@xyo-network/diviner-forecasting-method-arima 2.75.15 → 2.75.17

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Files changed (95) hide show
  1. package/dist/browser/arima/configured/arima.d.cts +1 -0
  2. package/dist/browser/arima/configured/arima.d.cts.map +1 -1
  3. package/dist/browser/arima/configured/arima.d.mts +1 -0
  4. package/dist/browser/arima/configured/arima.d.mts.map +1 -1
  5. package/dist/browser/arima/configured/arima.d.ts +1 -0
  6. package/dist/browser/arima/configured/arima.d.ts.map +1 -1
  7. package/dist/browser/arima/configured/seasonalArima.d.cts +1 -0
  8. package/dist/browser/arima/configured/seasonalArima.d.cts.map +1 -1
  9. package/dist/browser/arima/configured/seasonalArima.d.mts +1 -0
  10. package/dist/browser/arima/configured/seasonalArima.d.mts.map +1 -1
  11. package/dist/browser/arima/configured/seasonalArima.d.ts +1 -0
  12. package/dist/browser/arima/configured/seasonalArima.d.ts.map +1 -1
  13. package/dist/browser/index.cjs.map +1 -1
  14. package/dist/browser/index.js.map +1 -1
  15. package/dist/docs.json +19 -19
  16. package/dist/node/arima/configured/arima.d.cts +1 -0
  17. package/dist/node/arima/configured/arima.d.cts.map +1 -1
  18. package/dist/node/arima/configured/arima.d.mts +1 -0
  19. package/dist/node/arima/configured/arima.d.mts.map +1 -1
  20. package/dist/node/arima/configured/arima.d.ts +1 -0
  21. package/dist/node/arima/configured/arima.d.ts.map +1 -1
  22. package/dist/node/arima/configured/seasonalArima.d.cts +1 -0
  23. package/dist/node/arima/configured/seasonalArima.d.cts.map +1 -1
  24. package/dist/node/arima/configured/seasonalArima.d.mts +1 -0
  25. package/dist/node/arima/configured/seasonalArima.d.mts.map +1 -1
  26. package/dist/node/arima/configured/seasonalArima.d.ts +1 -0
  27. package/dist/node/arima/configured/seasonalArima.d.ts.map +1 -1
  28. package/dist/node/index.js.map +1 -1
  29. package/dist/node/index.mjs.map +1 -1
  30. package/docs/functions/configurableArima.html +1 -1
  31. package/docs/types/PredictionPayload.html +1 -1
  32. package/docs/variables/arimaForecastingName.html +1 -1
  33. package/docs/variables/arimaOpts.html +1 -1
  34. package/docs/variables/commonOpts.html +1 -1
  35. package/docs/variables/seasonalArimaForecastingName.html +1 -1
  36. package/docs/variables/seasonalArimaOpts.html +1 -1
  37. package/package.json +5 -5
  38. package/src/arima/configured/arima.ts +1 -0
  39. package/src/arima/configured/seasonalArima.ts +1 -0
  40. package/dist/browser/arima/configurable/configurableArima.cjs +0 -61
  41. package/dist/browser/arima/configurable/configurableArima.cjs.map +0 -1
  42. package/dist/browser/arima/configurable/configurableArima.js +0 -32
  43. package/dist/browser/arima/configurable/configurableArima.js.map +0 -1
  44. package/dist/browser/arima/configurable/index.cjs +0 -63
  45. package/dist/browser/arima/configurable/index.cjs.map +0 -1
  46. package/dist/browser/arima/configurable/index.js +0 -32
  47. package/dist/browser/arima/configurable/index.js.map +0 -1
  48. package/dist/browser/arima/configured/arima.cjs +0 -73
  49. package/dist/browser/arima/configured/arima.cjs.map +0 -1
  50. package/dist/browser/arima/configured/arima.js +0 -42
  51. package/dist/browser/arima/configured/arima.js.map +0 -1
  52. package/dist/browser/arima/configured/index.cjs +0 -89
  53. package/dist/browser/arima/configured/index.cjs.map +0 -1
  54. package/dist/browser/arima/configured/index.js +0 -58
  55. package/dist/browser/arima/configured/index.js.map +0 -1
  56. package/dist/browser/arima/configured/seasonalArima.cjs +0 -77
  57. package/dist/browser/arima/configured/seasonalArima.cjs.map +0 -1
  58. package/dist/browser/arima/configured/seasonalArima.js +0 -46
  59. package/dist/browser/arima/configured/seasonalArima.js.map +0 -1
  60. package/dist/browser/arima/index.cjs +0 -91
  61. package/dist/browser/arima/index.cjs.map +0 -1
  62. package/dist/browser/arima/index.js +0 -60
  63. package/dist/browser/arima/index.js.map +0 -1
  64. package/dist/browser/types/index.d.cjs +0 -2
  65. package/dist/browser/types/index.d.cjs.map +0 -1
  66. package/dist/browser/types/index.d.js +0 -1
  67. package/dist/browser/types/index.d.js.map +0 -1
  68. package/dist/node/arima/configurable/configurableArima.js +0 -66
  69. package/dist/node/arima/configurable/configurableArima.js.map +0 -1
  70. package/dist/node/arima/configurable/configurableArima.mjs +0 -32
  71. package/dist/node/arima/configurable/configurableArima.mjs.map +0 -1
