ts-arima-forecast/dist/utils/preprocessing.d.ts

TypeScript library for ARIMA, SARIMA (soon), and SARIMAX (soon) forecasting

export interface PreprocessingConfig {
    differenceOrder?: number;
    seasonalPeriod?: number;
    seasonalOrder?: number;
    stationarityThreshold?: number;
}
declare const _default: {
    difference: (data: number[], order?: number) => number[];
    seasonalDifference: (data: number[], seasonalPeriod: number, order?: number) => number[];
    undifference: (originalData: number[], diffData: number[], order?: number) => number[];
    checkStationarity: (data: number[], threshold?: number) => boolean;
    createDifferencingPipeline: (orders: number[]) => (data: number[]) => number[];
    createSeasonalDifferencingPipeline: (seasonalPeriods: number[], orders?: number[]) => (data: number[]) => number[];
    applyPreprocessing: (...steps: Array<(data: number[]) => number[]>) => (data: number[]) => number[];
    findOptimalDifferencingOrder: (data: number[], maxOrder?: number, threshold?: number) => number;
    findOptimalSeasonalPeriod: (data: number[], candidatePeriods: number[], threshold?: number) => number | null;
    createPreprocessor: (config: PreprocessingConfig) => (data: number[]) => number[];
    compose: <T>(...fns: Array<(arg: T) => T>) => (value: T) => T;
};
export default _default;
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