@xyo-network/diviner-forecasting-method-arima 2.75.0 → 2.75.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/browser/arima/configurable/configurableArima.d.cts +10 -0
- package/dist/browser/arima/configurable/configurableArima.d.cts.map +1 -0
- package/dist/browser/arima/configurable/configurableArima.js +2 -4
- package/dist/browser/arima/configurable/configurableArima.js.map +1 -1
- package/dist/browser/arima/configurable/index.d.cts +2 -0
- package/dist/browser/arima/configurable/index.d.cts.map +1 -0
- package/dist/browser/arima/configurable/index.js +1 -31
- package/dist/browser/arima/configurable/index.js.map +1 -1
- package/dist/browser/arima/configured/arima.d.cts +5 -0
- package/dist/browser/arima/configured/arima.d.cts.map +1 -0
- package/dist/browser/arima/configured/arima.js +4 -32
- package/dist/browser/arima/configured/arima.js.map +1 -1
- package/dist/browser/arima/configured/index.d.cts +3 -0
- package/dist/browser/arima/configured/index.d.cts.map +1 -0
- package/dist/browser/arima/configured/index.js +2 -57
- package/dist/browser/arima/configured/index.js.map +1 -1
- package/dist/browser/arima/configured/seasonalArima.d.cts +5 -0
- package/dist/browser/arima/configured/seasonalArima.d.cts.map +1 -0
- package/dist/browser/arima/configured/seasonalArima.js +4 -32
- package/dist/browser/arima/configured/seasonalArima.js.map +1 -1
- package/dist/browser/arima/index.d.cts +3 -0
- package/dist/browser/arima/index.d.cts.map +1 -0
- package/dist/browser/arima/index.js +2 -59
- package/dist/browser/arima/index.js.map +1 -1
- package/dist/browser/index.d.cts +2 -0
- package/dist/browser/index.d.cts.map +1 -0
- package/dist/browser/index.js +1 -59
- package/dist/browser/index.js.map +1 -1
- package/dist/docs.json +754 -0
- package/dist/node/arima/configurable/configurableArima.d.cts +10 -0
- package/dist/node/arima/configurable/configurableArima.d.cts.map +1 -0
- package/dist/node/arima/configurable/configurableArima.js +4 -2
- package/dist/node/arima/configurable/configurableArima.js.map +1 -1
- package/dist/node/arima/configurable/configurableArima.mjs +4 -2
- package/dist/node/arima/configurable/configurableArima.mjs.map +1 -1
- package/dist/node/arima/configurable/index.d.cts +2 -0
- package/dist/node/arima/configurable/index.d.cts.map +1 -0
- package/dist/node/arima/configurable/index.js +48 -3
- package/dist/node/arima/configurable/index.js.map +1 -1
- package/dist/node/arima/configurable/index.mjs +31 -1
- package/dist/node/arima/configurable/index.mjs.map +1 -1
- package/dist/node/arima/configured/arima.d.cts +5 -0
- package/dist/node/arima/configured/arima.d.cts.map +1 -0
- package/dist/node/arima/configured/arima.js +43 -4
- package/dist/node/arima/configured/arima.js.map +1 -1
- package/dist/node/arima/configured/arima.mjs +32 -4
- package/dist/node/arima/configured/arima.mjs.map +1 -1
- package/dist/node/arima/configured/index.d.cts +3 -0
- package/dist/node/arima/configured/index.d.cts.map +1 -0
- package/dist/node/arima/configured/index.js +78 -5
- package/dist/node/arima/configured/index.js.map +1 -1
- package/dist/node/arima/configured/index.mjs +57 -2
- package/dist/node/arima/configured/index.mjs.map +1 -1
- package/dist/node/arima/configured/seasonalArima.d.cts +5 -0
- package/dist/node/arima/configured/seasonalArima.d.cts.map +1 -0
- package/dist/node/arima/configured/seasonalArima.js +43 -4
- package/dist/node/arima/configured/seasonalArima.js.map +1 -1
- package/dist/node/arima/configured/seasonalArima.mjs +32 -4
- package/dist/node/arima/configured/seasonalArima.mjs.map +1 -1
- package/dist/node/arima/index.d.cts +3 -0
- package/dist/node/arima/index.d.cts.map +1 -0
- package/dist/node/arima/index.js +82 -5
- package/dist/node/arima/index.js.map +1 -1
- package/dist/node/arima/index.mjs +59 -2
- package/dist/node/arima/index.mjs.map +1 -1
- package/dist/node/index.d.cts +2 -0
- package/dist/node/index.d.cts.map +1 -0
- package/dist/node/index.js +82 -3
- package/dist/node/index.js.map +1 -1
- package/dist/node/index.mjs +59 -1
- package/dist/node/index.mjs.map +1 -1
- package/docs/.nojekyll +1 -0
- package/docs/assets/highlight.css +50 -0
- package/docs/assets/main.js +58 -0
- package/docs/assets/search.js +1 -0
- package/docs/assets/style.css +1367 -0
- package/docs/functions/arimaForecastingMethod.html +60 -0
- package/docs/functions/configurableArima.html +60 -0
- package/docs/functions/seasonalArimaForecastingMethod.html +60 -0
- package/docs/index.html +108 -0
- package/docs/modules.html +64 -0
- package/docs/types/PredictionPayload.html +56 -0
- package/docs/variables/arimaForecastingName.html +49 -0
- package/docs/variables/arimaOpts.html +49 -0
- package/docs/variables/commonOpts.html +49 -0
- package/docs/variables/seasonalArimaForecastingName.html +49 -0
- package/docs/variables/seasonalArimaOpts.html +49 -0
- package/package.json +6 -6
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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
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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"}
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// src/arima/configurable/configurableArima.ts
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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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{"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":"
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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,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"]}
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/arima/configurable/index.ts"],"names":[],"mappings":"AAAA,cAAc,qBAAqB,CAAA"}
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var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
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// src/arima/configurable/configurableArima.ts
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import ARIMA from "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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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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export * from "./configurableArima";
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{"version":3,"sources":["../../../../src/arima/configurable/
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{"version":3,"sources":["../../../../src/arima/configurable/index.ts"],"sourcesContent":["export * from './configurableArima'\n"],"mappings":"AAAA,cAAc;","names":[]}
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import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model';
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export declare const arimaOpts: ARIMAOptions;
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export declare const arimaForecastingName = "arimaForecasting";
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export declare const arimaForecastingMethod: ForecastingMethod;
