/arima/configurable/configurableArima.ts
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+ var configurableArima_exports = {};
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+ __export(configurableArima_exports, {
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+ commonOpts: () => commonOpts,
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+ configurableArima: () => configurableArima
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+ });
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+ module.exports = __toCommonJS(configurableArima_exports);
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+ var import_arima = __toESM(require("arima"));
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+ var commonOpts = {
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+ verbose: false
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+ };
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+ var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
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+ return (payloads, transformer) => {
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+ if (payloads.length === 0)
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+ return [];
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+ const values = payloads.map(transformer);
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+ const model = new import_arima.default({
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+ ...commonOpts,
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+ ...opts
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+ }).train(values);
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+ const predictions = model.predict(predictionSteps);
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+ return predictions[0].map((value, index) => {
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+ const error = predictions[1][index];
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+ return {
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+ error,
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+ value
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+ };
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+ });
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+ };
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+ }, "configurableArima");
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+ //# sourceMappingURL=configurableArima.cjs.map
@@ -0,0 +1 @@
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+ {"version":3,"sources":["../../../../src/arima/configurable/configurableArima.ts"],"sourcesContent":["import { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'\nimport { Payload } from '@xyo-network/payload-model'\nimport ARIMA, { ARIMAOptions } from 'arima'\n\nexport const commonOpts: ARIMAOptions = { verbose: false }\n\nexport type PredictionPayload = Payload<{ error?: number; value: number }>\n\nexport const configurableArima = (opts: ARIMAOptions = commonOpts, predictionSteps = 10): ForecastingMethod => {\n return (payloads: Payload[], transformer: PayloadValueTransformer): Forecast[] => {\n // If there's no input, there's no prediction\n if (payloads.length === 0) return []\n // Transform all the values\n const values = payloads.map(transformer)\n // Train a model on the training set\n const model = new ARIMA({ ...commonOpts, ...opts }).train(values)\n // Use the trained model to predict the next N values\n const predictions = model.predict(predictionSteps)\n // Convert the predictions into payloads\n return predictions[0].map((value, index) => {\n const error = predictions[1][index]\n return { error, value }\n })\n }\n}\n"],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEA;;;;;;mBAAoC;AAE7B,IAAMA,aAA2B;EAAEC,SAAS;AAAM;AAIlD,IAAMC,oBAAoB,wBAACC,OAAqBH,YAAYI,kBAAkB,OAAE;AACrF,SAAO,CAACC,UAAqBC,gBAAAA;AAE3B,QAAID,SAASE,WAAW;AAAG,aAAO,CAAA;AAElC,UAAMC,SAASH,SAASI,IAAIH,WAAAA;AAE5B,UAAMI,QAAQ,IAAIC,aAAAA,QAAM;MAAE,GAAGX;MAAY,GAAGG;IAAK,CAAA,EAAGS,MAAMJ,MAAAA;AAE1D,UAAMK,cAAcH,MAAMI,QAAQV,eAAAA;AAElC,WAAOS,YAAY,CAAA,EAAGJ,IAAI,CAACM,OAAOC,UAAAA;AAChC,YAAMC,QAAQJ,YAAY,CAAA,EAAGG,KAAAA;AAC7B,aAAO;QAAEC;QAAOF;MAAM;IACxB,CAAA;EACF;AACF,GAhBiC;","names":["commonOpts","verbose","configurableArima","opts","predictionSteps","payloads","transformer","length","values","map","model","ARIMA","train","predictions","predict","value","index","error"]}
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+ {"version":3,"file":"configurableArima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configurable/configurableArima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAY,iBAAiB,EAA2B,MAAM,wCAAwC,CAAA;AAC7G,OAAO,EAAE,OAAO,EAAE,MAAM,4BAA4B,CAAA;AACpD,OAAc,EAAE,YAAY,EAAE,MAAM,OAAO,CAAA;AAE3C,eAAO,MAAM,UAAU,EAAE,YAAiC,CAAA;AAE1D,MAAM,MAAM,iBAAiB,GAAG,OAAO,CAAC;IAAE,KAAK,CAAC,EAAE,MAAM,CAAC;IAAC,KAAK,EAAE,MAAM,CAAA;CAAE,CAAC,CAAA;AAE1E,eAAO,MAAM,iBAAiB,UAAU,YAAY,+BAAsC,iBAgBzF,CAAA"}
@@ -0,0 +1 @@
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+ {"version":3,"file":"configurableArima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configurable/configurableArima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAY,iBAAiB,EAA2B,MAAM,wCAAwC,CAAA;AAC7G,OAAO,EAAE,OAAO,EAAE,MAAM,4BAA4B,CAAA;AACpD,OAAc,EAAE,YAAY,EAAE,MAAM,OAAO,CAAA;AAE3C,eAAO,MAAM,UAAU,EAAE,YAAiC,CAAA;AAE1D,MAAM,MAAM,iBAAiB,GAAG,OAAO,CAAC;IAAE,KAAK,CAAC,EAAE,MAAM,CAAC;IAAC,KAAK,EAAE,MAAM,CAAA;CAAE,CAAC,CAAA;AAE1E,eAAO,MAAM,iBAAiB,UAAU,YAAY,+BAAsC,iBAgBzF,CAAA"}
@@ -0,0 +1,10 @@
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+ import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model';
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+ import { Payload } from '@xyo-network/payload-model';
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+ import { ARIMAOptions } from 'arima';
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+ export declare const commonOpts: ARIMAOptions;
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+ export type PredictionPayload = Payload<{
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+ error?: number;
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+ value: number;
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+ }>;
