moving-average-arima/dist/example/node/example-node.js

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

"use strict";
var ARIMA = require('../../');
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];
console.log('Data:', ts);
console.log('Predictions:', pred);
console.log('Errors:', errors);