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No commits in common. "main" and "convolution" have entirely different histories.
main
...
convolutio
17 changed files with 649 additions and 1463 deletions
46
api-documentation.html
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46
api-documentation.html
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File diff suppressed because one or more lines are too long
35
package.json
35
package.json
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@ -1,35 +0,0 @@
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{
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"name": "analytics-api",
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"version": "1.0.0",
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"main": "index.js",
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"scripts": {
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"test": "echo \"Error: no test specified\" && exit 1"
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},
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"keywords": [],
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"author": "",
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"license": "ISC",
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"description": "",
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"dependencies": {
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"cors": "^2.8.5",
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"date-fns": "^4.1.0",
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"express": "^4.21.2",
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"lodash": "^4.17.21",
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"mathjs": "^14.6.0",
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"swagger-ui-express": "^5.0.1"
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},
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"devDependencies": {
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"@types/cors": "^2.8.19",
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"@types/express": "^4.17.23",
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"@types/jest": "^30.0.0",
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"@types/lodash": "^4.17.20",
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"@types/node": "^24.3.0",
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"@types/swagger-jsdoc": "^6.0.4",
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"@types/swagger-ui-express": "^4.1.8",
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"concurrently": "^9.2.1",
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"jest": "^30.1.3",
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"swagger-jsdoc": "^6.2.8",
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"ts-jest": "^29.4.4",
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"ts-node": "^10.9.2",
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"typescript": "^5.9.2"
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}
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}
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@ -48,7 +48,7 @@ export function calculateLinearRegression(yValues: number[]): LinearRegressionMo
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// Cast the result of math.sum to a Number
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// Cast the result of math.sum to a Number
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const correlationNumerator = Number(math.sum(xValues.map((x, i) => (x - meanX) * (yValues[i] - meanY))));
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const correlationNumerator = Number(math.sum(xValues.map((x, i) => (x - meanX) * (yValues[i] - meanY))));
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const correlation = correlationNumerator / ((xValues.length) * stdDevX * stdDevY);
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const correlation = correlationNumerator / ((xValues.length - 1) * stdDevX * stdDevY);
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const slope = correlation * (stdDevY / stdDevX);
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const slope = correlation * (stdDevY / stdDevX);
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const intercept = meanY - slope * meanX;
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const intercept = meanY - slope * meanX;
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613
server.ts
613
server.ts
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@ -6,51 +6,350 @@
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import express from 'express';
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import express from 'express';
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import swaggerJsdoc from 'swagger-jsdoc';
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import swaggerJsdoc from 'swagger-jsdoc';
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import swaggerUi from 'swagger-ui-express';
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import swaggerUi from 'swagger-ui-express';
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import cors from 'cors';
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import * as math from 'mathjs';
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import * as _ from 'lodash';
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// Assuming these files exist in the same directory
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// These imports assume the files exist in the same directory
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// import { KMeans, KMeansOptions } from './kmeans';
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// import { KMeans, KMeansOptions } from './kmeans';
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// import { getWeekNumber, getSameWeekDayLastYear } from './time-helper';
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// import { getWeekNumber, getSameWeekDayLastYear } from './time-helper';
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// import { calculateLinearRegression, generateForecast, calculatePredictionIntervals, ForecastResult } from './prediction';
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// import { calculateLinearRegression, generateForecast, calculatePredictionIntervals, ForecastResult } from './prediction';
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import { SignalProcessor, SmoothingOptions, EdgeDetectionOptions } from './services/signal_processing_convolution';
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import { SignalProcessor, SmoothingOptions, EdgeDetectionOptions } from './signal_processing_convolution';
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import { TimeSeriesAnalyzer, ARIMAOptions } from './services/timeseries';
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import { convolve1D, ConvolutionKernels } from './convolution'; // Direct import for new functions
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import { AnalysisPipelines } from './services/analysis_pipelines';
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import { convolve1D, convolve2D, ConvolutionKernels } from './services/convolution';
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interface KMeansOptions {}
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import { DataSeries, DataMatrix, Condition, ApiResponse } from './types/index';
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class KMeans {
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import { handleError, validateSeries, validateMatrix } from './services/analytics_engine';
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constructor(p: any, n: any, o: any) {}
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import { ForecastResult } from './services/prediction';
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run = () => ({ clusters: [] })
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import { analytics } from './services/analytics_engine';
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}
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import { purchaseRate, liftValue, costRatio, grossMarginRate, averageSpendPerCustomer, purchaseIndex } from './services/retail_metrics';
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const getWeekNumber = (d: string) => 1;
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import { RollingWindow } from './services/rolling_window';
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const getSameWeekDayLastYear = (d: string) => new Date().toISOString();
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import { pivotTable, PivotOptions } from './services/pivot_table';
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interface ForecastResult {}
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const calculateLinearRegression = (v: any) => ({slope: 1, intercept: 0});
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const generateForecast = (m: any, l: any, p: any) => [];
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const calculatePredictionIntervals = (v: any, m: any, f: any) => [];
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// Initialize Express app
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const app = express();
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const app = express();
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app.use(express.json());
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app.use(express.json());
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app.use(cors()); // <-- 2. ENABLE CORS FOR ALL ROUTES
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const PORT = process.env.PORT || 3000;
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const PORT = process.env.PORT || 3000;
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const swaggerOptions = {
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const swaggerOptions = {
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swaggerDefinition: {
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swaggerDefinition: {
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openapi: '3.0.0',
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openapi: '3.0.0',
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info: {
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info: {
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title: 'My Express API',
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title: 'My Express API',
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version: '1.0.0',
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version: '1.0.0',
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description: 'API documentation for my awesome Express app',
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description: 'API documentation for my awesome Express app',
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},
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servers: [
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{
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url: `http://localhost:${PORT}`,
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},
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],
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},
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},
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servers: [
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apis: ["./server.ts"], // Pointing to this file for Swagger docs
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{
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url: `http://localhost:${PORT}`,
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},
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],
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},
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apis: ["./server.ts"], // Pointing to the correct, renamed file
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};
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};
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const swaggerSpec = swaggerJsdoc(swaggerOptions);
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const swaggerSpec = swaggerJsdoc(swaggerOptions);
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app.use('/api-docs', swaggerUi.serve, swaggerUi.setup(swaggerSpec));
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app.use('/api-docs', swaggerUi.serve, swaggerUi.setup(swaggerSpec));
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// ========================================
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// TYPE DEFINITIONS
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// ========================================
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interface DataSeries {
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values: number[];
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labels?: string[];
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}
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interface DataMatrix {
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data: number[][];
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columns?: string[];
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rows?: string[];
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}
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interface Condition {
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field: string;
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operator: '>' | '<' | '=' | '>=' | '<=' | '!=';
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value: number | string;
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}
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interface ApiResponse<T> {
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success: boolean;
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data?: T;
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error?: string;
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}
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// ========================================
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// HELPER FUNCTIONS
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// ========================================
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const handleError = (error: unknown): string => {
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return error instanceof Error ? error.message : 'Unknown error';
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};
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const validateSeries = (series: DataSeries): void => {
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if (!series || !Array.isArray(series.values) || series.values.length === 0) {
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throw new Error('Series must contain at least one value');
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}
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};
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const validateMatrix = (matrix: DataMatrix): void => {
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if (!matrix || !Array.isArray(matrix.data) || matrix.data.length === 0) {
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throw new Error('Matrix must contain at least one row');
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}
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};
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/**
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* A helper class to provide a fluent API for rolling window calculations.