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+ export declare const configurableArima: (opts?: ARIMAOptions, predictionSteps?: number) => ForecastingMethod;
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+ //# sourceMappingURL=configurableArima.d.ts.map
@@ -0,0 +1 @@
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+ {"version":3,"file":"configurableArima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configurable/configurableArima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAY,iBAAiB,EAA2B,MAAM,wCAAwC,CAAA;AAC7G,OAAO,EAAE,OAAO,EAAE,MAAM,4BAA4B,CAAA;AACpD,OAAc,EAAE,YAAY,EAAE,MAAM,OAAO,CAAA;AAE3C,eAAO,MAAM,UAAU,EAAE,YAAiC,CAAA;AAE1D,MAAM,MAAM,iBAAiB,GAAG,OAAO,CAAC;IAAE,KAAK,CAAC,EAAE,MAAM,CAAC;IAAC,KAAK,EAAE,MAAM,CAAA;CAAE,CAAC,CAAA;AAE1E,eAAO,MAAM,iBAAiB,UAAU,YAAY,+BAAsC,iBAgBzF,CAAA"}
@@ -0,0 +1,30 @@
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+ var __defProp = Object.defineProperty;
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+ var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
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+ import ARIMA from "arima";
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+ const commonOpts = {
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+ verbose: false
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+ };
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+ const configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
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+ return (payloads, transformer) => {
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+ if (payloads.length === 0)
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+ return [];
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+ const values = payloads.map(transformer);
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+ const model = new ARIMA({
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+ ...commonOpts,
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+ ...opts
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+ }).train(values);
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+ const predictions = model.predict(predictionSteps);
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+ return predictions[0].map((value, index) => {
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+ const error = predictions[1][index];
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+ return {
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+ error,
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+ value
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+ };
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+ });
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+ };
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+ }, "configurableArima");
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+ export {
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+ commonOpts,
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+ configurableArima
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+ };
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+ //# sourceMappingURL=configurableArima.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configurable/configurableArima.ts"],"sourcesContent":["import { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'\nimport { Payload } from '@xyo-network/payload-model'\nimport ARIMA, { ARIMAOptions } from 'arima'\n\nexport const commonOpts: ARIMAOptions = { verbose: false }\n\nexport type PredictionPayload = Payload<{ error?: number; value: number }>\n\nexport const configurableArima = (opts: ARIMAOptions = commonOpts, predictionSteps = 10): ForecastingMethod => {\n return (payloads: Payload[], transformer: PayloadValueTransformer): Forecast[] => {\n // If there's no input, there's no prediction\n if (payloads.length === 0) return []\n // Transform all the values\n const values = payloads.map(transformer)\n // Train a model on the training set\n const model = new ARIMA({ ...commonOpts, ...opts }).train(values)\n // Use the trained model to predict the next N values\n const predictions = model.predict(predictionSteps)\n // Convert the predictions into payloads\n return predictions[0].map((value, index) => {\n const error = predictions[1][index]\n return { error, value }\n })\n }\n}\n"],"mappings":";;AAEA,OAAOA,WAA6B;AAE7B,MAAMC,aAA2B;EAAEC,SAAS;AAAM;AAIlD,MAAMC,oBAAoB,wBAACC,OAAqBH,YAAYI,kBAAkB,OAAE;AACrF,SAAO,CAACC,UAAqBC,gBAAAA;AAE3B,QAAID,SAASE,WAAW;AAAG,aAAO,CAAA;AAElC,UAAMC,SAASH,SAASI,IAAIH,WAAAA;AAE5B,UAAMI,QAAQ,IAAIX,MAAM;MAAE,GAAGC;MAAY,GAAGG;IAAK,CAAA,EAAGQ,MAAMH,MAAAA;AAE1D,UAAMI,cAAcF,MAAMG,QAAQT,eAAAA;AAElC,WAAOQ,YAAY,CAAA,EAAGH,IAAI,CAACK,OAAOC,UAAAA;AAChC,YAAMC,QAAQJ,YAAY,CAAA,EAAGG,KAAAA;AAC7B,aAAO;QAAEC;QAAOF;MAAM;IACxB,CAAA;EACF;AACF,GAhBiC;","names":["ARIMA","commonOpts","verbose","configurableArima","opts","predictionSteps","payloads","transformer","length","values","map","model","train","predictions","predict","value","index","error"]}
@@ -0,0 +1,63 @@
1
+ "use strict";
2
+ var __create = Object.create;
3
+ var __defProp = Object.defineProperty;
4
+ var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
5
+ var __getOwnPropNames = Object.getOwnPropertyNames;
6
+ var __getProtoOf = Object.getPrototypeOf;
7
+ var __hasOwnProp = Object.prototype.hasOwnProperty;
8
+ var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
9
+ var __export = (target, all) => {
10
+ for (var name in all)
11
+ __defProp(target, name, { get: all[name], enumerable: true });
12
+ };
13
+ var __copyProps = (to, from, except, desc) => {
14
+ if (from && typeof from === "object" || typeof from === "function") {
15
+ for (let key of __getOwnPropNames(from))
16
+ if (!__hasOwnProp.call(to, key) && key !== except)
17
+ __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
18
+ }
19
+ return to;
20
+ };
21
+ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
22
+ // If the importer is in node compatibility mode or this is not an ESM
23
+ // file that has been converted to a CommonJS file using a Babel-
24
+ // compatible transform (i.e. "__esModule" has not been set), then set
25
+ // "default" to the CommonJS "module.exports" for node compatibility.
