JavaScript bindings for the augurs time series library.
npm install @bsull/augurs
JavaScript bindings for the augurs time series framework.
Add this package to your project with:
``bash`
npm install @bsull/augurs
Full usage docs are still to come, but here's a quick example:
`js
import initProphet, { Prophet } from '@bsull/augurs/prophet';
import initTransforms, { Pipeline, Transform } from '@bsull/augurs/transforms';
// Note: you'll need this extra package if you want to use the Prophet model.
import { optimizer } from '@bsull/augurs-prophet-wasmstan';
// Initialize the WASM components before using any augurs functions.
await Promise.all([initProphet(), initTransforms()]);
// Create a pipeline which will apply a Yeo-Johnson transform and a standard scaler.
const pipeline = new Pipeline([
new Transform('yeoJohnson'),
new Transform('standardScaler'),
]);
// Create a Prophet model with the WASM-based optimizer.
const prophet = new Prophet({ optimizer });
const ds = [1704067200, 1704871384, 1705675569, 1706479753, 1707283938, 1708088123,
const y = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0];
// Fit the pipeline to the data.
const yTransformed = pipeline.fitTransform(y);
// Fit the Prophet model to the transformed data.
prophet.fit({ ds, y: yTransformed });
// Make in-sample predictions and back-transform them.
const preds = prophet.predict();
const yhat = {
point: pipeline.inverseTransform(preds.yhat.point),
intervals: {
lower: pipeline.inverseTransform(preds.yhat.lower),
upper: pipeline.inverseTransform(preds.yhat.upper),
},
};
``
See the documentation for more information.
This project is dual-licensed under the Apache 2.0 and MIT licenses.