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*/
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class RollingWindow {
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private windows: number[][];
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constructor(windows: number[][]) {
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this.windows = windows;
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}
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mean(): number[] {
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return this.windows.map(window => Number(math.mean(window)));
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}
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sum(): number[] {
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return this.windows.map(window => _.sum(window));
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}
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min(): number[] {
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return this.windows.map(window => Math.min(...window));
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}
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max(): number[] {
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return this.windows.map(window => Math.max(...window));
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}
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toArray(): number[][] {
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return this.windows;
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}
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}
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// ========================================
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// ANALYTICS ENGINE (Simplified)
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// ========================================
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class AnalyticsEngine {
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private applyConditions(series: DataSeries, conditions: Condition[] = []): number[] {
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if (conditions.length === 0) return series.values;
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return series.values; // TODO: Implement filtering
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}
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// Basic statistical functions
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unique(series: DataSeries): number[] {
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validateSeries(series);
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return _.uniq(series.values);
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}
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mean(series: DataSeries, conditions: Condition[] = []): number {
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validateSeries(series);
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const filteredValues = this.applyConditions(series, conditions);
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if (filteredValues.length === 0) throw new Error('No data points match conditions');
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return Number(math.mean(filteredValues));
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}
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count(series: DataSeries, conditions: Condition[] = []): number {
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validateSeries(series);
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const filteredValues = this.applyConditions(series, conditions);
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if (filteredValues.length === 0) throw new Error('No data points match conditions');
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return filteredValues.length;
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}
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variance(series: DataSeries, conditions: Condition[] = []): number {
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validateSeries(series);
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const filteredValues = this.applyConditions(series, conditions);
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if (filteredValues.length === 0) throw new Error('No data points match conditions');
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return Number(math.variance(filteredValues));
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}
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standardDeviation(series: DataSeries, conditions: Condition[] = []): number {
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validateSeries(series);
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const filteredValues = this.applyConditions(series, conditions);
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if (filteredValues.length === 0) throw new Error('No data points match conditions');
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return Number(math.std(filteredValues));
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}
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percentile(series: DataSeries, percent: number, ascending: boolean = true, conditions: Condition[] = []): number {
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validateSeries(series);
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const filteredValues = this.applyConditions(series, conditions);
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if (filteredValues.length === 0) throw new Error('No data points match conditions');
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const sorted = ascending ? _.sortBy(filteredValues) : _.sortBy(filteredValues).reverse();
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const index = (percent / 100) * (sorted.length - 1);
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const lower = Math.floor(index);
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const upper = Math.ceil(index);
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const weight = index % 1;
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return sorted[lower] * (1 - weight) + sorted[upper] * weight;
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}
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median(series: DataSeries, conditions: Condition[] = []): number {
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return this.percentile(series, 50, true, conditions);
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}
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mode(series: DataSeries, conditions: Condition[] = []): number[] {
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validateSeries(series);
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const filteredValues = this.applyConditions(series, conditions);
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const frequency = _.countBy(filteredValues);
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const maxFreq = Math.max(...Object.values(frequency));
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return Object.keys(frequency)
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.filter(key => frequency[key] === maxFreq)
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.map(Number);
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}
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max(series: DataSeries, conditions: Condition[] = []): number {
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validateSeries(series);
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const filteredValues = this.applyConditions(series, conditions);
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|
if (filteredValues.length === 0) throw new Error('No data points match conditions');
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return Math.max(...filteredValues);
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}
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min(series: DataSeries, conditions: Condition[] = []): number {
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validateSeries(series);
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|
const filteredValues = this.applyConditions(series, conditions);
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|
if (filteredValues.length === 0) throw new Error('No data points match conditions');
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return Math.min(...filteredValues);
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|
}
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correlation(series1: DataSeries, series2: DataSeries): number {
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validateSeries(series1);
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|
validateSeries(series2);
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|
|
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|
if (series1.values.length !== series2.values.length) {
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|
throw new Error('Series must have same length for correlation');
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|
}
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|
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|
const x = series1.values;
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|
const y = series2.values;
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const n = x.length;
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|
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|
const sumX = _.sum(x);
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const sumY = _.sum(y);
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const sumXY = _.sum(x.map((xi, i) => xi * y[i]));
|
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|
const sumX2 = _.sum(x.map(xi => xi * xi));
|
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|
const sumY2 = _.sum(y.map(yi => yi * yi));
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|
|
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|
const numerator = n * sumXY - sumX * sumY;
|
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|
const denominator = Math.sqrt((n * sumX2 - sumX * sumX) * (n * sumY2 - sumY * sumY));
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|
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return numerator / denominator;
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|
}
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|
|
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|
// Rolling window functions
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|
rolling(series: DataSeries, windowSize: number): RollingWindow {
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|
validateSeries(series);
|
||||||
|
if (windowSize <= 0) {
|
||||||
|
throw new Error('Window size must be a positive number.');
|
||||||
|
}
|
||||||
|
if (series.values.length < windowSize) {
|
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|
return new RollingWindow([]);
|
||||||
|
}
|
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|
|
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|
const windows: number[][] = [];
|
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|
for (let i = 0; i <= series.values.length - windowSize; i++) {
|
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|
const window = series.values.slice(i, i + windowSize);
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|
windows.push(window);
|
||||||
|
}
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|
return new RollingWindow(windows);
|
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|
}
|
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|
|
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|
movingAverage(series: DataSeries, windowSize: number): number[] {
|
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|
return this.rolling(series, windowSize).mean();
|
||||||
|
}
|
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|
|
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|
// K-means wrapper (uses imported KMeans class)
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kmeans(matrix: DataMatrix, nClusters: number, options: KMeansOptions = {}): { clusters: number[][][], centroids: number[][] } {
|
||||||
|
validateMatrix(matrix);
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|
const points: number[][] = matrix.data;
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|
|
||||||
|
// Use the new MiniBatchKMeans class
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|
const kmeans = new KMeans(points, nClusters, options);
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|
const result = kmeans.run();
|
||||||
|
|
||||||
|
const centroids = result.clusters.map(c => (c as any).centroid);
|
||||||
|
const clusters = result.clusters.map(c => (c as any).points);
|
||||||
|
|
||||||
|
return { clusters, centroids };
|
||||||
|
}
|
||||||
|
|
||||||
|
// Time helper wrapper functions
|
||||||
|
getWeekNumber(dateString: string): number {
|
||||||
|
return getWeekNumber(dateString);
|
||||||
|
}
|
||||||
|
|
||||||
|
getSameWeekDayLastYear(dateString: string): string {
|
||||||
|
return getSameWeekDayLastYear(dateString);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Retail functions
|
||||||
|
purchaseRate(productPurchases: number, totalTransactions: number): number {
|
||||||
|
if (totalTransactions === 0) throw new Error('Total transactions cannot be zero');
|
||||||
|
return (productPurchases / totalTransactions) * 100;
|
||||||
|
}
|
||||||
|
|
||||||
|
liftValue(jointPurchaseRate: number, productAPurchaseRate: number, productBPurchaseRate: number): number {
|
||||||
|
const expectedJointRate = productAPurchaseRate * productBPurchaseRate;
|
||||||
|
if (expectedJointRate === 0) throw new Error('Expected joint rate cannot be zero');
|
||||||
|
return jointPurchaseRate / expectedJointRate;
|
||||||
|
}
|
||||||
|
|
||||||
|
costRatio(cost: number, salePrice: number): number {
|
||||||
|
if (salePrice === 0) throw new Error('Sale price cannot be zero');
|
||||||
|
return cost / salePrice;
|
||||||
|
}
|
||||||
|
|
||||||
|
grossMarginRate(salePrice: number, cost: number): number {
|
||||||
|
if (salePrice === 0) throw new Error('Sale price cannot be zero');
|
||||||
|
return (salePrice - cost) / salePrice;
|
||||||
|
}
|
||||||
|
|
||||||
|
averageSpendPerCustomer(totalRevenue: number, numberOfCustomers: number): number {
|
||||||
|
if (numberOfCustomers === 0) {
|
||||||
|
throw new Error('Number of customers cannot be zero');
|
||||||
|
}
|
||||||
|
return totalRevenue / numberOfCustomers;
|
||||||
|
}
|
||||||
|
|
||||||
|
purchaseIndex(totalItemsSold: number, numberOfCustomers: number): number {
|
||||||
|
if (numberOfCustomers === 0) {
|
||||||
|
throw new Error('Number of customers cannot be zero');
|
||||||
|
}
|
||||||
|
return (totalItemsSold / numberOfCustomers) * 1000;
|
||||||
|
}
|
||||||
|
|
||||||
|
// ========================================
|
||||||
|
// Prediction functions
|
||||||
|
// ========================================
|
||||||
|
|
||||||
|
timeSeriesForecast(series: DataSeries, forecastPeriods: number): ForecastResult {
|
||||||
|
validateSeries(series);
|
||||||
|
|
||||||
|
const model = calculateLinearRegression(series.values);
|
||||||
|
const forecast = generateForecast(model, series.values.length, forecastPeriods);
|
||||||
|
const predictionIntervals = calculatePredictionIntervals(series.values, model, forecast);
|
||||||
|
|
||||||
|
return {
|
||||||
|
forecast,
|
||||||
|
predictionIntervals,
|
||||||
|
modelParameters: {
|
||||||
|
slope: model.slope,
|
||||||
|
intercept: model.intercept,
|
||||||
|
},
|
||||||
|
};
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Initialize analytics engine
|
||||||
|
const analytics = new AnalyticsEngine();
|
||||||
|
|
||||||
// ========================================
|
// ========================================
|
||||||
// API ROUTES
|
// API ROUTES
|
||||||
// ========================================
|
// ========================================
|
||||||
|
|
@ -479,45 +778,6 @@ app.post('/api/correlation', (req, res) => {
|
||||||
}
|
}
|
||||||
});
|
});
|
||||||
|
|
||||||
/**
|
|
||||||
* @swagger
|
|
||||||
* /api/pivot-table:
|
|
||||||
* post:
|
|
||||||
* summary: Generate a pivot table from records
|
|
||||||
* description: Returns a pivot table based on the provided data and options
|
|
||||||
* tags: [Data Transformation]
|
|
||||||
* requestBody:
|
|
||||||
* required: true
|
|
||||||
* content:
|
|
||||||
* application/json:
|
|
||||||
* schema:
|
|
||||||
* type: object
|
|
||||||
* properties:
|
|
||||||
* data:
|
|
||||||
* type: array
|
|
||||||
* items:
|
|
||||||
* type: object
|
|
||||||
* description: Array of records to pivot
|
|
||||||
* options:
|
|
||||||
* $ref: '#/components/schemas/PivotOptions'
|
|
||||||
* responses:
|
|
||||||
* '200':
|
|
||||||
* description: Pivot table generated successfully
|
|
||||||
* '400':
|
|
||||||
* description: Invalid input data
|
|
||||||
*/
|
|
||||||
app.post('/api/pivot-table', (req, res) => {
|
|
||||||
try {
|
|
||||||
const { data, options } = req.body;
|
|
||||||
// You can pass analytics.mean, analytics.count, etc. as options.aggFunc if needed
|
|
||||||
const result = pivotTable(data, options);
|
|
||||||
res.status(200).json({ success: true, data: result });
|
|
||||||
} catch (error) {
|
|
||||||
const errorMessage = handleError(error);
|
|
||||||
res.status(400).json({ success: false, error: errorMessage });
|
|
||||||
}
|
|
||||||
});
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* @swagger
|
* @swagger
|
||||||
* /api/series/moving-average:
|
* /api/series/moving-average:
|
||||||
|
|
@ -594,159 +854,6 @@ app.post('/api/series/rolling', (req, res) => {
|
||||||
}
|
}
|
||||||
});
|
});
|
||||||
|
|
||||||
/**
|
|
||||||
* @swagger
|
|
||||||
* /api/series/auto-arima-find:
|
|
||||||
* post:
|
|
||||||
* summary: (EXPERIMENTAL) Automatically find best SARIMA parameters
|
|
||||||
* description: Performs a grid search to find the best SARIMA parameters based on AIC. NOTE - This is a simplified estimation and may not find the true optimal model. For best results, use the identification tools and the 'manual-forecast' endpoint.