26
+ isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
27
+ mod
28
+ ));
29
+ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
30
+
31
+ // src/arima/configurable/index.ts
32
+ var configurable_exports = {};
33
+ __export(configurable_exports, {
34
+ commonOpts: () => commonOpts,
35
+ configurableArima: () => configurableArima
36
+ });
37
+ module.exports = __toCommonJS(configurable_exports);
38
+
39
+ // src/arima/configurable/configurableArima.ts
40
+ var import_arima = __toESM(require("arima"));
41
+ var commonOpts = {
42
+ verbose: false
43
+ };
44
+ var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
45
+ return (payloads, transformer) => {
46
+ if (payloads.length === 0)
47
+ return [];
48
+ const values = payloads.map(transformer);
49
+ const model = new import_arima.default({
50
+ ...commonOpts,
51
+ ...opts
52
+ }).train(values);
53
+ const predictions = model.predict(predictionSteps);
54
+ return predictions[0].map((value, index) => {
55
+ const error = predictions[1][index];
56
+ return {
57
+ error,
58
+ value
59
+ };
60
+ });
61
+ };
62
+ }, "configurableArima");
63
+ //# sourceMappingURL=index.cjs.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configurable/index.ts","../../../../src/arima/configurable/configurableArima.ts"],"sourcesContent":["export * from './configurableArima'\n","import { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'\nimport { Payload } from '@xyo-network/payload-model'\nimport ARIMA, { ARIMAOptions } from 'arima'\n\nexport const commonOpts: ARIMAOptions = { verbose: false }\n\nexport type PredictionPayload = Payload<{ error?: number; value: number }>\n\nexport const configurableArima = (opts: ARIMAOptions = commonOpts, predictionSteps = 10): ForecastingMethod => {\n return (payloads: Payload[], transformer: PayloadValueTransformer): Forecast[] => {\n // If there's no input, there's no prediction\n if (payloads.length === 0) return []\n // Transform all the values\n const values = payloads.map(transformer)\n // Train a model on the training set\n const model = new ARIMA({ ...commonOpts, ...opts }).train(values)\n // Use the trained model to predict the next N values\n const predictions = model.predict(predictionSteps)\n // Convert the predictions into payloads\n return predictions[0].map((value, index) => {\n const error = predictions[1][index]\n return { error, value }\n })\n }\n}\n"],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA;;;;;;;;ACEA,mBAAoC;AAE7B,IAAMA,aAA2B;EAAEC,SAAS;AAAM;AAIlD,IAAMC,oBAAoB,wBAACC,OAAqBH,YAAYI,kBAAkB,OAAE;AACrF,SAAO,CAACC,UAAqBC,gBAAAA;AAE3B,QAAID,SAASE,WAAW;AAAG,aAAO,CAAA;AAElC,UAAMC,SAASH,SAASI,IAAIH,WAAAA;AAE5B,UAAMI,QAAQ,IAAIC,aAAAA,QAAM;MAAE,GAAGX;MAAY,GAAGG;IAAK,CAAA,EAAGS,MAAMJ,MAAAA;AAE1D,UAAMK,cAAcH,MAAMI,QAAQV,eAAAA;AAElC,WAAOS,YAAY,CAAA,EAAGJ,IAAI,CAACM,OAAOC,UAAAA;AAChC,YAAMC,QAAQJ,YAAY,CAAA,EAAGG,KAAAA;AAC7B,aAAO;QAAEC;QAAOF;MAAM;IACxB,CAAA;EACF;AACF,GAhBiC;","names":["commonOpts","verbose","configurableArima","opts","predictionSteps","payloads","transformer","length","values","map","model","ARIMA","train","predictions","predict","value","index","error"]}
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configurable/index.ts"],"names":[],"mappings":"AAAA,cAAc,qBAAqB,CAAA"}
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configurable/index.ts"],"names":[],"mappings":"AAAA,cAAc,qBAAqB,CAAA"}
@@ -0,0 +1,2 @@
1
+ export * from './configurableArima';
2
+ //# sourceMappingURL=index.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configurable/index.ts"],"names":[],"mappings":"AAAA,cAAc,qBAAqB,CAAA"}
@@ -0,0 +1,2 @@
1
+ export * from "./configurableArima";
2
+ //# sourceMappingURL=index.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configurable/index.ts"],"sourcesContent":["export * from './configurableArima'\n"],"mappings":"AAAA,cAAc;","names":[]}
@@ -0,0 +1,73 @@
1
+ "use strict";
2
+ var __create = Object.create;
3
+ var __defProp = Object.defineProperty;
4
+ var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
5
+ var __getOwnPropNames = Object.getOwnPropertyNames;
6
+ var __getProtoOf = Object.getPrototypeOf;
7
+ var __hasOwnProp = Object.prototype.hasOwnProperty;
8
+ var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
9
+ var __export = (target, all) => {
10
+ for (var name in all)
11
+ __defProp(target, name, { get: all[name], enumerable: true });
12
+ };
13
+ var __copyProps = (to, from, except, desc) => {
14
+ if (from && typeof from === "object" || typeof from === "function") {
15
+ for (let key of __getOwnPropNames(from))
16
+ if (!__hasOwnProp.call(to, key) && key !== except)
17
+ __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
18
+ }
19
+ return to;
20
+ };
21
+ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
22
+ // If the importer is in node compatibility mode or this is not an ESM
23
+ // file that has been converted to a CommonJS file using a Babel-
24
+ // compatible transform (i.e. "__esModule" has not been set), then set
25
+ // "default" to the CommonJS "module.exports" for node compatibility.
