node-red-contrib-prib-functions 0.21.0 → 0.22.0

package/README.md

@@ -30,6 +30,8 @@ being outside 3 standard deviations from mean. This can be changed to median and
 A set of data analysis functions that can be run over an array of data
 
 Single value metrics:
+* autocorrelation
+* Autocovariance
 * Average/Mean
 * Maximum
 * Median
@@ -301,6 +303,8 @@ Test/example flow in test/generalTest.json
 
 # Version
 
+0.22.0 Add autocovariance + autocorealationship to real time data analystics, improves test
+
 0.21.0 Add lag/seasonal to real time data analystics
 
 0.20.3 Add difference + monitor system

package/dataAnalysis/arrayAverage.js

@@ -0,0 +1,13 @@
+const arrayTypesForEach=require("./arrayTypesForEach.js")
+require("./arraySum.js")
+
+arrayTypesForEach(object=>{
+	if(object.prototype.average==null)
+		Object.defineProperty(object.prototype, "average", {
+			value(i=0,end=this.length-1) {
+				return this.sum(i,end)/this.length;
+			},
+			writable: true,
+			configurable: true
+		});
+})

package/dataAnalysis/arraySum.js

@@ -1,3 +1,4 @@
+/*
 [Array,Float32Array,Float64Array].forEach(object=>{
 	if(object.prototype.sum==null)
 		Object.defineProperty(object.prototype, "sum", {
@@ -8,4 +9,17 @@
 			writable: true,
 			configurable: true
 		});
+})
+*/
+const arrayTypesForEach=require("./arrayTypesForEach.js")
+arrayTypesForEach(object=>{
+	if(object.prototype.sum==null)
+		Object.defineProperty(object.prototype, "sum", {
+			value(i=0,end=this.length-1,sum=0) {
+				for(;i<=end;i++) sum+=this[i];
+				return sum;
+			},
+			writable: true,
+			configurable: true
+		});
 })

package/dataAnalysis/arrayTypesForEach.js

@@ -0,0 +1,5 @@
+const typedArrays= {Array:Array,Int8Array:Int8Array,Uint8Array:Uint8Array,Uint8ClampedArray:Uint8ClampedArray,Int16Array:Int16Array,Uint16Array:Uint16Array,
+    Int32Array:Int32Array,Uint32Array:Uint32Array,Float32Array:Float32Array,
+    Float64Array:Float64Array,BigInt64Array:BigInt64Array,BigUint64Array:BigUint64Array}
+ 
+module.exports=(call)=>Object.keys(typedArrays).map(t=>typedArrays[t]).forEach(type=>call(type))

package/dataAnalysis/autocorrelation.js

@@ -0,0 +1,29 @@
+
+require("./arrayAverage.js");
+const arrayTypesForEach=require("./arrayTypesForEach.js")
+arrayTypesForEach(object=>{
+    if(object.prototype.autocovariance==null)
+        Object.defineProperty(object.prototype, "autocovariance", {
+            value(lag,avg=this.average()) {
+                let autoCov = 0
+                const vectorSize=this.length
+                const vectorSizeLagged=vectorSize-lag
+                for(let i=0; i<vectorSizeLagged; i++) {
+                    autoCov += ((this[i+lag])-avg)*(this[i]-avg)
+                }
+                return (1/(vectorSize-1))*autoCov
+            },
+            writable: true,
+            configurable: true
+        })
+})
+arrayTypesForEach(object=>{
+    if(object.prototype.autocorrelation==null)
+        Object.defineProperty(object.prototype, "autocorrelation", {
+            value(lag,avg=this.average()) {
+                return this.autocovariance(lag, avg) / this.autocovariance(0, avg)
+            },
+            writable: true,
+            configurable: true
+        })
+})

package/dataAnalysis/dataAnalysis.html

@@ -47,7 +47,7 @@
         		}
            	});
 	       	$("#node-input-action").change(function() {
-				if(["differenceSeasonal","differenceSeasonalSecondOrder","realtime","realtimePredict"].includes( $(this).val() )) {
+				if(["autocovariance","autocorrelation","differenceSeasonal","differenceSeasonalSecondOrder","realtime","realtimePredict"].includes( $(this).val() )) {
         			$(".form-row-http-in-lag").show(); 
         		} else {
         			$(".form-row-http-in-lag").hide();
@@ -158,6 +158,8 @@
     <div class="form-row">
         <label for="node-input-action"><i class="fa fa-list-ul"></i> Method</label>
         <select id="node-input-action" placeholder="action">
+            <option value="autocovariance">Autocovariance</option>
+            <option value="autocorrelation">Autocorrelation</option>
             <option value="avg">Average</option>
             <option value="covariance">Covariance</option>
             <option value="corelationship">Corelationship</option>

package/dataAnalysis/dataAnalysis.js

@@ -1,6 +1,7 @@
 const logger = new (require("node-red-contrib-logger"))("Data Analysis");
 logger.sendInfo("Copyright 2020 Jaroslav Peter Prib");
 
