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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 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";