26
+ isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
27
+ mod
28
+ ));
29
+ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
30
+
31
+ // src/arima/configured/arima.ts
32
+ var arima_exports = {};
33
+ __export(arima_exports, {
34
+ arimaForecastingMethod: () => arimaForecastingMethod,
35
+ arimaForecastingName: () => arimaForecastingName,
36
+ arimaOpts: () => arimaOpts
37
+ });
38
+ module.exports = __toCommonJS(arima_exports);
39
+
40
+ // src/arima/configurable/configurableArima.ts
41
+ var import_arima = __toESM(require("arima"));
42
+ var commonOpts = {
43
+ verbose: false
44
+ };
45
+ var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
46
+ return (payloads, transformer) => {
47
+ if (payloads.length === 0)
48
+ return [];
49
+ const values = payloads.map(transformer);
50
+ const model = new import_arima.default({
51
+ ...commonOpts,
52
+ ...opts
53
+ }).train(values);
54
+ const predictions = model.predict(predictionSteps);
55
+ return predictions[0].map((value, index) => {
56
+ const error = predictions[1][index];
57
+ return {
58
+ error,
59
+ value
60
+ };
61
+ });
62
+ };
63
+ }, "configurableArima");
64
+
65
+ // src/arima/configured/arima.ts
66
+ var arimaOpts = {
67
+ d: 1,
68
+ p: 2,
69
+ q: 2
70
+ };
71
+ var arimaForecastingName = "arimaForecasting";
72
+ var arimaForecastingMethod = configurableArima(arimaOpts);
73
+ //# sourceMappingURL=arima.cjs.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configured/arima.ts","../../../../src/arima/configurable/configurableArima.ts"],"sourcesContent":["import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'\n\nimport { configurableArima } from '../configurable'\n\nexport const arimaOpts: ARIMAOptions = { d: 1, p: 2, q: 2 }\n\nexport const arimaForecastingName = 'arimaForecasting'\n\nexport const arimaForecastingMethod: ForecastingMethod = configurableArima(arimaOpts)\n","import { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'\nimport { Payload } from '@xyo-network/payload-model'\nimport ARIMA, { ARIMAOptions } from 'arima'\n\nexport const commonOpts: ARIMAOptions = { verbose: false }\n\nexport type PredictionPayload = Payload<{ error?: number; value: number }>\n\nexport const configurableArima = (opts: ARIMAOptions = commonOpts, predictionSteps = 10): ForecastingMethod => {\n return (payloads: Payload[], transformer: PayloadValueTransformer): Forecast[] => {\n // If there's no input, there's no prediction\n if (payloads.length === 0) return []\n // Transform all the values\n const values = payloads.map(transformer)\n // Train a model on the training set\n const model = new ARIMA({ ...commonOpts, ...opts }).train(values)\n // Use the trained model to predict the next N values\n const predictions = model.predict(predictionSteps)\n // Convert the predictions into payloads\n return predictions[0].map((value, index) => {\n const error = predictions[1][index]\n return { error, value }\n })\n }\n}\n"],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEA;;;;;;;;;ACAA,mBAAoC;AAE7B,IAAMA,aAA2B;EAAEC,SAAS;AAAM;AAIlD,IAAMC,oBAAoB,wBAACC,OAAqBH,YAAYI,kBAAkB,OAAE;AACrF,SAAO,CAACC,UAAqBC,gBAAAA;AAE3B,QAAID,SAASE,WAAW;AAAG,aAAO,CAAA;AAElC,UAAMC,SAASH,SAASI,IAAIH,WAAAA;AAE5B,UAAMI,QAAQ,IAAIC,aAAAA,QAAM;MAAE,GAAGX;MAAY,GAAGG;IAAK,CAAA,EAAGS,MAAMJ,MAAAA;AAE1D,UAAMK,cAAcH,MAAMI,QAAQV,eAAAA;AAElC,WAAOS,YAAY,CAAA,EAAGJ,IAAI,CAACM,OAAOC,UAAAA;AAChC,YAAMC,QAAQJ,YAAY,CAAA,EAAGG,KAAAA;AAC7B,aAAO;QAAEC;QAAOF;MAAM;IACxB,CAAA;EACF;AACF,GAhBiC;;;ADJ1B,IAAMG,YAA0B;EAAEC,GAAG;EAAGC,GAAG;EAAGC,GAAG;AAAE;AAEnD,IAAMC,uBAAuB;AAE7B,IAAMC,yBAA4CC,kBAAkBN,SAAAA;","names":["commonOpts","verbose","configurableArima","opts","predictionSteps","payloads","transformer","length","values","map","model","ARIMA","train","predictions","predict","value","index","error","arimaOpts","d","p","q","arimaForecastingName","arimaForecastingMethod","configurableArima"]}
