Comments (3)
I have the same problem but I get coifs as [NAN,NAN,NAN...]
from timeseries-analysis.
Seems that in my case #2 has the solution - my dataset is not large enough
from timeseries-analysis.
@ujjwalgarg1995 @Laurix1983 you can experiment with a smaller degree, as well as use ARLeastSquare instead of ARMaxEntropy, which uses the method of Least Squares to extract the coefficients. Code sample as follows:
const timeseries = require("timeseries-analysis");
const data = [
['2019-04-15T03:00:00.000Z', 0],
['2019-04-16T03:00:00.000Z', 1],
['2019-04-17T03:00:00.000Z', 3],
['2019-04-18T03:00:00.000Z', 6],
['2019-04-19T03:00:00.000Z', 8],
['2019-04-20T03:00:00.000Z', 9]
];
const currentTimeSeries = new timeseries.main(data);
const coeffs = currentTimeSeries.ARLeastSquare({degree: 3});
console.log('coeffs', coeffs);
I've also found that in order to make the forecast meaningful using real-world data, It's better to use a subset of the data that's closer to the estimated value, as mentioned in #10:
const coeffsslice = currentTimeSeries.ARMaxEntropy({
data: currentTimeSeries.data.slice(0, 4),
degree: 3
});
console.log('slicedcoeff', coeffsslice);
Keeping in mind that the way the coefficients are used to construct the forecast differs between ARMaxEntropy and ARLeastSquares. You can check the source code for this on line 801 of timeseries-analysis.js.
from timeseries-analysis.
Related Issues (16)
- Pure Javascript implementation? HOT 2
- coeffs NaN HOT 5
- Getting forecasted point HOT 2
- Method author? HOT 2
- Forecasting data form existing data set. HOT 4
- google chart url broken HOT 1
- From mongoose, get date from nested element
- anyupdates HOT 4
- Forecasting Data HOT 3
- Feature request: MA for time period even if data is missing HOT 3
- Returning NAN after length of indicator.
- Reference for smoother() HOT 2
- Request to make forecasting new values feature work
- Timeseries Analysis Version 2
- [feature] configure graph type
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from timeseries-analysis.