|
|
||||||
* tags: [Series Operations]
|
|
||||||
* requestBody:
|
|
||||||
* required: true
|
|
||||||
* content:
|
|
||||||
* application/json:
|
|
||||||
* schema:
|
|
||||||
* type: object
|
|
||||||
* properties:
|
|
||||||
* series:
|
|
||||||
* $ref: '#/components/schemas/DataSeries'
|
|
||||||
* seasonalPeriod:
|
|
||||||
* type: integer
|
|
||||||
* description: The seasonal period of the data (e.g., 7 for weekly).
|
|
||||||
* example: 7
|
|
||||||
* responses:
|
|
||||||
* '200':
|
|
||||||
* description: The best model found and the search log.
|
|
||||||
* '400':
|
|
||||||
* description: Invalid input data.
|
|
||||||
*/
|
|
||||||
app.post('/api/series/auto-arima-find', (req, res) => {
|
|
||||||
try {
|
|
||||||
const { series, seasonalPeriod } = req.body;
|
|
||||||
validateSeries(series);
|
|
||||||
const result = AnalysisPipelines.findBestArimaParameters(series.values, seasonalPeriod);
|
|
||||||
res.status(200).json({ success: true, data: result });
|
|
||||||
} catch (error) {
|
|
||||||
const errorMessage = handleError(error);
|
|
||||||
res.status(400).json({ success: false, error: errorMessage });
|
|
||||||
}
|
|
||||||
});
|
|
||||||
|
|
||||||
/**
|
|
||||||
* @swagger
|
|
||||||
* /api/series/manual-forecast:
|
|
||||||
* post:
|
|
||||||
* summary: Generate a forecast with manually specified SARIMA parameters
|
|
||||||
* description: This is the primary forecasting tool. It allows an expert user (who has analyzed ACF/PACF plots) to apply a specific SARIMA model to a time series and generate a forecast.
|
|
||||||
* tags: [Series Operations]
|
|
||||||
* requestBody:
|
|
||||||
* required: true
|
|
||||||
* content:
|
|
||||||
* application/json:
|
|
||||||
* schema:
|
|
||||||
* type: object
|
|
||||||
* properties:
|
|
||||||
* series:
|
|
||||||
* $ref: '#/components/schemas/DataSeries'
|
|
||||||
* options:
|
|
||||||
* $ref: '#/components/schemas/ARIMAOptions'
|
|
||||||
* forecastSteps:
|
|
||||||
* type: integer
|
|
||||||
* description: The number of future time steps to predict.
|
|
||||||
* example: 7
|
|
||||||
* responses:
|
|
||||||
* '200':
|
|
||||||
* description: The forecast results.
|
|
||||||
* '400':
|
|
||||||
* description: Invalid input data
|
|
||||||
*/
|
|
||||||
app.post('/api/series/manual-forecast', (req, res) => {
|
|
||||||
try {
|
|
||||||
const { series, options, forecastSteps } = req.body;
|
|
||||||
validateSeries(series);
|
|
||||||
const result = TimeSeriesAnalyzer.arimaForecast(series.values, options, forecastSteps);
|
|
||||||
res.status(200).json({ success: true, data: result });
|
|
||||||
} catch (error) {
|
|
||||||
const errorMessage = handleError(error);
|
|
||||||
res.status(400).json({ success: false, error: errorMessage });
|
|
||||||
}
|
|
||||||
});
|
|
||||||
|
|
||||||
/**
|
|
||||||
* @swagger
|
|
||||||
* /api/series/identify-correlations:
|
|
||||||
* post:
|
|
||||||
* summary: Calculate ACF and PACF for a time series
|
|
||||||
* description: Returns the Autocorrelation and Partial Autocorrelation function values, which are essential for identifying SARIMA model parameters.
|
|
||||||
* tags: [Series Operations]
|
|
||||||
* requestBody:
|
|
||||||
* required: true
|
|
||||||
* content:
|
|
||||||
* application/json:
|
|
||||||
* schema:
|
|
||||||
* type: object
|
|
||||||
* properties:
|
|
||||||
* series:
|
|
||||||
* $ref: '#/components/schemas/DataSeries'
|
|
||||||
* maxLag:
|
|
||||||
* type: integer
|
|
||||||
* description: The maximum number of lags to calculate.
|
|
||||||
* example: 40
|
|
||||||
* responses:
|
|
||||||
* '200':
|
|
||||||
* description: The calculated ACF and PACF values.
|
|
||||||
* '400':
|
|
||||||
* description: Invalid input data.
|
|
||||||
*/
|
|
||||||
app.post('/api/series/identify-correlations', (req, res) => {
|
|
||||||
try {
|
|
||||||
const { series, maxLag } = req.body;
|
|
||||||
validateSeries(series);
|
|
||||||
const acf = TimeSeriesAnalyzer.calculateACF(series.values, maxLag);
|
|
||||||
const pacf = TimeSeriesAnalyzer.calculatePACF(series.values, maxLag);
|
|
||||||
res.status(200).json({ success: true, data: { acf, pacf } });
|
|
||||||
} catch (error) {
|
|
||||||
res.status(400).json({ success: false, error: handleError(error) });
|
|
||||||
}
|
|
||||||
});
|
|
||||||
|
|
||||||
/**
|
|
||||||
* @swagger
|
|
||||||
* /api/series/decompose-stl:
|
|
||||||
* post:
|
|
||||||
* summary: Decompose a time series into components
|
|
||||||
* description: Applies Seasonal-Trend-Loess (STL) decomposition to separate the series into trend, seasonal, and residual components.
|
|
||||||
* tags: [Series Operations]
|
|
||||||
* requestBody:
|
|
||||||
* required: true
|
|
||||||
* content:
|
|
||||||
* application/json:
|
|
||||||
* schema:
|
|
||||||
* type: object
|
|
||||||
* properties:
|
|
||||||
* series:
|
|
||||||
* $ref: '#/components/schemas/DataSeries'
|
|
||||||
* period:
|
|
||||||
* type: integer
|
|
||||||
* description: The seasonal period of the data (e.g., 7 for weekly).
|
|
||||||
* example: 7
|
|
||||||
* responses:
|
|
||||||
* '200':
|
|
||||||
* description: The decomposed components of the time series.
|
|
||||||
* '400':
|
|
||||||
* description: Invalid input data.
|
|
||||||
*/
|
|
||||||
app.post('/api/series/decompose-stl', (req, res) => {
|
|
||||||
try {
|
|
||||||
const { series, period } = req.body;
|
|
||||||
validateSeries(series);
|
|
||||||
const result = TimeSeriesAnalyzer.stlDecomposition(series.values, period);
|
|
||||||
res.status(200).json({ success: true, data: result });
|
|
||||||
} catch (error) {
|
|
||||||
res.status(400).json({ success: false, error: handleError(error) });
|
|
||||||
}
|
|
||||||
});
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* @swagger
|
* @swagger
|
||||||
* /api/ml/kmeans:
|
* /api/ml/kmeans:
|
||||||
|
|
@ -889,7 +996,7 @@ app.post('/api/time/same-day-last-year', (req, res) => {
|
||||||
*/
|
*/
|
||||||
app.post('/api/retail/purchase-rate', (req, res) => {
|
app.post('/api/retail/purchase-rate', (req, res) => {
|
||||||
try {
|
try {
|
||||||
const result = purchaseRate(req.body.productPurchases, req.body.totalTransactions);
|
const result = analytics.purchaseRate(req.body.productPurchases, req.body.totalTransactions);
|
||||||
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
const errorMessage = handleError(error);
|
const errorMessage = handleError(error);
|
||||||
|
|
@ -931,7 +1038,7 @@ app.post('/api/retail/purchase-rate', (req, res) => {
|
||||||
*/
|
*/
|
||||||
app.post('/api/retail/lift-value', (req, res) => {
|
app.post('/api/retail/lift-value', (req, res) => {
|
||||||
try {
|
try {
|
||||||
const result = liftValue(req.body.jointPurchaseRate, req.body.productAPurchaseRate, req.body.productBPurchaseRate);
|
const result = analytics.liftValue(req.body.jointPurchaseRate, req.body.productAPurchaseRate, req.body.productBPurchaseRate);
|
||||||
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
const errorMessage = handleError(error);
|
const errorMessage = handleError(error);
|
||||||
|
|
@ -969,7 +1076,7 @@ app.post('/api/retail/lift-value', (req, res) => {
|
||||||
*/
|
*/
|
||||||
app.post('/api/retail/cost-ratio', (req, res) => {
|
app.post('/api/retail/cost-ratio', (req, res) => {
|
||||||
try {
|
try {
|
||||||
const result = costRatio(req.body.cost, req.body.salePrice);
|
const result = analytics.costRatio(req.body.cost, req.body.salePrice);
|
||||||
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
const errorMessage = handleError(error);
|
const errorMessage = handleError(error);
|
||||||
|
|
@ -1007,7 +1114,7 @@ app.post('/api/retail/cost-ratio', (req, res) => {
|
||||||
*/
|
*/
|
||||||
app.post('/api/retail/gross-margin', (req, res) => {
|
app.post('/api/retail/gross-margin', (req, res) => {
|
||||||
try {
|
try {
|
||||||
const result = grossMarginRate(req.body.salePrice, req.body.cost);
|
const result = analytics.grossMarginRate(req.body.salePrice, req.body.cost);
|
||||||
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
const errorMessage = handleError(error);
|
const errorMessage = handleError(error);
|
||||||
|
|
@ -1046,7 +1153,7 @@ app.post('/api/retail/gross-margin', (req, res) => {
|
||||||
app.post('/api/retail/average-spend', (req, res) => {
|
app.post('/api/retail/average-spend', (req, res) => {
|
||||||
try {
|
try {
|
||||||
const { totalRevenue, numberOfCustomers } = req.body;
|
const { totalRevenue, numberOfCustomers } = req.body;
|
||||||
const result = averageSpendPerCustomer(totalRevenue, numberOfCustomers);
|
const result = analytics.averageSpendPerCustomer(totalRevenue, numberOfCustomers);
|
||||||
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
const errorMessage = handleError(error);
|
const errorMessage = handleError(error);
|
||||||
|
|
@ -1085,7 +1192,7 @@ app.post('/api/retail/average-spend', (req, res) => {
|
||||||
app.post('/api/retail/purchase-index', (req, res) => {
|
app.post('/api/retail/purchase-index', (req, res) => {
|
||||||
try {
|
try {
|
||||||
const { totalItemsSold, numberOfCustomers } = req.body;
|
const { totalItemsSold, numberOfCustomers } = req.body;
|
||||||
const result = purchaseIndex(totalItemsSold, numberOfCustomers);
|
const result = analytics.purchaseIndex(totalItemsSold, numberOfCustomers);
|
||||||
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
res.status(200).json({ success: true, data: result } as ApiResponse<number>);
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
const errorMessage = handleError(error);
|
const errorMessage = handleError(error);
|
||||||
|
|
@ -1541,53 +1648,6 @@ app.get('/api/kernels/:name', (req, res) => {
|
||||||
* type: number
|
* type: number
|
||||||
* default: 0.1
|
* default: 0.1
|
||||||
* description: The sensitivity threshold for detecting an edge. Values below this will be set to 0.