+require("./autocorrelation.js");
 require("./arrayLast");
 require("./arrayDifference")
 require("./arrayDifferenceSeasonal")
@@ -129,6 +130,8 @@ function getColumns(node) {
 	}
 }
 functions={
+	autocovariance:(d,term,node)=>d.autocovariance(node.lag),
+	autocorrelation:(d,term,node)=>d.autocorrelation(node.lag),
 	avg:(d)=>functions.sum(d)/d.length,
 	arrayMax:(d)=>{  // not tested
 		let max=[],indices

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "node-red-contrib-prib-functions",
-	"version": "0.21.0",
+	"version": "0.22.0",
 	"description": "Node-RED added node functions.",
 	"dependencies": {
 		"avsc": ">=5.7.7",
@@ -38,6 +38,8 @@
 		"adjoint",
 		"append",
 		"analysis",
+		"autocorrelation",
+		"autocovariance",
 		"average",
 		"avg",
 		"AVRO",

package/test/data/.config.nodes.json

@@ -448,7 +448,7 @@
     },
     "node-red-contrib-prib-functions": {
         "name": "node-red-contrib-prib-functions",
-        "version": "0.21.0",
+        "version": "0.22.0",
         "local": true,
         "user": true,
         "nodes": {

package/test/data/.config.nodes.json.backup

@@ -448,7 +448,7 @@
     },
     "node-red-contrib-prib-functions": {
         "name": "node-red-contrib-prib-functions",
-        "version": "0.20.4",
+        "version": "0.21.0",
         "local": true,
         "user": true,
         "nodes": {

package/test/data/.flow.json.backup

@@ -1238,6 +1238,102 @@
             ]
         ]
     },
+    {
+        "id": "b7da7a9e30699c6f",
+        "type": "Data Analysis",
+        "z": "cf595649.931658",
+        "name": "",
+        "action": "autocorrelation",
+        "columns": "",
+        "lag": 1,
+        "outputs": 2,
+        "outliersBase": "avg",
+        "outliersStdDevs": "3",
+        "term": 10,
+        "keyProperty": "msg.topic",
+        "dataProperty": "msg.payload",
+        "dataProperties": [
+            "msg.payload[0]",
+            "msg.payload[1]"
+        ],
+        "x": 520,
+        "y": 420,
+        "wires": [
+            [
+                "542b732966669deb"
+            ],
+            []
+        ]
+    },
+    {
+        "id": "114d327f05e06720",
+        "type": "test",
+        "z": "cf595649.931658",
+        "name": "autocovariance data",
+        "errorFactor": "",
+        "escapeString": false,
+        "infiniteIsNull": false,
+        "payload": "[0.05,0.01,-0.02,0.03,-0.04,0.06,0.02,-0.01,-0.03,0.04]",
+        "payloadType": "json",
+        "result": "-0.38",
+        "resultType": "num",
+        "resultProperty": "msg.result",
+        "topic": "",
+        "x": 160,
+        "y": 420,
+        "wires": [
+            [
+                "b7da7a9e30699c6f"
+            ],
+            [
+                "da932227f003cc83"
+            ],
+            [
+                "74920ca767d590ba"
+            ]
+        ]
+    },
+    {
+        "id": "da932227f003cc83",
+        "type": "debug",
+        "z": "cf595649.931658",
+        "name": "error",
+        "active": true,
+        "tosidebar": true,
+        "console": false,
+        "tostatus": false,
+        "complete": "true",
+        "targetType": "full",
+        "statusVal": "",
+        "statusType": "auto",
+        "x": 710,
+        "y": 340,
+        "wires": []
+    },
+    {
+        "id": "542b732966669deb",
+        "type": "Monitor Flow",
+        "z": "cf595649.931658",
+        "name": "",
+        "x": 390,
+        "y": 340,
+        "wires": [
+            [
+                "114d327f05e06720"
+            ]
+        ]
+    },
+    {
+        "id": "74920ca767d590ba",
+        "type": "Monitor Flow",
+        "z": "cf595649.931658",
+        "name": "",
+        "x": 370,
+        "y": 500,
+        "wires": [
+            []
+        ]
+    },
     {
         "id": "ffd72c7.5d152d",
         "type": "Host Available",
@@ -1668,7 +1764,7 @@
         "type": "matrix",
         "z": "ae9957f07bd56e1b",
         "name": "",
-        "action": "define",
+        "action": "defineEmpty",
         "args": [
             "rows",
             "columns",
@@ -1705,7 +1801,7 @@
         "value-type": "msg",
         "vector": "payload",
         "vector-type": "msg",
-        "x": 290,
+        "x": 310,
         "y": 260,
         "wires": [
             [

