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moving-average-arima

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

30 lines (24 loc) 449 B
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")} `);