ts-arima-forecast
Version:
TypeScript library for ARIMA, SARIMA (soon), and SARIMAX (soon) forecasting
12 lines • 366 B
TypeScript
export interface ModelSelection {
bestParams: any;
bestScore: number;
allResults: Array<{
params: any;
score: number;
}>;
}
export declare class AutoARIMA {
static findBestARIMA(data: number[], maxP?: number, maxD?: number, maxQ?: number, criterion?: 'aic' | 'bic'): ModelSelection;
}
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