@@ -0,0 +1 @@
1
+ {"version":3,"file":"arima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/arima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,wCAAwC,CAAA;AAI1E,eAAO,MAAM,SAAS,EAAE,YAAmC,CAAA;AAE3D,eAAO,MAAM,oBAAoB,qBAAqB,CAAA;AAEtD,eAAO,MAAM,sBAAsB,EAAE,iBAAgD,CAAA"}
@@ -0,0 +1 @@
1
+ {"version":3,"file":"arima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/arima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,wCAAwC,CAAA;AAI1E,eAAO,MAAM,SAAS,EAAE,YAAmC,CAAA;AAE3D,eAAO,MAAM,oBAAoB,qBAAqB,CAAA;AAEtD,eAAO,MAAM,sBAAsB,EAAE,iBAAgD,CAAA"}
@@ -0,0 +1,5 @@
1
+ import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model';
2
+ export declare const arimaOpts: ARIMAOptions;
3
+ export declare const arimaForecastingName = "arimaForecasting";
4
+ export declare const arimaForecastingMethod: ForecastingMethod;
5
+ //# sourceMappingURL=arima.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"arima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/arima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,wCAAwC,CAAA;AAI1E,eAAO,MAAM,SAAS,EAAE,YAAmC,CAAA;AAE3D,eAAO,MAAM,oBAAoB,qBAAqB,CAAA;AAEtD,eAAO,MAAM,sBAAsB,EAAE,iBAAgD,CAAA"}
@@ -0,0 +1,14 @@
1
+ import { configurableArima } from "../configurable";
2
+ const arimaOpts = {
3
+ d: 1,
4
+ p: 2,
5
+ q: 2
6
+ };
7
+ const arimaForecastingName = "arimaForecasting";
8
+ const arimaForecastingMethod = configurableArima(arimaOpts);
9
+ export {
10
+ arimaForecastingMethod,
11
+ arimaForecastingName,
12
+ arimaOpts
13
+ };
14
+ //# sourceMappingURL=arima.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configured/arima.ts"],"sourcesContent":["import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'\n\nimport { configurableArima } from '../configurable'\n\nexport const arimaOpts: ARIMAOptions = { d: 1, p: 2, q: 2 }\n\nexport const arimaForecastingName = 'arimaForecasting'\n\nexport const arimaForecastingMethod: ForecastingMethod = configurableArima(arimaOpts)\n"],"mappings":"AAEA,SAASA,yBAAyB;AAE3B,MAAMC,YAA0B;EAAEC,GAAG;EAAGC,GAAG;EAAGC,GAAG;AAAE;AAEnD,MAAMC,uBAAuB;AAE7B,MAAMC,yBAA4CN,kBAAkBC,SAAAA;","names":["configurableArima","arimaOpts","d","p","q","arimaForecastingName","arimaForecastingMethod"]}
@@ -0,0 +1,89 @@
1
+ "use strict";
2
+ var __create = Object.create;
3
+ var __defProp = Object.defineProperty;
4
+ var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
5
+ var __getOwnPropNames = Object.getOwnPropertyNames;
6
+ var __getProtoOf = Object.getPrototypeOf;
7
+ var __hasOwnProp = Object.prototype.hasOwnProperty;
8
+ var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
9
+ var __export = (target, all) => {
10
+ for (var name in all)
11
+ __defProp(target, name, { get: all[name], enumerable: true });
12
+ };
13
+ var __copyProps = (to, from, except, desc) => {
14
+ if (from && typeof from === "object" || typeof from === "function") {
15
+ for (let key of __getOwnPropNames(from))
16
+ if (!__hasOwnProp.call(to, key) && key !== except)
17
+ __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
18
+ }
19
+ return to;
20
+ };
21
+ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
22
+ // If the importer is in node compatibility mode or this is not an ESM
23
+ // file that has been converted to a CommonJS file using a Babel-
24
+ // compatible transform (i.e. "__esModule" has not been set), then set
25
+ // "default" to the CommonJS "module.exports" for node compatibility.