|
* description: The sensitivity threshold for detecting an edge. Values below this will be set to 0.
|
||||||
* ARIMAOptions:
|
|
||||||
* type: object
|
|
||||||
* properties:
|
|
||||||
* p:
|
|
||||||
* type: integer
|
|
||||||
* description: Non-seasonal AutoRegressive (AR) order.
|
|
||||||
* d:
|
|
||||||
* type: integer
|
|
||||||
* description: Non-seasonal Differencing (I) order.
|
|
||||||
* q:
|
|
||||||
* type: integer
|
|
||||||
* description: Non-seasonal Moving Average (MA) order.
|
|
||||||
* P:
|
|
||||||
* type: integer
|
|
||||||
* description: Seasonal AR order.
|
|
||||||
* D:
|
|
||||||
* type: integer
|
|
||||||
* description: Seasonal Differencing order.
|
|
||||||
* Q:
|
|
||||||
* type: integer
|
|
||||||
* description: Seasonal MA order.
|
|
||||||
* s:
|
|
||||||
* type: integer
|
|
||||||
* description: The seasonal period length (e.g., 7 for weekly).
|
|
||||||
* PivotOptions:
|
|
||||||
* type: object
|
|
||||||
* required:
|
|
||||||
* - index
|
|
||||||
* - columns
|
|
||||||
* - values
|
|
||||||
* properties:
|
|
||||||
* index:
|
|
||||||
* type: array
|
|
||||||
* items:
|
|
||||||
* type: string
|
|
||||||
* description: Keys to use as row labels
|
|
||||||
* columns:
|
|
||||||
* type: array
|
|
||||||
* items:
|
|
||||||
* type: string
|
|
||||||
* description: Keys to use as column labels
|
|
||||||
* values:
|
|
||||||
* type: string
|
|
||||||
* description: Key to aggregate
|
|
||||||
* aggFunc:
|
|
||||||
* type: string
|
|
||||||
* description: Aggregation function name (e.g., "sum", "mean", "count")
|
|
||||||
* ApiResponse:
|
* ApiResponse:
|
||||||
* type: object
|
* type: object
|
||||||
* properties:
|
* properties:
|
||||||
|
|
@ -1720,7 +1780,7 @@ app.get('/api/docs/export/html', (req, res) => {
|
||||||
|
|
||||||
app.use((err: Error, req: express.Request, res: express.Response, next: express.NextFunction) => {
|
app.use((err: Error, req: express.Request, res: express.Response, next: express.NextFunction) => {
|
||||||
console.error(err.stack);
|
console.error(err.stack);
|
||||||
res.status(500).json({ success: false, error: 'Internal server error' });
|
res.status(500).json({ success: false, error: 'Internal server error' } as ApiResponse<any>);
|
||||||
});
|
});
|
||||||
|
|
||||||
app.use('*', (req, res) => {
|
app.use('*', (req, res) => {
|
||||||
|
|
@ -1732,8 +1792,9 @@ app.use('*', (req, res) => {
|
||||||
// ========================================
|
// ========================================
|
||||||
|
|
||||||
app.listen(PORT, () => {
|
app.listen(PORT, () => {
|
||||||
console.log(`Analytics API server running on port ${PORT}`);
|
console.log(`Analytics API server running on port ${PORT}`);
|
||||||
console.log(`API Documentation: http://localhost:${PORT}/api-docs`);
|
console.log(`Health check: http://localhost:${PORT}/api/health`);
|
||||||
|
console.log(`API Documentation: http://localhost:${PORT}/api-docs`);
|
||||||
});
|
});
|
||||||
|
|
||||||
export default app;
|
export default app;
|
||||||
|
|
@ -1,133 +0,0 @@
|
||||||
// analysis_pipelines.ts - High-level workflows for common analysis tasks.
|
|
||||||
|
|
||||||
import { SignalProcessor } from './signal_processing_convolution';
|
|
||||||
import { TimeSeriesAnalyzer, STLDecomposition } from './timeseries';
|
|
||||||
|
|
||||||
/**
|
|
||||||
* The comprehensive result of a denoise and detrend operation.
|
|
||||||
*/
|
|
||||||
export interface DenoiseAndDetrendResult {
|
|
||||||
original: number[];
|
|
||||||
smoothed: number[];
|
|
||||||
decomposition: STLDecomposition;
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* The result of an automatic SARIMA parameter search.
|
|
||||||
*/
|
|
||||||
export interface AutoArimaResult {
|
|
||||||
bestModel: {
|
|
||||||
p: number;
|
|
||||||
d: number;
|
|
||||||
q: number;
|
|
||||||
P: number;
|
|
||||||
D: number;
|
|
||||||
Q: number;
|
|
||||||
s: number;
|
|
||||||
aic: number;
|
|
||||||
};
|
|
||||||
searchLog: { p: number; d: number; q: number; P: number; D: number; Q: number; s: number; aic: number }[];
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
/**
|
|
||||||
* A class containing high-level analysis pipelines that combine
|
|
||||||
* functions from various processing libraries.
|
|
||||||
*/
|
|
||||||
export class AnalysisPipelines {
|
|
||||||
|
|
||||||
/**
|
|
||||||
* A full pipeline to take a raw signal, smooth it to remove noise,
|
|
||||||
* and then decompose it into trend, seasonal, and residual components.
|
|
||||||
* @param series The original time series data.
|
|
||||||
* @param period The seasonal period for STL decomposition.
|
|
||||||
* @param smoothWindow The window size for the initial smoothing (denoising) pass.
|
|
||||||
* @returns An object containing the original, smoothed, and decomposed series.
|
|
||||||
*/
|
|
||||||
static denoiseAndDetrend(series: number[], period: number, smoothWindow: number = 5): DenoiseAndDetrendResult {
|
|
||||||
// Ensure window is odd for symmetry
|
|
||||||
if (smoothWindow > 1 && smoothWindow % 2 === 0) {
|
|
||||||
smoothWindow++;
|
|
||||||
}
|
|
||||||
const smoothed = SignalProcessor.smooth(series, {
|
|
||||||
method: 'gaussian',
|
|
||||||
windowSize: smoothWindow
|
|
||||||
});
|
|
||||||
|
|
||||||
const decomposition = TimeSeriesAnalyzer.stlDecomposition(smoothed, period);
|
|
||||||
|
|
||||||
return {
|
|
||||||
original: series,
|
|
||||||
smoothed: smoothed,
|
|
||||||
decomposition: decomposition,
|
|
||||||
};
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* [FINAL CORRECTED VERSION] Performs a full grid search to find the optimal SARIMA parameters.
|
|
||||||
* This version now correctly includes 's' in the final result object.
|
|
||||||
* @param series The original time series data.
|
|
||||||
* @param seasonalPeriod The seasonal period of the data (e.g., 7 for weekly, 12 for monthly).
|
|
||||||
* @returns An object containing the best model parameters and a log of the search.
