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moving-average-arima

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ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting

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"use strict"; var ARIMAPromise = require('../../async'); // Change '../../async' to 'arima/async' ARIMAPromise.then(function (ARIMA) { var ts = Array(10).fill(0).map(function (_, i) { return i + Math.random() / 5; }); var arima = new ARIMA({ p: 2, d: 1, q: 2, P: 0, D: 0, Q: 0, S: 0, verbose: false }).train(ts); var _a = arima.predict(10), pred = _a[0], errors = _a[1]; document.getElementById('output').innerText = "\nAsync compilation\n\nData:\n" + ts.join('\n') + "\n\nPredictions:\n" + pred.join('\n') + "\n\nErrors:\n" + errors.join('\n') + "\n"; });