  72. package/dist/node/arima/configurable/index.js +0 -68
  73. package/dist/node/arima/configurable/index.js.map +0 -1
  74. package/dist/node/arima/configurable/index.mjs +0 -32
  75. package/dist/node/arima/configurable/index.mjs.map +0 -1
  76. package/dist/node/arima/configured/arima.js +0 -79
  77. package/dist/node/arima/configured/arima.js.map +0 -1
  78. package/dist/node/arima/configured/arima.mjs +0 -42
  79. package/dist/node/arima/configured/arima.mjs.map +0 -1
  80. package/dist/node/arima/configured/index.js +0 -98
  81. package/dist/node/arima/configured/index.js.map +0 -1
  82. package/dist/node/arima/configured/index.mjs +0 -58
  83. package/dist/node/arima/configured/index.mjs.map +0 -1
  84. package/dist/node/arima/configured/seasonalArima.js +0 -83
  85. package/dist/node/arima/configured/seasonalArima.js.map +0 -1
  86. package/dist/node/arima/configured/seasonalArima.mjs +0 -46
  87. package/dist/node/arima/configured/seasonalArima.mjs.map +0 -1
  88. package/dist/node/arima/index.js +0 -102
  89. package/dist/node/arima/index.js.map +0 -1
  90. package/dist/node/arima/index.mjs +0 -60
  91. package/dist/node/arima/index.mjs.map +0 -1
  92. package/dist/node/types/index.d.js +0 -2
  93. package/dist/node/types/index.d.js.map +0 -1
  94. package/dist/node/types/index.d.mjs +0 -1
  95. package/dist/node/types/index.d.mjs.map +0 -1
@@ -1 +0,0 @@
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- {"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"]}
@@ -1,58 +0,0 @@
1
- var __defProp = Object.defineProperty;
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- var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
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-
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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) => {
10
- 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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-
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- // src/arima/configured/arima.ts
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- var arimaOpts = {
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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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- var arimaForecastingName = "arimaForecasting";
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- var arimaForecastingMethod = configurableArima(arimaOpts);
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-
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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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- P: 1,
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- Q: 1,
43
- d: 1,
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- p: 2,
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- q: 2,
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- s: 12
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- };
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- var seasonalArimaForecastingName = "seasonalArimaForecasting";
49
- var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
50
- export {
51
- arimaForecastingMethod,
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- arimaForecastingName,
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- arimaOpts,
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- seasonalArimaForecastingMethod,
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- seasonalArimaForecastingName,
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- seasonalArimaOpts
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- };
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- //# sourceMappingURL=index.mjs.map
@@ -1 +0,0 @@
1
- {"version":3,"sources":["../../../../src/arima/configurable/configurableArima.ts","../../../../src/arima/configured/arima.ts","../../../../src/arima/configured/seasonalArima.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","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":";;;;AAEA,OAAOA,WAA6B;AAE7B,IAAMC,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,MAAM;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":["ARIMA","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"]}
@@ -1,83 +0,0 @@
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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) => {
14
- if (from && typeof from === "object" || typeof from === "function") {
15
- for (let key of __getOwnPropNames(from))
16
