@xyo-network/diviner-forecasting-method-arima 3.0.2 → 3.0.4
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/neutral/index.mjs.map +1 -1
- package/package.json +5 -5
- package/src/arima/configurable/configurableArima.ts +4 -3
- package/src/arima/configured/arima.ts +2 -2
- package/src/arima/configured/seasonalArima.ts +2 -2
- package/src/arima/configured/spec/arima.spec.ts +1 -1
- package/src/arima/configured/spec/seasonalArima.spec.ts +1 -1
- package/xy.config.ts +1 -1
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{"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
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{"version":3,"sources":["../../src/arima/configurable/configurableArima.ts","../../src/arima/configured/arima.ts","../../src/arima/configured/seasonalArima.ts"],"sourcesContent":["import type { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'\nimport type { Payload } from '@xyo-network/payload-model'\nimport type { ARIMAOptions } from 'arima'\nimport ARIMA 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 type { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'\nimport type { ARIMAOptions } from 'arima'\n\nimport { configurableArima } from '../configurable/index.ts'\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 type { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'\nimport type { ARIMAOptions } from 'arima'\n\nimport { configurableArima } from '../configurable/index.ts'\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":";;;;AAGA,OAAOA,WAAW;AAEX,IAAMC,aAA2B;EAAEC,SAAS;AAAM;AAIlD,IAAMC,oBAAoB,wBAACC,OAAqBH,YAAYI,kBAAkB,OAAE;AACrF,SAAO,CAACC,UAAqBC,gBAAAA;AAE3B,QAAID,SAASE,WAAW,EAAG,QAAO,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"]}
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package/package.json
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"publishConfig": {
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"access": "public"
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},
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"version": "3.0.
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"version": "3.0.4",
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"description": "XYO Archivist",
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"sideeffects": false,
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"engines": {
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"author": "Arie Trouw",
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"license": "LGPL-3.0-only",
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"dependencies": {
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"@xyo-network/diviner-forecasting-model": "^3.0.
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"@xyo-network/payload-model": "^3.0.
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"@xyo-network/diviner-forecasting-model": "^3.0.4",
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"@xyo-network/payload-model": "^3.0.4",
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"arima": "^0.2.5"
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},
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"devDependencies": {
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"@xylabs/ts-scripts-yarn3": "^4.0.0-rc.
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"@xylabs/tsconfig": "^4.0.0-rc.
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"@xylabs/ts-scripts-yarn3": "^4.0.0-rc.20",
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"@xylabs/tsconfig": "^4.0.0-rc.20",
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"typescript": "^5.5.4"
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},
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"type": "module"
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import { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'
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import { Payload } from '@xyo-network/payload-model'
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import
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import type { Forecast, ForecastingMethod, PayloadValueTransformer } from '@xyo-network/diviner-forecasting-model'
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import type { Payload } from '@xyo-network/payload-model'
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import type { ARIMAOptions } from 'arima'
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import ARIMA from 'arima'
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export const commonOpts: ARIMAOptions = { verbose: false }
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import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'
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import { ARIMAOptions } from 'arima'
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import type { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'
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import type { ARIMAOptions } from 'arima'
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import { configurableArima } from '../configurable/index.ts'
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import { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'
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import { ARIMAOptions } from 'arima'
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import type { ForecastingMethod } from '@xyo-network/diviner-forecasting-model'
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import type { ARIMAOptions } from 'arima'
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import { configurableArima } from '../configurable/index.ts'
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package/xy.config.ts
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