@ai-on-browser/data-analysis-models
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Data analysis model package without any dependencies
51 lines (50 loc) • 1.41 kB
TypeScript
/**
* Least-squares density difference
*/
export class LSDD {
/**
* @param {number[]} sigma Sigmas of normal distribution
* @param {number[]} lambda Regularization parameters
*/
constructor(sigma: number[], lambda: number[]);
_sigma_cand: number[];
_lambda_cand: number[];
_kernel_gaussian(x: any, c: any, s: any): Matrix<number[]>;
/**
* Fit model.
* @param {Array<Array<number>>} x1 Left value
* @param {Array<Array<number>>} x2 Right value
*/
fit(x1: Array<Array<number>>, x2: Array<Array<number>>): void;
_centers: Matrix<any>;
_sigma: number;
_lambda: number;
_kw: Matrix<number>;
/**
* Returns estimated values.
* @param {Array<Array<number>>} x Sample data
* @returns {number[]} Predicted values
*/
predict(x: Array<Array<number>>): number[];
}
/**
* LSDD for change point detection
*/
export class LSDDCPD {
/**
* @param {number} w Window size
* @param {number} [take] Take number
* @param {number} [lag] Lag
*/
constructor(w: number, take?: number, lag?: number);
_window: number;
_take: number;
_lag: number;
/**
* Returns anomaly degrees.
* @param {Array<Array<number>>} datas Sample data
* @returns {number[]} Predicted values
*/
predict(datas: Array<Array<number>>): number[];
}
import Matrix from '../util/matrix.js';