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//# sourceMappingURL=arima.d.ts.map
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{"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"}
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// src/arima/configurable/configurableArima.ts
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var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
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const model = new ARIMA({
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...opts
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const predictions = model.predict(predictionSteps);
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};
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}, "configurableArima");
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var arimaOpts = {
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import { configurableArima } from "../configurable";
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const arimaOpts = {
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const arimaForecastingName = "arimaForecasting";
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const arimaForecastingMethod = configurableArima(arimaOpts);
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export {
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{"version":3,"sources":["../../../../src/arima/
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{"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"]}
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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"}
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var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
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};
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var arimaOpts = {
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};
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var arimaForecastingName = "arimaForecasting";
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var arimaForecastingMethod = configurableArima(arimaOpts);
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var seasonalArimaOpts = {
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};
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var seasonalArimaForecastingName = "seasonalArimaForecasting";
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var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
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arimaForecastingName,
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arimaOpts,
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seasonalArimaForecastingMethod,
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export * from "./arima";
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export * from "./seasonalArima";
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{"version":3,"sources":["../../../../src/arima/
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{"version":3,"sources":["../../../../src/arima/configured/index.ts"],"sourcesContent":["export * from './arima'\nexport * from './seasonalArima'\n"],"mappings":"AAAA,cAAc;AACd,cAAc;","names":[]}
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import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model';
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export declare const seasonalArimaOpts: ARIMAOptions;
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export declare const seasonalArimaForecastingName = "seasonalArimaForecasting";
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export declare const seasonalArimaForecastingMethod: ForecastingMethod;
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//# sourceMappingURL=seasonalArima.d.ts.map
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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"}
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import ARIMA from "arima";
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var commonOpts = {
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};
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var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
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const values = payloads.map(transformer);
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const model = new ARIMA({
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}, "configurableArima");
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// src/arima/configured/seasonalArima.ts
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var seasonalArimaOpts = {
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import { configurableArima } from "../configurable";
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const seasonalArimaOpts = {
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const seasonalArimaForecastingName = "seasonalArimaForecasting";
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const seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
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seasonalArimaForecastingMethod,
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{"version":3,"sources":["../../../../src/arima/
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{"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"]}
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/arima/index.ts"],"names":[],"mappings":"AAAA,cAAc,gBAAgB,CAAA;AAC9B,cAAc,cAAc,CAAA"}
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// src/arima/configurable/configurableArima.ts
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import ARIMA from "arima";
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var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
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const values = payloads.map(transformer);
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const model = new ARIMA({
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};
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var arimaOpts = {
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q: 2
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};
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var arimaForecastingName = "arimaForecasting";
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var arimaForecastingMethod = configurableArima(arimaOpts);
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// src/arima/configured/seasonalArima.ts
|
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var seasonalArimaOpts = {
|
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D: 0,
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Q: 1,
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p: 2,
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s: 12
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};
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var seasonalArimaForecastingName = "seasonalArimaForecasting";