package/test/data/flow.json

@@ -1238,6 +1238,102 @@
             ]
         ]
     },
+    {
+        "id": "b7da7a9e30699c6f",
+        "type": "Data Analysis",
+        "z": "cf595649.931658",
+        "name": "",
+        "action": "autocorrelation",
+        "columns": "",
+        "lag": 1,
+        "outputs": 2,
+        "outliersBase": "avg",
+        "outliersStdDevs": "3",
+        "term": 10,
+        "keyProperty": "msg.topic",
+        "dataProperty": "msg.payload",
+        "dataProperties": [
+            "msg.payload[0]",
+            "msg.payload[1]"
+        ],
+        "x": 520,
+        "y": 420,
+        "wires": [
+            [
+                "542b732966669deb"
+            ],
+            []
+        ]
+    },
+    {
+        "id": "114d327f05e06720",
+        "type": "test",
+        "z": "cf595649.931658",
+        "name": "autocovariance data",
+        "errorFactor": "0.001",
+        "escapeString": false,
+        "infiniteIsNull": false,
+        "payload": "[0.05,0.01,-0.02,0.03,-0.04,0.06,0.02,-0.01,-0.03,0.04]",
+        "payloadType": "json",
+        "result": "-0.38",
+        "resultType": "num",
+        "resultProperty": "msg.result",
+        "topic": "",
+        "x": 160,
+        "y": 420,
+        "wires": [
+            [
+                "b7da7a9e30699c6f"
+            ],
+            [
+                "da932227f003cc83"
+            ],
+            [
+                "74920ca767d590ba"
+            ]
+        ]
+    },
+    {
+        "id": "da932227f003cc83",
+        "type": "debug",
+        "z": "cf595649.931658",
+        "name": "error",
+        "active": true,
+        "tosidebar": true,
+        "console": false,
+        "tostatus": false,
+        "complete": "true",
+        "targetType": "full",
+        "statusVal": "",
+        "statusType": "auto",
+        "x": 710,
+        "y": 340,
+        "wires": []
+    },
+    {
+        "id": "542b732966669deb",
+        "type": "Monitor Flow",
+        "z": "cf595649.931658",
+        "name": "",
+        "x": 390,
+        "y": 340,
+        "wires": [
+            [
+                "114d327f05e06720"
+            ]
+        ]
+    },
+    {
+        "id": "74920ca767d590ba",
+        "type": "Monitor Flow",
+        "z": "cf595649.931658",
+        "name": "",
+        "x": 370,
+        "y": 500,
+        "wires": [
+            []
+        ]
+    },
     {
         "id": "ffd72c7.5d152d",
         "type": "Host Available",

package/test/dataAnalysisExtensions.js

@@ -158,6 +158,13 @@ describe('sum', function(){
 		done();
 	});
 });	
+describe('average', function(){
+	require("../dataAnalysis/arrayAverage.js");
+	it("array 1 to 4", function(done){
+		assert.deepEqual([1,2,3,4].average(),(1+2+3+4)/4)
+		done();
+	});
+});	
 describe('sumSquared', function(){
 	require("../dataAnalysis/arraySumSquared.js");
 	it("array 1 to 4", function(done){
@@ -468,4 +475,17 @@ describe('pca', function(){
 		console.log(multiplyMatrix(matrix,3,2,[[1,1],[1,1]]));
 		done();
 	})
+	describe('autocovariance', function(){ //autocorrelation
+		require("../dataAnalysis/autocorrelation.js");
+		const data=[0.05,0.01,-0.02,0.03,-0.04,0.06,0.02,-0.01,-0.03,0.04]
+		it("autocovariance", function(done){
+			assert.deepEqual(data.autocovariance(1).toFixed(5),-0.00046)
+			done();
+		});
+		it("autocorrelation", function(done){
+			assert.deepEqual(data.autocorrelation(1).toFixed(2),-0.38)
+			done();
+		});
+
+	});	
 });

package/testing/test.html

@@ -46,7 +46,11 @@
 		<input type="number" id="node-input-errorFactor" list="defaultErrorFactors" >
 		<datalist id="defaultErrorFactors">
 			<option value="0">
+			<option value="0.1">
+			<option value="0.01">
 			<option value="0.001">
+			<option value="0.0001">
+			<option value="0.00001">
 			<option value="0.000001">
 			<option value="0.000000001">
 		</datalist>

package/testing/test.js

@@ -37,7 +37,7 @@ function equalObjects(obj1,obj2,errorFactor,callEquals=()=>true,callNotEquals=()
 	if( Number.isNaN(obj1) && obj2==="NaN") return callEquals();
 	const obj1type=typeof obj1;
 	if(  obj1type != typeof obj2 ) return callNotEquals();
-	if(errorFactor &&  obj1type=="number") return (Math.abs(obj2-obj1)/obj2)<errorFactor; 
+	if(errorFactor &&  obj1type=="number") return (Math.abs(obj2-obj1)/obj2)<errorFactor?callEquals():callNotEquals(); 
 	if( !(obj1 instanceof Object) ) return callNotEquals(); 
 	if( Object.keys(obj1).length !== Object.keys(obj2).length ) return callNotEquals();
 	try{