paranoia

paranoia / AutoArima / 0.1.0

AutoArima

20 Credit Royalty
Automatically fit ARIMA models and forecast with them
No Tags
Language
R
Metrics
API Calls - 175 Avg call duration - N/A
Permissions
The Algorithm Platform License is the set of terms that are stated in the Software License section of the Algorithmia Application Developer and API License Agreement. It is intended to allow users to reserve as many rights as possible without limiting Algorithmia's ability to run it as a service. Learn More

Run an Example

Input
Output
{
  "diag": {
    "aic": -18.143600422796503,
    "aicc": -15.961782240978302,
    "bic": -16.019449819489797,
    "loglik": 12.071800211398202
  },
  "forecast": {
    "lower.80": [
      0.9719245625904731,
      1.86834574606477,
      3.12854269050939,
      4.020907507693179
    ],
    "lower.95": [
      0.9151603491259428,
      1.8064935824904798,
      3.0533092680037504,
      3.9389660694708195
    ],
    "mean": [
      1.07915471433223,
      1.98518726435289,
      3.27066200863177,
      4.17569856914269
    ],
    "upper.80": [
      1.1863848660739902,
      2.1020287826410105,
      3.41278132675415,
      4.33048963059221
    ],
    "upper.95": [
      1.24314907953852,
      2.1638809462153006,
      3.4880147492597904,
      4.41243106881457
    ]
  },
  "model": {
    "arma": [
      1,
      0,
      1,
      0,
      4,
      1,
      1
    ],
    "model": {
      "Delta": [
        1,
        0,
        0,
        1,
        -1
      ],
      "P": [
        [
          -4.662936703425659e-15,
          -4.692077280047389e-15,
          -1.03903100880641e-15,
          -7.089808711390111e-16,
          -2.84436838605903e-16,
          -2.5981455627089904e-15,
          -1.46097046160027e-15,
          -1.9169662062013196e-15,
          -1.2956799024749797e-15,
          -8.616711764342697e-15
        ],
        [
          -3.810178590088409e-15,
          2.91410389941236e-16,
          1.28566884396136e-15,
          -3.3134664013743595e-16,
          -2.916605019150119e-16,
          -3.44772889719518e-30,
          -5.317428319906709e-31,
          1.97665295301025e-16,
          2.14711890677926e-15,
          -1.6630596833091598e-15
        ],
        [
          -3.49556663815758e-16,
          2.33738855413286e-15,
          -7.671323208913201e-16,
          -2.1439593333517595e-15,
          -5.059121315232981e-16,
          6.8214367904378896e-31,
          -2.6207988976243703e-16,
          -2.7744946414260606e-16,
          1.36843616636732e-15,
          1.01887950255156e-15
        ],
        [
          -4.6730003246066e-16,
          -2.88297120063906e-16,
          -2.92299169463608e-15,
          2.34452101998784e-15,
          2.3223417742605997e-15,
          1.41915422157233e-16,
          -1.2725879096066404e-15,
          -1.7952573563867705e-15,
          -1.49068606245164e-15,
          -1.81607067275507e-15
        ],
        [
          -2.0843220720961605e-16,
          -5.143874284954221e-16,
          -1.0683809647699702e-15,
          2.0888077630047902e-15,
          1.4965513541153398e-15,
          8.0496991053448e-17,
          -6.375142282141561e-16,
          -8.929639687957972e-16,
          -8.998577413113819e-16,
          -1.0277929574675498e-15
        ],
        [
          7.55796006826916e-15,
          3.876276182123879e-15,
          -5.2678119420536396e-15,
          7.54982075089151e-15,
          5.632484913987879e-15,
          -1.4870236151873296e-16,
          1.45229572615717e-15,
          1.8506563897057204e-15,
          -7.901205720943181e-16,
          6.61913713465611e-15
        ],
        [
          7.075648041729401e-15,
          3.82027248940098e-15,
          -5.768358961070749e-15,
          5.4217371578310894e-15,
          4.7438856494105796e-15,
          -1.3382692160277199e-30,
          2.7461355448081503e-16,