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var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
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export {
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arimaForecastingMethod,
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arimaForecastingName,
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arimaOpts,
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commonOpts,
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configurableArima,
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seasonalArimaForecastingMethod,
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seasonalArimaForecastingName,
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seasonalArimaOpts
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};
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export * from "./configurable";
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export * from "./configured";
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//# sourceMappingURL=index.js.map
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@@ -1 +1 @@
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{"version":3,"sources":["../../../src/arima/
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{"version":3,"sources":["../../../src/arima/index.ts"],"sourcesContent":["export * from './configurable'\nexport * from './configured'\n"],"mappings":"AAAA,cAAc;AACd,cAAc;","names":[]}
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAA"}
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package/dist/browser/index.js
CHANGED
|
@@ -1,60 +1,2 @@
|
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-
|
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2
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-
var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
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|
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|
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// src/arima/configurable/configurableArima.ts
|
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|
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import ARIMA from "arima";
|
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|
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var commonOpts = {
|
|
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|
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verbose: false
|
|
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|
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};
|
|
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|
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var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
|
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|
-
return (payloads, transformer) => {
|
|
11
|
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if (payloads.length === 0)
|
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12
|
-
return [];
|
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|
-
const values = payloads.map(transformer);
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|
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const model = new ARIMA({
|
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|
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...commonOpts,
|
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|
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...opts
|
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-
}).train(values);
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const predictions = model.predict(predictionSteps);
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|
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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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27
|
-
}, "configurableArima");
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|
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|
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|
-
// src/arima/configured/arima.ts
|
|
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|
-
var arimaOpts = {
|
|
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|
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d: 1,
|
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p: 2,
|
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q: 2
|
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|
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};
|
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|
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var arimaForecastingName = "arimaForecasting";
|
|
36
|
-
var arimaForecastingMethod = configurableArima(arimaOpts);
|
|
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|
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|
|
38
|
-
// src/arima/configured/seasonalArima.ts
|
|
39
|
-
var seasonalArimaOpts = {
|
|
40
|
-
D: 0,
|
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41
|
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P: 1,
|
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|
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Q: 1,
|
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d: 1,
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p: 2,
|
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q: 2,
|
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s: 12
|
|
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|
-
};
|
|
48
|
-
var seasonalArimaForecastingName = "seasonalArimaForecasting";
|
|
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|
-
var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
|
|
50
|
-
export {
|
|
51
|
-
arimaForecastingMethod,
|
|
52
|
-
arimaForecastingName,
|
|
53
|
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arimaOpts,
|
|
54
|
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commonOpts,
|
|
55
|
-
configurableArima,
|
|
56
|
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seasonalArimaForecastingMethod,
|
|
57
|
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seasonalArimaForecastingName,
|
|
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|
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seasonalArimaOpts
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|
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};
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export * from "./arima";
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|
//# sourceMappingURL=index.js.map
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|
@@ -1 +1 @@
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{"version":3,"sources":["../../src/
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|
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{"version":3,"sources":["../../src/index.ts"],"sourcesContent":["export * from './arima'\n"],"mappings":"AAAA,cAAc;","names":[]}
|