|
|
||||||
*/
|
|
||||||
static findBestArimaParameters(
|
|
||||||
series: number[],
|
|
||||||
seasonalPeriod: number,
|
|
||||||
maxD: number = 1,
|
|
||||||
maxP: number = 2,
|
|
||||||
maxQ: number = 2,
|
|
||||||
maxSeasonalD: number = 1,
|
|
||||||
maxSeasonalP: number = 2,
|
|
||||||
maxSeasonalQ: number = 2
|
|
||||||
): AutoArimaResult {
|
|
||||||
|
|
||||||
const searchLog: any[] = [];
|
|
||||||
let bestModel: any = { aic: Infinity };
|
|
||||||
|
|
||||||
const calculateAIC = (residuals: number[], numParams: number): number => {
|
|
||||||
const n = residuals.length;
|
|
||||||
if (n === 0) return Infinity;
|
|
||||||
const sse = residuals.reduce((sum, r) => sum + r * r, 0);
|
|
||||||
if (sse < 1e-9) return -Infinity; // Perfect fit
|
|
||||||
const logLikelihood = -n / 2 * (Math.log(2 * Math.PI) + Math.log(sse / n)) - n / 2;
|
|
||||||
return 2 * numParams - 2 * logLikelihood;
|
|
||||||
};
|
|
||||||
|
|
||||||
// Grid search over all parameter combinations
|
|
||||||
for (let d = 0; d <= maxD; d++) {
|
|
||||||
for (let p = 0; p <= maxP; p++) {
|
|
||||||
for (let q = 0; q <= maxQ; q++) {
|
|
||||||
for (let D = 0; D <= maxSeasonalD; D++) {
|
|
||||||
for (let P = 0; P <= maxSeasonalP; P++) {
|
|
||||||
for (let Q = 0; Q <= maxSeasonalQ; Q++) {
|
|
||||||
// Skip trivial models where nothing is done
|
|
||||||
if (p === 0 && d === 0 && q === 0 && P === 0 && D === 0 && Q === 0) continue;
|
|
||||||
|
|
||||||
const options = { p, d, q, P, D, Q, s: seasonalPeriod };
|
|
||||||
try {
|
|
||||||
const { residuals } = TimeSeriesAnalyzer.arimaForecast(series, options, 0);
|
|
||||||
const numParams = p + q + P + Q;
|
|
||||||
const aic = calculateAIC(residuals, numParams);
|
|
||||||
|
|
||||||
// Construct the full model info object, ensuring 's' is included
|
|
||||||
const modelInfo = { p, d, q, P, D, Q, s: seasonalPeriod, aic };
|
|
||||||
searchLog.push(modelInfo);
|
|
||||||
|
|
||||||
if (modelInfo.aic < bestModel.aic) {
|
|
||||||
bestModel = modelInfo;
|
|
||||||
}
|
|
||||||
} catch (error) {
|
|
||||||
// Skip invalid parameter combinations that cause errors
|
|
||||||
}
|
|
||||||
} } } } } }
|
|
||||||
|
|
||||||
if (bestModel.aic === Infinity) {
|
|
||||||
throw new Error("Could not find a suitable SARIMA model. The data may be too short or complex.");
|
|
||||||
}
|
|
||||||
|
|
||||||
// Sort the log by AIC for easier reading
|
|
||||||
searchLog.sort((a, b) => a.aic - b.aic);
|
|
||||||
|
|
||||||
return { bestModel, searchLog };
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
@ -1,208 +0,0 @@
|
||||||
import * as math from 'mathjs';
|
|
||||||
import * as _ from 'lodash';
|
|
||||||
import { DataSeries, DataMatrix, Condition, ApiResponse } from '../types/index';
|
|
||||||
import { RollingWindow } from './rolling_window';
|
|
||||||
import { KMeans, KMeansOptions } from './kmeans';
|
|
||||||
import { getWeekNumber, getSameWeekDayLastYear } from './time-helper';
|
|
||||||
import { calculateLinearRegression, generateForecast, calculatePredictionIntervals, ForecastResult } from './prediction';
|
|
||||||
|
|
||||||
export const handleError = (error: unknown): string => {
|
|
||||||
return error instanceof Error ? error.message : 'Unknown error';
|
|
||||||
};
|
|
||||||
export const validateSeries = (series: DataSeries): void => {
|
|
||||||
if (!series || !Array.isArray(series.values) || series.values.length === 0) {
|
|
||||||
throw new Error('Series must contain at least one value');
|
|
||||||
}
|
|
||||||
};
|
|
||||||
|
|
||||||
export const validateMatrix = (matrix: DataMatrix): void => {
|
|
||||||
if (!matrix || !Array.isArray(matrix.data) || matrix.data.length === 0) {
|
|
||||||
throw new Error('Matrix must contain at least one row');
|
|
||||||
}
|
|
||||||
};
|
|
||||||
|
|
||||||
export class AnalyticsEngine {
|
|
||||||
|
|
||||||
private applyConditions(series: DataSeries, conditions: Condition[] = []): number[] {
|
|
||||||
if (conditions.length === 0) return series.values;
|
|
||||||
return series.values; // TODO: Implement filtering
|
|
||||||
}
|
|
||||||
|
|
||||||
// Basic statistical functions
|
|
||||||
unique(series: DataSeries): number[] {
|
|
||||||
validateSeries(series);
|
|
||||||
return _.uniq(series.values);
|
|
||||||
}
|
|
||||||
|
|
||||||
mean(series: DataSeries, conditions: Condition[] = []): number {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
if (filteredValues.length === 0) throw new Error('No data points match conditions');
|
|
||||||
return Number(math.mean(filteredValues));
|
|
||||||
}
|
|
||||||
|
|
||||||
count(series: DataSeries, conditions: Condition[] = []): number {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
if (filteredValues.length === 0) throw new Error('No data points match conditions');
|
|
||||||
return filteredValues.length;
|
|
||||||
}
|
|
||||||
|
|
||||||
distinctCount(series: DataSeries, conditions: Condition[] = []): number {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
const uniqueValues = _.uniq(filteredValues);
|
|
||||||
return uniqueValues.length;
|
|
||||||
}
|
|
||||||
|
|
||||||
variance(series: DataSeries, conditions: Condition[] = []): number {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
if (filteredValues.length === 0) throw new Error('No data points match conditions');
|
|
||||||
return Number(math.variance(filteredValues));
|
|
||||||
}
|
|
||||||
|
|
||||||
standardDeviation(series: DataSeries, conditions: Condition[] = []): number {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
if (filteredValues.length === 0) throw new Error('No data points match conditions');
|
|
||||||
return Number(math.std(filteredValues));
|
|
||||||
}
|
|
||||||
|
|
||||||
percentile(series: DataSeries, percent: number, ascending: boolean = true, conditions: Condition[] = []): number {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
if (filteredValues.length === 0) throw new Error('No data points match conditions');
|
|
||||||
|
|
||||||
const sorted = ascending ? _.sortBy(filteredValues) : _.sortBy(filteredValues).reverse();
|
|
||||||
const index = (percent / 100) * (sorted.length - 1);
|
|
||||||
const lower = Math.floor(index);
|
|
||||||
const upper = Math.ceil(index);
|
|
||||||
const weight = index % 1;
|
|
||||||
|
|
||||||
return sorted[lower] * (1 - weight) + sorted[upper] * weight;
|
|
||||||
}
|
|
||||||
|
|
||||||
median(series: DataSeries, conditions: Condition[] = []): number {
|
|
||||||
return this.percentile(series, 50, true, conditions);
|
|
||||||
}
|
|
||||||
|
|
||||||
mode(series: DataSeries, conditions: Condition[] = []): number[] {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
const frequency = _.countBy(filteredValues);
|
|
||||||
const maxFreq = Math.max(...Object.values(frequency));
|
|
||||||
|
|
||||||
return Object.keys(frequency)
|
|
||||||
.filter(key => frequency[key] === maxFreq)
|
|
||||||
.map(Number);
|
|
||||||
}
|
|
||||||
|
|
||||||
max(series: DataSeries, conditions: Condition[] = []): number {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
if (filteredValues.length === 0) throw new Error('No data points match conditions');
|
|
||||||
return Math.max(...filteredValues);
|
|
||||||
}
|
|
||||||
|
|
||||||
min(series: DataSeries, conditions: Condition[] = []): number {
|
|
||||||
validateSeries(series);
|
|
||||||
const filteredValues = this.applyConditions(series, conditions);
|
|
||||||
if (filteredValues.length === 0) throw new Error('No data points match conditions');
|
|
||||||
return Math.min(...filteredValues);
|
|
||||||
}
|
|
||||||
|
|
||||||
correlation(series1: DataSeries, series2: DataSeries): number {
|
|
||||||
validateSeries(series1);
|
|
||||||
validateSeries(series2);
|
|
||||||
|
|
||||||
if (series1.values.length !== series2.values.length) {
|
|
||||||
throw new Error('Series must have same length for correlation');
|
|
||||||
}
|
|
||||||
|
|
||||||
const x = series1.values;
|
|
||||||
const y = series2.values;
|
|
||||||
const n = x.length;
|
|
||||||
|
|
||||||
const sumX = _.sum(x);
|
|
||||||
const sumY = _.sum(y);
|
|
||||||
const sumXY = _.sum(x.map((xi, i) => xi * y[i]));
|
|
||||||
const sumX2 = _.sum(x.map(xi => xi * xi));
|
|
||||||
const sumY2 = _.sum(y.map(yi => yi * yi));
|
|
||||||
|
|
||||||
const numerator = n * sumXY - sumX * sumY;
|
|
||||||
const denominator = Math.sqrt((n * sumX2 - sumX * sumX) * (n * sumY2 - sumY * sumY));
|
|
||||||
|
|
||||||
return numerator / denominator;
|
|
||||||
}
|
|
||||||
|
|
||||||
// Rolling window functions
|
|
||||||
rolling(series: DataSeries, windowSize: number): RollingWindow {
|
|
||||||
validateSeries(series);
|
|
||||||
if (windowSize <= 0) {
|
|
||||||
throw new Error('Window size must be a positive number.');
|
|
||||||
}
|
|
||||||
if (series.values.length < windowSize) {
|
|
||||||
return new RollingWindow([]);
|
|
||||||
}
|
|
||||||
|
|
||||||
const windows: number[][] = [];
|
|
||||||
for (let i = 0; i <= series.values.length - windowSize; i++) {
|
|
||||||
const window = series.values.slice(i, i + windowSize);
|
|
||||||
windows.push(window);
|
|
||||||
}
|
|
||||||
return new RollingWindow(windows);
|
|
||||||
}
|
|
||||||
|
|
||||||
movingAverage(series: DataSeries, windowSize: number): number[] {
|
|
||||||
return this.rolling(series, windowSize).mean();
|
|
||||||
}
|
|
||||||
|
|
||||||
// K-means wrapper (uses imported KMeans class)
|
|
||||||
kmeans(matrix: DataMatrix, nClusters: number, options: KMeansOptions = {}): { clusters: number[][][], centroids: number[][] } {
|
|
||||||
validateMatrix(matrix);