          2.0108105560524506e-16,
          -2.45243079528102e-15,
          4.623217246448388e-15
        ],
        [
          6.89122056645773e-15,
          4.041436519921e-15,
          -4.921318021313391e-15,
          4.943083089658111e-15,
          4.21215127666366e-15,
          -1.4490309647669201e-30,
          -3.0892888230038094e-30,
          -2.0711840725101002e-16,
          -2.2755431983179104e-15,
          4.61567736813982e-15
        ],
        [
          6.57062723687221e-15,
          6.159227981279671e-15,
          -3.0594974164973304e-15,
          5.3230298925117206e-15,
          4.306928047527609e-15,
          8.467530977218263e-32,
          -1.61871367336104e-30,
          -3.7121515087555804e-30,
          -5.947761382148261e-17,
          6.5111496230507304e-15
        ],
        [
          9.727451118650838e-17,
          1.43385015391683e-15,
          -4.1441222614338694e-15,
          4.0108244139683995e-15,
          3.6010520874357595e-15,
          -3.664202406069779e-30,
          -3.3499773754364e-30,
          -4.784294761256449e-30,
          -1.28708677478387e-30,
          9.727451118650349e-17
        ]
      ],
      "Pn": [
        [
          0.999999999999994,
          -3.406806493152879e-15,
          -1.36684515717524e-15,
          -2.30441484165318e-15,
          -1.08311327512375e-15,
          8.43466656607441e-17,
          -6.68002601804654e-16,
          -9.356689279615935e-16,
          -8.861293970008141e-16,
          -7.25074232468595e-15
        ],
        [
          -2.5249078031939e-15,
          2.9141038994123703e-16,
          1.28566884396136e-15,
          -3.3134664013743797e-16,
          -2.916605019150129e-16,
          0,
          4.87435593150902e-31,
          1.9766529530102602e-16,
          2.14711890677926e-15,
          -1.6630596833091497e-15
        ],
        [
          -6.773708121845921e-16,
          2.33738855413286e-15,
          -7.671323208913201e-16,
          -2.1439593333517595e-15,
          -5.059121315232981e-16,
          -1.9721522630525304e-31,
          -2.62079889762438e-16,
          -2.7744946414260705e-16,
          1.36843616636732e-15,
          1.01887950255156e-15
        ],
        [
          -2.0627340029748303e-15,
          -2.88297120063908e-16,
          -2.92299169463608e-15,
          2.3445210199878503e-15,
          2.3223417742605997e-15,
          1.41915422157229e-16,
          -1.2725879096066404e-15,
          -1.7952573563867705e-15,
          -1.49068606245164e-15,
          -1.81607067275507e-15
        ],
        [
          -1.0071086437274596e-15,
          -5.14387428495423e-16,
          -1.0683809647699702e-15,
          2.0888077630047902e-15,
          1.4965513541153398e-15,
          8.049699105344579e-17,
          -6.375142282141561e-16,
          -8.929639687957982e-16,
          -8.998577413113819e-16,
          -1.0277929574675498e-15
        ],
        [
          1.0240452296638902e-14,
          3.876276182123879e-15,
          -5.2678119420536396e-15,
          7.5498207508915e-15,
          5.632484913987879e-15,
          -1.4870236151872596e-16,
          1.45229572615717e-15,
          1.8506563897057204e-15,
          -7.901205720943163e-16,
          6.61913713465611e-15
        ],
        [
          7.86861590152502e-15,
          3.82027248940098e-15,
          -5.768358961070749e-15,
          5.4217371578310894e-15,
          4.7438856494105796e-15,
          7.888609052210122e-31,
          2.74613554480816e-16,
          2.0108105560524602e-16,
          -2.45243079528101e-15,
          4.623217246448388e-15
        ],
        [
          7.872517844697458e-15,
          4.041436519921009e-15,
          -4.921318021313391e-15,
          4.943083089658111e-15,
          4.21215127666366e-15,
          1.1832913578315198e-30,
          -2.3111516204547894e-30,
          -2.0711840725100906e-16,
