moving-average-arima
Version:
ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting
10 lines (7 loc) • 327 B
JavaScript
const ARIMA = require('../../')
const ts = Array(10).fill(0).map((_, i) => i + Math.random() / 5)
const arima = new ARIMA({ 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('Data:', ts)
console.log('Predictions:', pred)
console.log('Errors:', errors)