arima
Version:
ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting
19 lines (13 loc) • 424 B
JavaScript
const ARIMA = require('../../') // Change '../../' to 'arima'
const ts = Array(10).fill(0).map((_, i) => i + Math.random() / 5)
const arima = new ARIMA({ p: 2, d: 1, q: 2, P: 0, D: 0, Q: 0, S: 0, verbose: false }).train(ts)
const [pred, errors] = arima.predict(10)
document.getElementById('output').innerText = `
Sync compilation
Data:
${ts.join('\n')}
Predictions:
${pred.join('\n')}
Errors:
${errors.join('\n')}
`