26
+ isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
27
+ mod
28
+ ));
29
+ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
30
+
31
+ // src/arima/configured/index.ts
32
+ var configured_exports = {};
33
+ __export(configured_exports, {
34
+ arimaForecastingMethod: () => arimaForecastingMethod,
35
+ arimaForecastingName: () => arimaForecastingName,
36
+ arimaOpts: () => arimaOpts,
37
+ seasonalArimaForecastingMethod: () => seasonalArimaForecastingMethod,
38
+ seasonalArimaForecastingName: () => seasonalArimaForecastingName,
39
+ seasonalArimaOpts: () => seasonalArimaOpts
40
+ });
41
+ module.exports = __toCommonJS(configured_exports);
42
+
43
+ // src/arima/configurable/configurableArima.ts
44
+ var import_arima = __toESM(require("arima"));
45
+ var commonOpts = {
46
+ verbose: false
47
+ };
48
+ var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
49
+ return (payloads, transformer) => {
50
+ if (payloads.length === 0)
51
+ return [];
52
+ const values = payloads.map(transformer);
53
+ const model = new import_arima.default({
54
+ ...commonOpts,
55
+ ...opts
56
+ }).train(values);
57
+ const predictions = model.predict(predictionSteps);
58
+ return predictions[0].map((value, index) => {
59
+ const error = predictions[1][index];
60
+ return {
61
+ error,
62
+ value
63
+ };
64
+ });
65
+ };
66
+ }, "configurableArima");
67
+
68
+ // src/arima/configured/arima.ts
69
+ var arimaOpts = {
70
+ d: 1,
71
+ p: 2,
72
+ q: 2
73
+ };
74
+ var arimaForecastingName = "arimaForecasting";
75
+ var arimaForecastingMethod = configurableArima(arimaOpts);
76
+
77
+ // src/arima/configured/seasonalArima.ts
78
+ var seasonalArimaOpts = {
79
+ D: 0,
80
+ P: 1,
81
+ Q: 1,
82
+ d: 1,
83
+ p: 2,
84
+ q: 2,
85
+ s: 12
86
+ };
87
+ var seasonalArimaForecastingName = "seasonalArimaForecasting";
88
+ var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
89
+ //# sourceMappingURL=index.cjs.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configured/index.ts","../../../../src/arima/configurable/configurableArima.ts","../../../../src/arima/configured/arima.ts","../../../../src/arima/configured/seasonalArima.ts"],"sourcesContent":["export * from './arima'\nexport * from './seasonalArima'\n","import { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'\nimport { Payload } from '@xyo-network/payload-model'\nimport ARIMA, { ARIMAOptions } from 'arima'\n\nexport const commonOpts: ARIMAOptions = { verbose: false }\n\nexport type PredictionPayload = Payload<{ error?: number; value: number }>\n\nexport const configurableArima = (opts: ARIMAOptions = commonOpts, predictionSteps = 10): ForecastingMethod => {\n return (payloads: Payload[], transformer: PayloadValueTransformer): Forecast[] => {\n // If there's no input, there's no prediction\n if (payloads.length === 0) return []\n // Transform all the values\n const values = payloads.map(transformer)\n // Train a model on the training set\n const model = new ARIMA({ ...commonOpts, ...opts }).train(values)\n // Use the trained model to predict the next N values\n const predictions = model.predict(predictionSteps)\n // Convert the predictions into payloads\n return predictions[0].map((value, index) => {\n const error = predictions[1][index]\n return { error, value }\n })\n }\n}\n","import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'\n\nimport { configurableArima } from '../configurable'\n\nexport const arimaOpts: ARIMAOptions = { d: 1, p: 2, q: 2 }\n\nexport const arimaForecastingName = 'arimaForecasting'\n\nexport const arimaForecastingMethod: ForecastingMethod = configurableArima(arimaOpts)\n","import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'\n\nimport { configurableArima } from '../configurable'\n\nexport const seasonalArimaOpts: ARIMAOptions = { D: 0, P: 1, Q: 1, d: 1, p: 2, q: 2, s: 12 }\n\nexport const seasonalArimaForecastingName = 'seasonalArimaForecasting'\n\nexport const seasonalArimaForecastingMethod: ForecastingMethod = configurableArima(seasonalArimaOpts)\n"],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA;;;;;;;;;;;;ACEA,mBAAoC;AAE7B,IAAMA,aAA2B;EAAEC,SAAS;AAAM;AAIlD,IAAMC,oBAAoB,wBAACC,OAAqBH,YAAYI,kBAAkB,OAAE;AACrF,SAAO,CAACC,UAAqBC,gBAAAA;AAE3B,QAAID,SAASE,WAAW;AAAG,aAAO,CAAA;AAElC,UAAMC,SAASH,SAASI,IAAIH,WAAAA;AAE5B,UAAMI,QAAQ,IAAIC,aAAAA,QAAM;MAAE,GAAGX;MAAY,GAAGG;IAAK,CAAA,EAAGS,MAAMJ,MAAAA;AAE1D,UAAMK,cAAcH,MAAMI,QAAQV,eAAAA;AAElC,WAAOS,YAAY,CAAA,EAAGJ,IAAI,CAACM,OAAOC,UAAAA;AAChC,YAAMC,QAAQJ,YAAY,CAAA,EAAGG,KAAAA;AAC7B,aAAO;QAAEC;QAAOF;MAAM;IACxB,CAAA;EACF;AACF,GAhBiC;;;ACJ1B,IAAMG,YAA0B;EAAEC,GAAG;EAAGC,GAAG;EAAGC,GAAG;AAAE;AAEnD,IAAMC,uBAAuB;AAE7B,IAAMC,yBAA4CC,kBAAkBN,SAAAA;;;ACJpE,IAAMO,oBAAkC;EAAEC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;AAAG;AAEpF,IAAMC,+BAA+B;AAErC,IAAMC,iCAAoDC,kBAAkBV,iBAAAA;","names":["commonOpts","verbose","configurableArima","opts","predictionSteps","payloads","transformer","length","values","map","model","ARIMA","train","predictions","predict","value","index","error","arimaOpts","d","p","q","arimaForecastingName","arimaForecastingMethod","configurableArima","seasonalArimaOpts","D","P","Q","d","p","q","s","seasonalArimaForecastingName","seasonalArimaForecastingMethod","configurableArima"]}