|
|
||||||
const points: number[][] = matrix.data;
|
|
||||||
|
|
||||||
// Use the new MiniBatchKMeans class
|
|
||||||
const kmeans = new KMeans(points, nClusters, options);
|
|
||||||
const result = kmeans.run();
|
|
||||||
|
|
||||||
const centroids = result.clusters.map(c => (c as any).centroid);
|
|
||||||
const clusters = result.clusters.map(c => (c as any).points);
|
|
||||||
|
|
||||||
return { clusters, centroids };
|
|
||||||
}
|
|
||||||
|
|
||||||
// Time helper wrapper functions
|
|
||||||
getWeekNumber(dateString: string): number {
|
|
||||||
return getWeekNumber(dateString);
|
|
||||||
}
|
|
||||||
|
|
||||||
getSameWeekDayLastYear(dateString: string): string {
|
|
||||||
return getSameWeekDayLastYear(dateString);
|
|
||||||
}
|
|
||||||
|
|
||||||
// ========================================
|
|
||||||
// Prediction functions
|
|
||||||
// ========================================
|
|
||||||
|
|
||||||
timeSeriesForecast(series: DataSeries, forecastPeriods: number): ForecastResult {
|
|
||||||
validateSeries(series);
|
|
||||||
|
|
||||||
const model = calculateLinearRegression(series.values);
|
|
||||||
const forecast = generateForecast(model, series.values.length, forecastPeriods);
|
|
||||||
const predictionIntervals = calculatePredictionIntervals(series.values, model, forecast);
|
|
||||||
|
|
||||||
return {
|
|
||||||
forecast,
|
|
||||||
predictionIntervals,
|
|
||||||
modelParameters: {
|
|
||||||
slope: model.slope,
|
|
||||||
intercept: model.intercept,
|
|
||||||
},
|
|
||||||
};
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
export const analytics = new AnalyticsEngine();
|
|
||||||
|
|
||||||
|
|
@ -1,36 +0,0 @@
|
||||||
import { analytics } from './analytics_engine'; // Import your analytics engine
|
|
||||||
|
|
||||||
export interface PivotOptions {
|
|
||||||
index: string[];
|
|
||||||
columns: string[];
|
|
||||||
values: string;
|
|
||||||
aggFunc?: (items: number[]) => number; // Aggregation function (e.g., analytics.mean)
|
|
||||||
}
|
|
||||||
|
|
||||||
export function pivotTable(
|
|
||||||
data: Record<string, any>[],
|
|
||||||
options: PivotOptions
|
|
||||||
): Record<string, Record<string, number>> {
|
|
||||||
const { index, columns, values, aggFunc = arr => arr.reduce((a, b) => a + b, 0) } = options;
|
|
||||||
const cellMap: Record<string, Record<string, number[]>> = {};
|
|
||||||
|
|
||||||
data.forEach(row => {
|
|
||||||
const rowKey = index.map(k => row[k]).join('|');
|
|
||||||
const colKey = columns.map(k => row[k]).join('|');
|
|
||||||
|
|
||||||
if (!cellMap[rowKey]) cellMap[rowKey] = {};
|
|
||||||
if (!cellMap[rowKey][colKey]) cellMap[rowKey][colKey] = [];
|
|
||||||
cellMap[rowKey][colKey].push(row[values]);
|
|
||||||
});
|
|
||||||
|
|
||||||
// Apply aggregation function to each cell
|
|
||||||
const result: Record<string, Record<string, number>> = {};
|
|
||||||
Object.entries(cellMap).forEach(([rowKey, cols]) => {
|
|
||||||
result[rowKey] = {};
|
|
||||||
Object.entries(cols).forEach(([colKey, valuesArr]) => {
|
|
||||||
result[rowKey][colKey] = aggFunc(valuesArr);
|
|
||||||
});
|
|
||||||
});
|
|
||||||
|
|
||||||
return result;
|
|
||||||
}
|
|
||||||
|
|
@ -1,77 +0,0 @@
|
||||||
export function purchaseIndex(totalItemsSold: number, numberOfCustomers: number): number {
|
|
||||||
if (numberOfCustomers === 0) {
|
|
||||||
throw new Error('Number of customers cannot be zero');
|
|
||||||
}
|
|
||||||
return (totalItemsSold / numberOfCustomers) * 1000;
|
|
||||||
}
|
|
||||||
|
|
||||||
export function purchaseRate(productPurchases: number, totalTransactions: number): number;
|
|
||||||
export function purchaseRate(productPurchases: number[], totalTransactions: number[]): number[];
|
|
||||||
export function purchaseRate(productPurchases: number | number[], totalTransactions: number | number[]): number | number[] {
|
|
||||||
if (Array.isArray(productPurchases) && Array.isArray(totalTransactions)) {
|
|
||||||
if (productPurchases.length !== totalTransactions.length) throw new Error('Arrays must have the same length');
|
|
||||||
return productPurchases.map((pp, i) => purchaseRate(pp, totalTransactions[i]));
|
|
||||||
}
|
|
||||||
if (typeof productPurchases === 'number' && typeof totalTransactions === 'number') {
|
|
||||||
if (totalTransactions === 0) throw new Error('Total transactions cannot be zero');
|
|
||||||
return (productPurchases / totalTransactions) * 100;
|
|
||||||
}
|
|
||||||
throw new Error('Input types must match');
|
|
||||||
}
|
|
||||||
|
|
||||||
export function liftValue(jointPurchaseRate: number, productAPurchaseRate: number, productBPurchaseRate: number): number;
|
|
||||||
export function liftValue(jointPurchaseRate: number[], productAPurchaseRate: number[], productBPurchaseRate: number[]): number[];
|
|
||||||
export function liftValue(jointPurchaseRate: number | number[], productAPurchaseRate: number | number[], productBPurchaseRate: number | number[]): number | number[] {
|
|
||||||
if (Array.isArray(jointPurchaseRate) && Array.isArray(productAPurchaseRate) && Array.isArray(productBPurchaseRate)) {
|
|
||||||
if (jointPurchaseRate.length !== productAPurchaseRate.length || jointPurchaseRate.length !== productBPurchaseRate.length) throw new Error('Arrays must have the same length');
|
|
||||||
return jointPurchaseRate.map((jpr, i) => liftValue(jpr, productAPurchaseRate[i], productBPurchaseRate[i]));
|
|
||||||
}
|
|
||||||
if (typeof jointPurchaseRate === 'number' && typeof productAPurchaseRate === 'number' && typeof productBPurchaseRate === 'number') {
|
|
||||||
const expectedJointRate = productAPurchaseRate * productBPurchaseRate;
|
|
||||||
if (expectedJointRate === 0) throw new Error('Expected joint rate cannot be zero');
|
|
||||||
return jointPurchaseRate / expectedJointRate;
|
|
||||||
}
|
|
||||||
throw new Error('Input types must match');
|
|
||||||
}
|
|
||||||
|
|
||||||
export function costRatio(cost: number, salePrice: number): number;
|
|
||||||
export function costRatio(cost: number[], salePrice: number[]): number[];
|
|
||||||
export function costRatio(cost: number | number[], salePrice: number | number[]): number | number[] {
|
|
||||||
if (Array.isArray(cost) && Array.isArray(salePrice)) {
|
|
||||||
if (cost.length !== salePrice.length) throw new Error('Arrays must have the same length');
|
|
||||||
return cost.map((c, i) => costRatio(c, salePrice[i]));
|
|
||||||
}
|
|
||||||
if (typeof cost === 'number' && typeof salePrice === 'number') {
|
|
||||||
if (salePrice === 0) throw new Error('Sale price cannot be zero');
|
|
||||||
return cost / salePrice;
|
|
||||||
}
|
|
||||||
throw new Error('Input types must match');
|
|
||||||
}
|
|
||||||
|
|
||||||
export function grossMarginRate(salePrice: number, cost: number): number;
|
|
||||||
export function grossMarginRate(salePrice: number[], cost: number[]): number[];
|
|
||||||
export function grossMarginRate(salePrice: number | number[], cost: number | number[]): number | number[] {
|
|
||||||
if (Array.isArray(salePrice) && Array.isArray(cost)) {
|
|
||||||
if (salePrice.length !== cost.length) throw new Error('Arrays must have the same length');
|
|
||||||
return salePrice.map((sp, i) => grossMarginRate(sp, cost[i]));
|
|
||||||
}
|
|
||||||
if (typeof salePrice === 'number' && typeof cost === 'number') {
|
|
||||||
if (salePrice === 0) throw new Error('Sale price cannot be zero');
|
|
||||||
return (salePrice - cost) / salePrice;
|
|
||||||
}
|
|
||||||
throw new Error('Input types must match');
|
|
||||||
}
|
|
||||||
|
|
||||||
export function averageSpendPerCustomer(totalRevenue: number, numberOfCustomers: number): number;
|
|
||||||
export function averageSpendPerCustomer(totalRevenue: number[], numberOfCustomers: number[]): number[];
|
|
||||||
export function averageSpendPerCustomer(totalRevenue: number | number[], numberOfCustomers: number | number[]): number | number[] {
|
|
||||||
if (Array.isArray(totalRevenue) && Array.isArray(numberOfCustomers)) {
|
|
||||||
if (totalRevenue.length !== numberOfCustomers.length) throw new Error('Arrays must have the same length');
|
|
||||||
return totalRevenue.map((tr, i) => averageSpendPerCustomer(tr, numberOfCustomers[i]));
|
|
||||||
}
|
|
||||||
if (typeof totalRevenue === 'number' && typeof numberOfCustomers === 'number') {
|
|
||||||
if (numberOfCustomers === 0) throw new Error('Number of customers cannot be zero');
|
|
||||||
return totalRevenue / numberOfCustomers;
|
|
||||||
}
|
|
||||||
throw new Error('Input types must match');
|
|
||||||
}
|
|
||||||
|
|
@ -1,30 +0,0 @@
|
||||||
import * as math from 'mathjs';
|
|
||||||
import * as _ from 'lodash';
|
|
||||||
|
|
||||||
export class RollingWindow {
|
|
||||||
private windows: number[][];
|
|
||||||
|
|
||||||
constructor(windows: number[][]) {
|
|
||||||
this.windows = windows;
|
|
||||||
}
|
|
||||||
|
|
||||||
mean(): number[] {
|
|
||||||
return this.windows.map(window => Number(math.mean(window)));
|
|
||||||
}
|
|
||||||
|
|
||||||
sum(): number[] {
|
|
||||||
return this.windows.map(window => _.sum(window));
|
|
||||||
}
|
|
||||||
|
|
||||||
min(): number[] {
|
|
||||||
return this.windows.map(window => Math.min(...window));
|
|
||||||
}
|
|
||||||
|
|
||||||
max(): number[] {
|
|
||||||
return this.windows.map(window => Math.max(...window));
|
|
||||||
}
|
|
||||||
|
|
||||||
toArray(): number[][] {
|
|
||||||
return this.windows;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
@ -1,346 +0,0 @@
|
||||||
// timeseries.ts - A library for time series analysis, focusing on ARIMA.
