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# augurs | ||
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[![npm](https://img.shields.io/npm/v/@bsull/augurs)](https://www.npmjs.com/package/@bsull/augurs) | ||
[![npm](https://img.shields.io/npm/dm/@bsull/augurs)](https://www.npmjs.com/package/@bsull/augurs) | ||
[![npm](https://img.shields.io/npm/l/@bsull/augurs)](https://www.npmjs.com/package/@bsull/augurs) | ||
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JavaScript bindings for the augurs time series framework. | ||
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## Installation | ||
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Add this package to your project with: | ||
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```bash | ||
npm install @bsull/augurs | ||
``` | ||
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## Usage | ||
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Full usage docs are still to come, but here's a quick example: | ||
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```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'; | ||
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// Initialize the WASM components before using any augurs functions. | ||
await Promise.all([initProphet(), initTransforms()]); | ||
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// Create a pipeline which will apply a Yeo-Johnson transform and a standard scaler. | ||
const pipeline = new Pipeline([ | ||
new Transform('yeoJohnson'), | ||
new Transform('standardScaler'), | ||
]); | ||
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// Create a Prophet model with the WASM-based optimizer. | ||
const prophet = new Prophet({ optimizer }); | ||
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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]; | ||
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// Fit the pipeline to the data. | ||
const yTransformed = pipeline.fitTransform(y); | ||
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// Fit the Prophet model to the transformed data. | ||
prophet.fit({ ds, y: yTransformed }); | ||
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// 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), | ||
}, | ||
}; | ||
``` | ||
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See the [documentation](https://docs.augu.rs/js/getting-started/quick-start) for more information. | ||
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## License | ||
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This project is dual-licensed under the [Apache 2.0](LICENSE-APACHE) and [MIT](LICENSE-MIT) licenses. |
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