@@ -0,0 +1 @@
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+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAA;AACvB,cAAc,iBAAiB,CAAA"}
@@ -0,0 +1 @@
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+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAA;AACvB,cAAc,iBAAiB,CAAA"}
@@ -0,0 +1,3 @@
1
+ export * from './arima';
2
+ export * from './seasonalArima';
3
+ //# sourceMappingURL=index.d.ts.map
@@ -0,0 +1 @@
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+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAA;AACvB,cAAc,iBAAiB,CAAA"}
@@ -0,0 +1,3 @@
1
+ export * from "./arima";
2
+ export * from "./seasonalArima";
3
+ //# sourceMappingURL=index.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configured/index.ts"],"sourcesContent":["export * from './arima'\nexport * from './seasonalArima'\n"],"mappings":"AAAA,cAAc;AACd,cAAc;","names":[]}
@@ -0,0 +1,77 @@
1
+ "use strict";
2
+ var __create = Object.create;
3
+ var __defProp = Object.defineProperty;
4
+ var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
5
+ var __getOwnPropNames = Object.getOwnPropertyNames;
6
+ var __getProtoOf = Object.getPrototypeOf;
7
+ var __hasOwnProp = Object.prototype.hasOwnProperty;
8
+ var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
9
+ var __export = (target, all) => {
10
+ for (var name in all)
11
+ __defProp(target, name, { get: all[name], enumerable: true });
12
+ };
13
+ var __copyProps = (to, from, except, desc) => {
14
+ if (from && typeof from === "object" || typeof from === "function") {
15
+ for (let key of __getOwnPropNames(from))
16
+ if (!__hasOwnProp.call(to, key) && key !== except)
17
+ __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
18
+ }
19
+ return to;
20
+ };
21
+ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
22
+ // If the importer is in node compatibility mode or this is not an ESM
23
+ // file that has been converted to a CommonJS file using a Babel-
24
+ // compatible transform (i.e. "__esModule" has not been set), then set
25
+ // "default" to the CommonJS "module.exports" for node compatibility.
26
+ isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
27
+ mod
28
+ ));
29
+ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
30
+
31
+ // src/arima/configured/seasonalArima.ts
32
+ var seasonalArima_exports = {};
33
+ __export(seasonalArima_exports, {
34
+ seasonalArimaForecastingMethod: () => seasonalArimaForecastingMethod,
35
+ seasonalArimaForecastingName: () => seasonalArimaForecastingName,
36
+ seasonalArimaOpts: () => seasonalArimaOpts
37
+ });
38
+ module.exports = __toCommonJS(seasonalArima_exports);
39
+
40
+ // src/arima/configurable/configurableArima.ts
41
+ var import_arima = __toESM(require("arima"));
42
+ var commonOpts = {
43
+ verbose: false
44
+ };
45
+ var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
46
+ return (payloads, transformer) => {
47
+ if (payloads.length === 0)
48
+ return [];
49
+ const values = payloads.map(transformer);
50
+ const model = new import_arima.default({
51
+ ...commonOpts,
52
+ ...opts
53
+ }).train(values);
54
+ const predictions = model.predict(predictionSteps);
55
+ return predictions[0].map((value, index) => {
56
+ const error = predictions[1][index];
57
+ return {
58
+ error,
59
+ value
60
+ };
61
+ });
62
+ };
63
+ }, "configurableArima");
64
+
65
+ // src/arima/configured/seasonalArima.ts
66
+ var seasonalArimaOpts = {
67
+ D: 0,
68
+ P: 1,
69
+ Q: 1,
70
+ d: 1,
71
+ p: 2,
72
+ q: 2,
73
+ s: 12
74
+ };
75
+ var seasonalArimaForecastingName = "seasonalArimaForecasting";
76
+ var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
77
