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Lib version: arima@0.2.5
Node version: v14.18.2
OS: Linux and macOS
Description
Hi @zemlyansky, we have been happily using your library without issue for some time to forecast some monthly cost data until the beginning of this month, when the predictions have suddenly become wildly inaccurate.
Below is a snippet of js which demonstrates our problem:
constArima=require('Arima');constinputA=[105.82911266800008,191.51075963815438,124.22193611229298,88.42792338363537,85.84729763073994,88.41525425858667,72.47634627063404,68.10950727140339,50.184748575943566,41.052736303601996,49.81397574690716,64.4913229728772];constinputB=[// FYI this is the same as inputA, except the first element is removed and a new element has been appended191.51075963815438,124.22193611229298,88.42792338363537,85.84729763073994,88.41525425858667,72.47634627063404,68.10950727140339,50.184748575943566,41.052736303601996,49.81397574690716,64.4913229728772,24.585994644050356];for(constinputof[inputA,inputB]){constautoArima=newArima({auto: true,verbose: false}).fit(input);// Predict next 3 valuesconst[pred,errors]=autoArima.predict(3);console.log('pred',pred,'errors',errors);}
If you run this snippet, you should get the following output:
Environment
Lib version:
arima@0.2.5
Node version:
v14.18.2
OS: Linux and macOS
Description
Hi @zemlyansky, we have been happily using your library without issue for some time to forecast some monthly cost data until the beginning of this month, when the predictions have suddenly become wildly inaccurate.
Below is a snippet of js which demonstrates our problem:
If you run this snippet, you should get the following output:
As you can see, the predictions for inputA look sensible, but the ones for inputB do not.
If it assists, when you set verbose to
true
, you get the following output:Please could you assist me in understanding this dramatic change in prediction? Is it a bug?
Many thanks in advance for your time.
Miles
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