ctsa
Version:
Univariate ARIMA model
23 lines (18 loc) • 423 B
JavaScript
const ctsa = require('.')
const n = 1000
const l = 30
const ts = Array(n).fill(0).map((v, i) => Math.sin(i / 3) + Math.random() / 1.5)
ts[100] = '--'
ts[500] = undefined
const [pred, errors] = ctsa.arima(ts.slice(0, n - l), l, {
method: 0,
optimizer: 6,
p: 10,
q: 0,
d: 1,
verbose: false
})
console.log('Ytrue,Ypred,Err')
pred.forEach((v, i) => {
console.log(ts[n - l + i] + ',' + v + ',' + errors[i])
})