+ //# sourceMappingURL=seasonalArima.cjs.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configured/seasonalArima.ts","../../../../src/arima/configurable/configurableArima.ts"],"sourcesContent":["import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'\n\nimport { configurableArima } from '../configurable'\n\nexport const seasonalArimaOpts: ARIMAOptions = { D: 0, P: 1, Q: 1, d: 1, p: 2, q: 2, s: 12 }\n\nexport const seasonalArimaForecastingName = 'seasonalArimaForecasting'\n\nexport const seasonalArimaForecastingMethod: ForecastingMethod = configurableArima(seasonalArimaOpts)\n","import { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'\nimport { Payload } from '@xyo-network/payload-model'\nimport ARIMA, { ARIMAOptions } from 'arima'\n\nexport const commonOpts: ARIMAOptions = { verbose: false }\n\nexport type PredictionPayload = Payload<{ error?: number; value: number }>\n\nexport const configurableArima = (opts: ARIMAOptions = commonOpts, predictionSteps = 10): ForecastingMethod => {\n return (payloads: Payload[], transformer: PayloadValueTransformer): Forecast[] => {\n // If there's no input, there's no prediction\n if (payloads.length === 0) return []\n // Transform all the values\n const values = payloads.map(transformer)\n // Train a model on the training set\n const model = new ARIMA({ ...commonOpts, ...opts }).train(values)\n // Use the trained model to predict the next N values\n const predictions = model.predict(predictionSteps)\n // Convert the predictions into payloads\n return predictions[0].map((value, index) => {\n const error = predictions[1][index]\n return { error, value }\n })\n }\n}\n"],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEA;;;;;;;;;ACAA,mBAAoC;AAE7B,IAAMA,aAA2B;EAAEC,SAAS;AAAM;AAIlD,IAAMC,oBAAoB,wBAACC,OAAqBH,YAAYI,kBAAkB,OAAE;AACrF,SAAO,CAACC,UAAqBC,gBAAAA;AAE3B,QAAID,SAASE,WAAW;AAAG,aAAO,CAAA;AAElC,UAAMC,SAASH,SAASI,IAAIH,WAAAA;AAE5B,UAAMI,QAAQ,IAAIC,aAAAA,QAAM;MAAE,GAAGX;MAAY,GAAGG;IAAK,CAAA,EAAGS,MAAMJ,MAAAA;AAE1D,UAAMK,cAAcH,MAAMI,QAAQV,eAAAA;AAElC,WAAOS,YAAY,CAAA,EAAGJ,IAAI,CAACM,OAAOC,UAAAA;AAChC,YAAMC,QAAQJ,YAAY,CAAA,EAAGG,KAAAA;AAC7B,aAAO;QAAEC;QAAOF;MAAM;IACxB,CAAA;EACF;AACF,GAhBiC;;;ADJ1B,IAAMG,oBAAkC;EAAEC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;AAAG;AAEpF,IAAMC,+BAA+B;AAErC,IAAMC,iCAAoDC,kBAAkBV,iBAAAA;","names":["commonOpts","verbose","configurableArima","opts","predictionSteps","payloads","transformer","length","values","map","model","ARIMA","train","predictions","predict","value","index","error","seasonalArimaOpts","D","P","Q","d","p","q","s","seasonalArimaForecastingName","seasonalArimaForecastingMethod","configurableArima"]}
@@ -0,0 +1 @@
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+ {"version":3,"file":"seasonalArima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/seasonalArima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,wCAAwC,CAAA;AAI1E,eAAO,MAAM,iBAAiB,EAAE,YAA4D,CAAA;AAE5F,eAAO,MAAM,4BAA4B,6BAA6B,CAAA;AAEtE,eAAO,MAAM,8BAA8B,EAAE,iBAAwD,CAAA"}
@@ -0,0 +1 @@
1
+ {"version":3,"file":"seasonalArima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/seasonalArima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,wCAAwC,CAAA;AAI1E,eAAO,MAAM,iBAAiB,EAAE,YAA4D,CAAA;AAE5F,eAAO,MAAM,4BAA4B,6BAA6B,CAAA;AAEtE,eAAO,MAAM,8BAA8B,EAAE,iBAAwD,CAAA"}
@@ -0,0 +1,5 @@
1
+ import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model';
2
+ export declare const seasonalArimaOpts: ARIMAOptions;
3
+ export declare const seasonalArimaForecastingName = "seasonalArimaForecasting";
4
+ export declare const seasonalArimaForecastingMethod: ForecastingMethod;
5
+ //# sourceMappingURL=seasonalArima.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"seasonalArima.d.ts","sourceRoot":"","sources":["../../../../src/arima/configured/seasonalArima.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,wCAAwC,CAAA;AAI1E,eAAO,MAAM,iBAAiB,EAAE,YAA4D,CAAA;AAE5F,eAAO,MAAM,4BAA4B,6BAA6B,CAAA;AAEtE,eAAO,MAAM,8BAA8B,EAAE,iBAAwD,CAAA"}
@@ -0,0 +1,18 @@
1
+ import { configurableArima } from "../configurable";
2
+ const seasonalArimaOpts = {
3
+ D: 0,
4
+ P: 1,
5
+ Q: 1,
6
+ d: 1,
7
+ p: 2,
8
+ q: 2,
9
+ s: 12
10
+ };
11
+ const seasonalArimaForecastingName = "seasonalArimaForecasting";
12
+ const seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
13
+ export {
14
+ seasonalArimaForecastingMethod,
15
+ seasonalArimaForecastingName,
16
+ seasonalArimaOpts
17
+ };
18
+ //# sourceMappingURL=seasonalArima.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"sources":["../../../../src/arima/configured/seasonalArima.ts"],"sourcesContent":["import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'\n\nimport { configurableArima } from '../configurable'\n\nexport const seasonalArimaOpts: ARIMAOptions = { D: 0, P: 1, Q: 1, d: 1, p: 2, q: 2, s: 12 }\n\nexport const seasonalArimaForecastingName = 'seasonalArimaForecasting'\n\nexport const seasonalArimaForecastingMethod: ForecastingMethod = configurableArima(seasonalArimaOpts)\n"],"mappings":"AAEA,SAASA,yBAAyB;AAE3B,MAAMC,oBAAkC;EAAEC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;EAAGC,GAAG;AAAG;AAEpF,MAAMC,+BAA+B;AAErC,MAAMC,iCAAoDV,kBAAkBC,iBAAAA;","names":["configurableArima","seasonalArimaOpts","D","P","Q","d","p","q","s","seasonalArimaForecastingName","seasonalArimaForecastingMethod"]}