- 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/configured/seasonalArima.ts
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- var seasonalArima_exports = {};
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- __export(seasonalArima_exports, {
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- seasonalArimaForecastingMethod: () => seasonalArimaForecastingMethod,
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- seasonalArimaForecastingName: () => seasonalArimaForecastingName,
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- seasonalArimaOpts: () => seasonalArimaOpts
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- });
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- module.exports = __toCommonJS(seasonalArima_exports);
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-
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- // src/arima/configurable/configurableArima.ts
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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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-
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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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- P: 1,
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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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- };
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- var seasonalArimaForecastingName = "seasonalArimaForecasting";
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- var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
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- // Annotate the CommonJS export names for ESM import in node:
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- 0 && (module.exports = {
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- seasonalArimaForecastingMethod,
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- seasonalArimaForecastingName,
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- seasonalArimaOpts
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- });
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- //# sourceMappingURL=seasonalArima.js.map
@@ -1 +0,0 @@
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"]}
@@ -1,46 +0,0 @@
1
- var __defProp = Object.defineProperty;
2
- var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
3
-
4
- // src/arima/configurable/configurableArima.ts
5
- import ARIMA from "arima";
6
- var commonOpts = {
7
- verbose: false
8
- };
9
- var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
10
- return (payloads, transformer) => {
11
- if (payloads.length === 0)
12
- return [];
13
- const values = payloads.map(transformer);
14
- const model = new ARIMA({
15
- ...commonOpts,
16
- ...opts
17
- }).train(values);
18
- const predictions = model.predict(predictionSteps);
19
- return predictions[0].map((value, index) => {
20
- const error = predictions[1][index];
21
- return {
22
- error,
23
- value
24
- };
25
- });
26
- };
27
- }, "configurableArima");
28
-
29
- // src/arima/configured/seasonalArima.ts
30
- var seasonalArimaOpts = {
31
- D: 0,
32
- P: 1,
33
- Q: 1,
34
- d: 1,
35
- p: 2,
36
- q: 2,
37
- s: 12
38
- };
39
- var seasonalArimaForecastingName = "seasonalArimaForecasting";
40
- var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
41
- export {
42
- seasonalArimaForecastingMethod,
43
- seasonalArimaForecastingName,
44
- seasonalArimaOpts
45
- };
46
- //# sourceMappingURL=seasonalArima.mjs.map
@@ -1 +0,0 @@
1
- {"version":3,"sources":["../../../../src/arima/configurable/configurableArima.ts","../../../../src/arima/configured/seasonalArima.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","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,OAAOA,WAA6B;AAE7B,IAAMC,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,MAAM;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,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":["ARIMA","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"]}
@@ -1,102 +0,0 @@
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/index.ts
32
- var arima_exports = {};
33
- __export(arima_exports, {
34
- arimaForecastingMethod: () => arimaForecastingMethod,
35
- arimaForecastingName: () => arimaForecastingName,
36
- arimaOpts: () => arimaOpts,
37
- commonOpts: () => commonOpts,
38
- configurableArima: () => configurableArima,
39
- seasonalArimaForecastingMethod: () => seasonalArimaForecastingMethod,
40