|
|
||||||
|
|
||||||
// ========================================
|
|
||||||
// TYPE DEFINITIONS
|
|
||||||
// ========================================
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Defines the parameters for an ARIMA model.
|
|
||||||
* (p, d, q) are the non-seasonal components.
|
|
||||||
* (P, D, Q, s) are the optional seasonal components for SARIMA.
|
|
||||||
*/
|
|
||||||
export interface ARIMAOptions {
|
|
||||||
p: number; // AutoRegressive (AR) order
|
|
||||||
d: number; // Differencing (I) order
|
|
||||||
q: number; // Moving Average (MA) order
|
|
||||||
P?: number; // Seasonal AR order
|
|
||||||
D?: number; // Seasonal Differencing order
|
|
||||||
Q?: number; // Seasonal MA order
|
|
||||||
s?: number; // Seasonal period length
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* The result object from an ARIMA forecast.
|
|
||||||
*/
|
|
||||||
export interface ARIMAForecastResult {
|
|
||||||
forecast: number[]; // The predicted future values
|
|
||||||
residuals: number[]; // The errors of the model fit on the original data
|
|
||||||
model: ARIMAOptions; // The model parameters used
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* The result object from an STL decomposition.
|
|
||||||
*/
|
|
||||||
export interface STLDecomposition {
|
|
||||||
seasonal: number[]; // The seasonal component of the series
|
|
||||||
trend: number[]; // The trend component of the series
|
|
||||||
residual: number[]; // The remainder/residual component
|
|
||||||
original: number[]; // The original series, for comparison
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
/**
|
|
||||||
* A class for performing time series analysis, including identification and forecasting.
|
|
||||||
*/
|
|
||||||
export class TimeSeriesAnalyzer {
|
|
||||||
|
|
||||||
// ========================================
|
|
||||||
// 1. IDENTIFICATION METHODS
|
|
||||||
// ========================================
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Calculates the difference of a time series.
|
|
||||||
* This is the 'I' (Integrated) part of ARIMA, used to make a series stationary.
|
|
||||||
* @param series The input data series.
|
|
||||||
* @param lag The lag to difference by (usually 1).
|
|
||||||
* @returns A new, differenced time series.
|
|
||||||
*/
|
|
||||||
static difference(series: number[], lag: number = 1): number[] {
|
|
||||||
if (lag < 1 || !Number.isInteger(lag)) {
|
|
||||||
throw new Error('Lag must be a positive integer.');
|
|
||||||
}
|
|
||||||
if (series.length <= lag) {
|
|
||||||
return [];
|
|
||||||
}
|
|
||||||
|
|
||||||
const differenced: number[] = [];
|
|
||||||
for (let i = lag; i < series.length; i++) {
|
|
||||||
differenced.push(series[i] - series[i - lag]);
|
|
||||||
}
|
|
||||||
return differenced;
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Helper function to calculate the autocovariance of a series at a given lag.
|
|
||||||
*/
|
|
||||||
private static autocovariance(series: number[], lag: number): number {
|
|
||||||
const n = series.length;
|
|
||||||
if (lag >= n) return 0;
|
|
||||||
const mean = series.reduce((a, b) => a + b) / n;
|
|
||||||
let sum = 0;
|
|
||||||
for (let i = lag; i < n; i++) {
|
|
||||||
sum += (series[i] - mean) * (series[i - lag] - mean);
|
|
||||||
}
|
|
||||||
return sum / n;
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Calculates the Autocorrelation Function (ACF) for a time series.
|
|
||||||
* ACF helps in determining the 'q' parameter for an ARIMA model.
|
|
||||||
* @param series The input data series.
|
|
||||||
* @param maxLag The maximum number of lags to calculate.
|
|
||||||
* @returns An array of correlation values from lag 1 to maxLag.
|
|
||||||
*/
|
|
||||||
static calculateACF(series: number[], maxLag: number): number[] {
|
|
||||||
if (series.length < 2) return [];
|
|
||||||
|
|
||||||
const variance = this.autocovariance(series, 0);
|
|
||||||
if (variance === 0) {
|
|
||||||
return new Array(maxLag).fill(1);
|
|
||||||
}
|
|
||||||
|
|
||||||
const acf: number[] = [];
|
|
||||||
for (let lag = 1; lag <= maxLag; lag++) {
|
|
||||||
acf.push(this.autocovariance(series, lag) / variance);
|
|
||||||
}
|
|
||||||
return acf;
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Calculates the Partial Autocorrelation Function (PACF) for a time series.
|
|
||||||
* This now uses the Durbin-Levinson algorithm for an accurate calculation.
|
|
||||||
* PACF helps in determining the 'p' parameter for an ARIMA model.
|
|
||||||
* @param series The input data series.
|
|
||||||
* @param maxLag The maximum number of lags to calculate.
|
|
||||||
* @returns An array of partial correlation values from lag 1 to maxLag.
|
|
||||||
*/
|
|
||||||
static calculatePACF(series: number[], maxLag: number): number[] {
|
|
||||||
const acf = this.calculateACF(series, maxLag);
|
|
||||||
const pacf: number[] = [];
|
|
||||||
|
|
||||||
if (acf.length === 0) return [];
|
|
||||||
|
|
||||||
pacf.push(acf[0]); // PACF at lag 1 is the same as ACF at lag 1
|
|
||||||
|
|
||||||
for (let k = 2; k <= maxLag; k++) {
|
|
||||||
let numerator = acf[k - 1];
|
|
||||||
let denominator = 1;
|
|
||||||
|
|
||||||
const phi = new Array(k + 1).fill(0).map(() => new Array(k + 1).fill(0));
|
|
||||||
|
|
||||||
for(let i=1; i<=k; i++) {
|
|
||||||
phi[i][i] = acf[i-1];
|
|
||||||
}
|
|
||||||
|
|
||||||
for (let j = 1; j < k; j++) {
|
|
||||||
const factor = pacf[j - 1];
|
|
||||||
numerator -= factor * acf[k - j - 1];
|
|
||||||
denominator -= factor * acf[j - 1];
|
|
||||||
}
|
|
||||||
|
|
||||||
if (Math.abs(denominator) < 1e-9) { // Avoid division by zero
|
|
||||||
pacf.push(0);
|
|
||||||
continue;
|
|
||||||
}
|
|
||||||
|
|
||||||
const pacf_k = numerator / denominator;
|
|
||||||
pacf.push(pacf_k);
|
|
||||||
}
|
|
||||||
|
|
||||||
return pacf;
|
|
||||||
}
|
|
||||||
|
|
||||||
/**
|
|
||||||
* Decomposes a time series using the robust Classical Additive method.
|
|
||||||
* This version correctly isolates trend, seasonal, and residual components.
|
|
||||||
* @param series The input data series.
|
|
||||||
* @param period The seasonal period (e.g., 7 for daily data with a weekly cycle).
|
|
||||||
* @returns An object containing the seasonal, trend, and residual series.
|
|
||||||
*/
|
|
||||||
static stlDecomposition(series: number[], period: number): STLDecomposition {
|
|
||||||
if (series.length < 2 * period) {
|
|
||||||
throw new Error("Series must be at least twice the length of the seasonal period.");
|
|
||||||
}
|
|
||||||
|
|
||||||
// Helper for a centered moving average
|
|
||||||
const movingAverage = (data: number[], window: number) => {
|
|
||||||
const result = [];
|
|
||||||
const halfWindow = Math.floor(window / 2);
|
|
||||||
for (let i = 0; i < data.length; i++) {
|
|
||||||
const start = Math.max(0, i - halfWindow);
|
|
||||||
const end = Math.min(data.length, i + halfWindow + 1);
|
|
||||||
let sum = 0;
|
|
||||||
for (let j = start; j < end; j++) {
|
|
||||||
sum += data[j];
|
|
||||||
}
|
|
||||||
result.push(sum / (end - start));
|
|
||||||
}
|
|
||||||
return result;
|
|
||||||
};
|
|
||||||
|
|
||||||
// Step 1: Calculate the trend using a centered moving average.
|
|
||||||
// If period is even, we use a 2x-MA to center it correctly.
|
|
||||||
let trend: number[];
|
|
||||||
if (period % 2 === 0) {
|
|
||||||
const intermediate = movingAverage(series, period);
|
|
||||||
trend = movingAverage(intermediate, 2);
|
|
||||||
} else {
|
|
||||||
trend = movingAverage(series, period);
|
|
||||||
}
|
|
||||||
|
|
||||||
// Step 2: Detrend the series
|
|
||||||
const detrended = series.map((val, i) => val - trend[i]);
|
|
||||||
|
|
||||||
// Step 3: Calculate the seasonal component by averaging the detrended values for each period
|
|
||||||
const seasonalAverages = new Array(period).fill(0);
|
|
||||||
const seasonalCounts = new Array(period).fill(0);
|
|
||||||
for (let i = 0; i < series.length; i++) {
|
|
||||||
if (!isNaN(detrended[i])) {
|
|
||||||
const seasonIndex = i % period;
|
|
||||||
seasonalAverages[seasonIndex] += detrended[i];
|
|
||||||
seasonalCounts[seasonIndex]++;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
for (let i = 0; i < period; i++) {
|
|
||||||
seasonalAverages[i] /= seasonalCounts[i];
|
|
||||||
}
|
|
||||||
|
|
||||||
// Center the seasonal component to have a mean of zero
|
|
||||||
const seasonalMean = seasonalAverages.reduce((a, b) => a + b, 0) / period;
|
|
||||||
const centeredSeasonalAverages = seasonalAverages.map(avg => avg - seasonalMean);
|
|
||||||
|
|
||||||
const seasonal = new Array(series.length).fill(0);
|
|
||||||
for (let i = 0; i < series.length; i++) {
|
|
||||||
seasonal[i] = centeredSeasonalAverages[i % period];
|
|
||||||
}
|
|
||||||
|
|
||||||
// Step 4: Calculate the residual component
|
|
||||||
const residual = detrended.map((val, i) => val - seasonal[i]);
|
|
||||||
|
|
||||||
return {
|
|
||||||
original: series,
|
|
||||||
seasonal,
|
|
||||||
trend,
|
|
||||||
residual,
|
|
||||||
};
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
// ========================================
|
|
||||||
// 2. FORECASTING METHODS
|
|
||||||
// ========================================
|
|
||||||
|
|
||||||
/**
|
|
||||||
* [UPGRADED] Generates a forecast using a simplified SARIMA model.
