moving-average-arima
Version:
ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting
30 lines (24 loc) • 449 B
JavaScript
const { arimaModule } = require("../../dist/src/index"); // Change '../../' to 'arima'
const ts = Array(10)
.fill(0)
.map((_, i) => i + Math.random() / 5);
const arima = new arimaModule({
p: 2,
d: 1,
q: 2,
P: 0,
D: 0,
Q: 0,
S: 0,
verbose: false,
}).train(ts);
const [pred, errors] = arima.predict(10);
console.log(`
Sync compilation
Data:
${ts.join("\n")}
Predictions:
${pred.join("\n")}
Errors:
${errors.join("\n")}
`);