- seasonalArimaForecastingName: () => seasonalArimaForecastingName,
41
- seasonalArimaOpts: () => seasonalArimaOpts
42
- });
43
- module.exports = __toCommonJS(arima_exports);
44
-
45
- // src/arima/configurable/configurableArima.ts
46
- var import_arima = __toESM(require("arima"));
47
- var commonOpts = {
48
- verbose: false
49
- };
50
- var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
51
- return (payloads, transformer) => {
52
- if (payloads.length === 0)
53
- return [];
54
- const values = payloads.map(transformer);
55
- const model = new import_arima.default({
56
- ...commonOpts,
57
- ...opts
58
- }).train(values);
59
- const predictions = model.predict(predictionSteps);
60
- return predictions[0].map((value, index) => {
61
- const error = predictions[1][index];
62
- return {
63
- error,
64
- value
65
- };
66
- });
67
- };
68
- }, "configurableArima");
69
-
70
- // src/arima/configured/arima.ts
71
- var arimaOpts = {
72
- d: 1,
73
- p: 2,
74
- q: 2
75
- };
76
- var arimaForecastingName = "arimaForecasting";
77
- var arimaForecastingMethod = configurableArima(arimaOpts);
78
-
79
- // src/arima/configured/seasonalArima.ts
80
- var seasonalArimaOpts = {
81
- D: 0,
82
- P: 1,
83
- Q: 1,
84
- d: 1,
85
- p: 2,
86
- q: 2,
87
- s: 12
88
- };
89
- var seasonalArimaForecastingName = "seasonalArimaForecasting";
90
- var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
91
- // Annotate the CommonJS export names for ESM import in node:
92
- 0 && (module.exports = {
93
- arimaForecastingMethod,
94
- arimaForecastingName,
95
- arimaOpts,
96
- commonOpts,
97
- configurableArima,
98
- seasonalArimaForecastingMethod,
99
- seasonalArimaForecastingName,
100
- seasonalArimaOpts
101
- });
102
- //# sourceMappingURL=index.js.map
@@ -1 +0,0 @@
1
- {"version":3,"sources":["../../../src/arima/index.ts","../../../src/arima/configurable/configurableArima.ts","../../../src/arima/configured/arima.ts","../../../src/arima/configured/seasonalArima.ts"],"sourcesContent":["export * from './configurable'\nexport * from './configured'\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"]}
@@ -1,60 +0,0 @@
1
- var __defProp = Object.defineProperty;
2
- var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
3
-
4
- // src/arima/configurable/configurableArima.ts
5
- import ARIMA from "arima";
6
- var commonOpts = {
7
- verbose: false
8
- };
9
- var configurableArima = /* @__PURE__ */ __name((opts = commonOpts, predictionSteps = 10) => {
10
- return (payloads, transformer) => {
11
- if (payloads.length === 0)
12
- return [];
13
- const values = payloads.map(transformer);
14
- const model = new ARIMA({
15
- ...commonOpts,
16
- ...opts
17
- }).train(values);
18
- const predictions = model.predict(predictionSteps);
19
- return predictions[0].map((value, index) => {
20
- const error = predictions[1][index];
21
- return {
22
- error,
23
- value
24
- };
25
- });
26
- };
27
- }, "configurableArima");
28
-
29
- // src/arima/configured/arima.ts
30
- var arimaOpts = {
31
- d: 1,
32
- p: 2,
33
- q: 2
34
- };
35
- var arimaForecastingName = "arimaForecasting";
36
- var arimaForecastingMethod = configurableArima(arimaOpts);
37
-
38
- // src/arima/configured/seasonalArima.ts
39
- var seasonalArimaOpts = {
40
- D: 0,
41
- P: 1,
42
- Q: 1,
43
- d: 1,
44
- p: 2,
45
- q: 2,
46
- s: 12
47
- };
48
- var seasonalArimaForecastingName = "seasonalArimaForecasting";
49
- var seasonalArimaForecastingMethod = configurableArima(seasonalArimaOpts);
50
- export {
51
- arimaForecastingMethod,
52
- arimaForecastingName,
53
- arimaOpts,
54
- commonOpts,
55
- configurableArima,
56
- seasonalArimaForecastingMethod,
57
- seasonalArimaForecastingName,
58
- seasonalArimaOpts
59
- };
60
- //# sourceMappingURL=index.mjs.map
@@ -1 +0,0 @@
1
- {"version":3,"sources":["../../../src/arima/configurable/configurableArima.ts","../../../src/arima/configured/arima.ts","../../../src/arima/configured/seasonalArima.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","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":";;;;AAEA,OAAOA,WAA6B;AAE7B,IAAMC,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,MAAM;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":["ARIMA","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"]}
@@ -1,2 +0,0 @@
1
- "use strict";
2
- //# sourceMappingURL=index.d.js.map
@@ -1 +0,0 @@
1
- {"version":3,"sources":[],"sourcesContent":[],"mappings":"","names":[]}
@@ -1 +0,0 @@
1
- //# sourceMappingURL=index.d.mjs.map
@@ -1 +0,0 @@
1
- {"version":3,"sources":[],"sourcesContent":[],"mappings":"","names":[]}