|
|
||||||
* This implementation now handles both non-seasonal (p,d,q) and seasonal (P,D,Q,s) components.
|
|
||||||
* @param series The input time series data.
|
|
||||||
* @param options The SARIMA parameters.
|
|
||||||
* @param forecastSteps The number of future steps to predict.
|
|
||||||
* @returns An object containing the forecast and model residuals.
|
|
||||||
*/
|
|
||||||
static arimaForecast(series: number[], options: ARIMAOptions, forecastSteps: number): ARIMAForecastResult {
|
|
||||||
const { p, d, q, P = 0, D = 0, Q = 0, s = 0 } = options;
|
|
||||||
|
|
||||||
if (series.length < p + d + (P + D) * s + q + Q * s) {
|
|
||||||
throw new Error("Data series is too short for the specified SARIMA order.");
|
|
||||||
}
|
|
||||||
|
|
||||||
const originalSeries = [...series];
|
|
||||||
let differencedSeries = [...series];
|
|
||||||
const diffLog: { lag: number, values: number[] }[] = [];
|
|
||||||
|
|
||||||
// Step 1: Apply seasonal differencing 'D' times
|
|
||||||
for (let i = 0; i < D; i++) {
|
|
||||||
diffLog.push({ lag: s, values: differencedSeries.slice(-s) });
|
|
||||||
differencedSeries = this.difference(differencedSeries, s);
|
|
||||||
}
|
|
||||||
|
|
||||||
// Step 2: Apply non-seasonal differencing 'd' times
|
|
||||||
for (let i = 0; i < d; i++) {
|
|
||||||
diffLog.push({ lag: 1, values: differencedSeries.slice(-1) });
|
|
||||||
differencedSeries = this.difference(differencedSeries, 1);
|
|
||||||
}
|
|
||||||
|
|
||||||
const n = differencedSeries.length;
|
|
||||||
// Simplified coefficients
|
|
||||||
const arCoeffs = p > 0 ? new Array(p).fill(1 / p) : [];
|
|
||||||
const maCoeffs = q > 0 ? new Array(q).fill(1 / q) : [];
|
|
||||||
const sarCoeffs = P > 0 ? new Array(P).fill(1 / P) : [];
|
|
||||||
const smaCoeffs = Q > 0 ? new Array(Q).fill(1 / Q) : [];
|
|
||||||
|
|
||||||
const residuals: number[] = new Array(n).fill(0);
|
|
||||||
const fitted: number[] = new Array(n).fill(0);
|
|
||||||
|
|
||||||
// Step 3: Fit the model
|
|
||||||
const startIdx = Math.max(p, q, P * s, Q * s);
|
|
||||||
for (let t = startIdx; t < n; t++) {
|
|
||||||
// Non-seasonal AR
|
|
||||||
let arVal = 0;
|
|
||||||
for (let i = 0; i < p; i++) arVal += arCoeffs[i] * differencedSeries[t - 1 - i];
|
|
||||||
|
|
||||||
// Non-seasonal MA
|
|
||||||
let maVal = 0;
|
|
||||||
for (let i = 0; i < q; i++) maVal += maCoeffs[i] * residuals[t - 1 - i];
|
|
||||||
|
|
||||||
// Seasonal AR
|
|
||||||
let sarVal = 0;
|
|
||||||
for (let i = 0; i < P; i++) sarVal += sarCoeffs[i] * differencedSeries[t - s * (i + 1)];
|
|
||||||
|
|
||||||
// Seasonal MA
|
|
||||||
let smaVal = 0;
|
|
||||||
for (let i = 0; i < Q; i++) smaVal += smaCoeffs[i] * residuals[t - s * (i + 1)];
|
|
||||||
|
|
||||||
fitted[t] = arVal + maVal + sarVal + smaVal;
|
|
||||||
residuals[t] = differencedSeries[t] - fitted[t];
|
|
||||||
}
|
|
||||||
|
|
||||||
// Step 4: Generate the forecast
|
|
||||||
const forecastDifferenced: number[] = [];
|
|
||||||
const extendedSeries = [...differencedSeries];
|
|
||||||
const extendedResiduals = [...residuals];
|
|
||||||
|
|
||||||
for (let f = 0; f < forecastSteps; f++) {
|
|
||||||
const t = n + f;
|
|
||||||
let nextForecast = 0;
|
|
||||||
|
|
||||||
// AR
|
|
||||||
for (let i = 0; i < p; i++) nextForecast += arCoeffs[i] * extendedSeries[t - 1 - i];
|
|
||||||
// MA (future residuals are 0)
|
|
||||||
for (let i = 0; i < q; i++) nextForecast += maCoeffs[i] * extendedResiduals[t - 1 - i];
|
|
||||||
// SAR
|
|
||||||
for (let i = 0; i < P; i++) nextForecast += sarCoeffs[i] * extendedSeries[t - s * (i + 1)];
|
|
||||||
// SMA
|
|
||||||
for (let i = 0; i < Q; i++) nextForecast += smaCoeffs[i] * extendedResiduals[t - s * (i + 1)];
|
|
||||||
|
|
||||||
forecastDifferenced.push(nextForecast);
|
|
||||||
extendedSeries.push(nextForecast);
|
|
||||||
extendedResiduals.push(0);
|
|
||||||
}
|
|
||||||
|
|
||||||
// Step 5: Invert the differencing
|
|
||||||
let forecast = [...forecastDifferenced];
|
|
||||||
for (let i = diffLog.length - 1; i >= 0; i--) {
|
|
||||||
const { lag, values } = diffLog[i];
|
|
||||||
const inverted = [];
|
|
||||||
const fullHistory = [...originalSeries, ...forecast]; // Need a temporary full history for inversion
|
|
||||||
|
|
||||||
// A simpler inversion method for forecasting
|
|
||||||
let history = [...series];
|
|
||||||
for (const forecastVal of forecast) {
|
|
||||||
const lastSeasonalVal = history[history.length - lag];
|
|
||||||
const invertedVal = forecastVal + lastSeasonalVal;
|
|
||||||
inverted.push(invertedVal);
|
|
||||||
history.push(invertedVal);
|
|
||||||
}
|
|
||||||
forecast = inverted;
|
|
||||||
}
|
|
||||||
|
|
||||||
return {
|
|
||||||
forecast,
|
|
||||||
residuals,
|
|
||||||
model: options,
|
|
||||||
};
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
@ -1,21 +0,0 @@
|
||||||
import { analytics } from '../services/analytics_engine';
|
|
||||||
|
|
||||||
describe('AnalyticsEngine', () => {
|
|
||||||
test('mean returns correct average', () => {
|
|
||||||
const series = { values: [1, 2, 3, 4, 5] };
|
|
||||||
const result = analytics.mean(series);
|
|
||||||
expect(result).toBe(3);
|
|
||||||
});
|
|
||||||
|
|
||||||
test('max returns correct maximum', () => {
|
|
||||||
const series = { values: [1, 2, 3, 4, 5] };
|
|
||||||
const result = analytics.max(series);
|
|
||||||
expect(result).toBe(5);
|
|
||||||
});
|
|
||||||
|
|
||||||
test('min returns correct minimum', () => {
|
|
||||||
const series = { values: [1, 2, 3, 4, 5] };
|
|
||||||
const result = analytics.min(series);
|
|
||||||
expect(result).toBe(1);
|
|
||||||
});
|
|
||||||
});
|
|
||||||
|
|
@ -1,3 +1,5 @@
|
||||||
|
// time-helpers.ts - Date and time utility functions
|
||||||
|
|
||||||
import { getISOWeek, getISODay, subYears, setISOWeek, setISODay, isValid } from 'date-fns';
|
import { getISOWeek, getISODay, subYears, setISOWeek, setISODay, isValid } from 'date-fns';
|
||||||
|
|
||||||
export const getWeekNumber = (dateString: string): number => {
|
export const getWeekNumber = (dateString: string): number => {
|
||||||
|
|
@ -1,15 +0,0 @@
|
||||||
{
|
|
||||||
"compilerOptions": {
|
|
||||||
"target": "ES2020",
|
|
||||||
"module": "commonjs",
|
|
||||||
"strict": true,
|
|
||||||
"esModuleInterop": true,
|
|
||||||
"skipLibCheck": true,
|
|
||||||
"forceConsistentCasingInFileNames": true,
|
|
||||||
"resolveJsonModule": true,
|
|
||||||
"outDir": "./dist",
|
|
||||||
"rootDir": "./"
|
|
||||||
},
|
|
||||||
"include": ["**/*.ts"],
|
|
||||||
"exclude": ["node_modules", "dist"]
|
|
||||||
}
|
|
||||||
|
|
@ -1,22 +0,0 @@
|
||||||
export interface DataSeries {
|
|
||||||
values: number[];
|
|
||||||
labels?: string[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface DataMatrix {
|
|
||||||
data: number[][];
|
|
||||||
columns?: string[];
|
|
||||||
rows?: string[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface Condition {
|
|
||||||
field: string;
|
|
||||||
operator: '>' | '<' | '=' | '>=' | '<=' | '!=';
|
|
||||||
value: number | string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface ApiResponse<T> {
|
|
||||||
success: boolean;
|
|
||||||
data?: T;
|
|
||||||
error?: string;
|
|
||||||
}
|
|
||||||
Loading…
Add table
Add a link
Reference in a new issue