go-forecaster

forecasting library

Example 1

Contains a daily seasonal component with 2 anomalous behaviors along with 2 registered change points

Example 2

Contains a daily seasonal component with a trend change point which resets

Example 3

Auto-changepoint detection and fit

Example Use

import (
  "fmt"
  "time"

  "github.com/aouyang1/go-forecaster"
)

func MyForecast(t []time.Time, y []float64) ([]float64, error) {
  // initialize forecaster
  f, err := forecaster.New(nil)
  if err != nil {
    return nil, err
  }

  // fit the model
  if err := f.Fit(t, y); err != nil {
    return nil, err
  }

  // create future time slice with 10 samples after last training time at minute level
  // granularity
  horizon, err := f.MakeFuturePeriods(10, time.Minute)
  if err != nil {
    return nil, err
  }
  return f.Predict(horizon)
}