moving-average-arima
Version:
ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting
18 lines (17 loc) • 547 B
JavaScript
;
var ARIMA = require("../../dist/src/"); // Change '../../' to '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 = "\nSync compilation\n\nData: \n" + ts.join("\n") + "\n\nPredictions: \n" + pred.join("\n") + "\n\nErrors: \n" + errors.join("\n") + "\n";