          -2.2755431983179104e-15,
          4.61567736813982e-15
        ],
        [
          6.980177742346371e-15,
          6.159227981279671e-15,
          -3.0594974164973304e-15,
          5.3230298925117206e-15,
          4.306928047527609e-15,
          1.1832913578315198e-30,
          -1.2939532855569797e-30,
          -3.31026071243208e-30,
          -5.947761382148241e-17,
          6.5111496230507304e-15
        ],
        [
          1.46324395084326e-15,
          1.43385015391683e-15,
          -4.1441222614338694e-15,
          4.01082441396839e-15,
          3.6010520874357595e-15,
          0,
          -2.2668075123255704e-30,
          -3.44387266796264e-30,
          -7.276533003101921e-31,
          9.727451118650539e-17
        ]
      ],
      "T": [
        [
          -0.567218064321881,
          1,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          1,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          1,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          -0.954358899938221,
          0,
          0,
          0,
          1,
          0,
          0,
          0,
          0,
          0
        ],
        [
          -0.541329607891317,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          1,
          0,
          0,
          0,
          0,
          1,
          0,
          0,
          1,
          -1
        ],
        [
          0,
          0,
          0,
          0,
          0,
          1,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          1,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          1,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          1,
          0
        ]
      ],
      "V": [
        [
          1,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ],
        [
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0
        ]
      ],
      "Z": [
        1,
        0,
        0,
        0,
        0,
        1,
        0,
        0,
        1,
        -1
      ],
      "a": [
        0.100000000000001,
        0.4358765207644221,
        0.12109595316270401,
        0.23217470919233402,
        0.16239888236739605,
        3,
        2,
        1,
        4.3,
        3.4
      ],
      "h": 0,
      "phi": [
        -0.567218064321881,
        0,
        0,
        -0.954358899938221,
        -0.541329607891317
      ],
      "theta": [
        0,
        0,
        0,
        0
      ]
    },
    "residuals": {
      "data": [
        0.0005773489647043417,
        0.0010327924730676298,
        0.0015212715342650697,
        0.0013362984798151595,
        -0.0060808970498724005,
        0.027132074857030203,
        0.043330735720769106,
        0.05390206433472781,
        -0.133993750043802,
        -0.031171589741644697,
        -0.00715295564738444,
        -0.0071529556493420705,
        0.0156675943809127,
        -0.185080507422231,
        0.0937093427848604,
        -0.07940343148639052,
        -0.129111207246033,
        -0.005791272566047389,
        -0.011103484375477797,
        -0.0032024269229906596
      ],
      "freq": 4
    },
    "sigma2": 0.00700102567142826,
    "x": {
      "data": [
        1,
        2,
        3,
        4,
        1.1,
        2.2,
        3.3,
        4.4,
        1.1,
        2.1,
        3.1,
        4.1,
        1.2,
        2.1,
        3.4,
        4.3,
        1,
        2,
        3,
        4
      ],
      "freq": 4
    }
  }
}

Install and Use

Install

Install the Algorithmia CLI client by running:

curl -sSLf https://algorithmia.com/install.sh | sh

Then authenticate by running:

algo auth
# Enter API Key: YOUR_API_KEY
CLI Install Docs

Use



algo run paranoia/AutoArima/0.1.0 -d '{
  "data": [
    1, 2, 3, 4,
    1.1, 2.2, 3.3, 4.4,
    1.1, 2.1, 3.1, 4.1,
    1.2, 2.1, 3.4, 4.3,
    1, 2, 3, 4],
  "freq": 4,
  "horizon": 4
}' --timeout 300
  
CLI Docs