public static PlotlyChart BuildChart(TimeSeriesAnalysis analysis)
{
IEnumerable <Graph.Trace> traces = BuildTraces(analysis);
PlotlyChart chart = BuildPlotlyChart(analysis.TimeSeries.Name, traces);
return(chart);
}
private static IEnumerable <Graph.Trace> BuildTraces(TimeSeriesAnalysis analysis)
{
yield return(BuildTrace("Historical", analysis.Historical));
yield return(BuildTrace("Actual", analysis.Actual));
foreach (ForecastDetails forecastDetails in analysis.Forecasts)
{
string name = $"{forecastDetails.AlgorithmName} Forecast";
yield return(BuildTrace(name, forecastDetails.Forecast));
}
}
private static IEnumerable <TimeSeriesAnalysis> Analyze(IEnumerable <TimeSeries> timeSeriesList)
{
const int horizon = 100;
foreach (TimeSeries timeSeries in timeSeriesList)
{
Observation[] observations = GapFiller.FillGaps(timeSeries.Observations, timeSeries.Interval).ToArray();
Observation[] historical = observations.Take(observations.Length - horizon).ToArray();
Observation[] actual = observations.Skip(observations.Length - horizon).ToArray();
var forecasts = new List <ForecastDetails>();
Observation[] linearRegressionForecast = LinearRegressionForecaster
.Forecast(historical, horizon, timeSeries.Interval);
RegressionMetrics linearRegressionMetrics = ForecastScorer.Evaluate(actual, linearRegressionForecast);
forecasts.Add(new ForecastDetails("Linear Regression", linearRegressionForecast, linearRegressionMetrics));
Observation[] ssaForecast = SsaForecaster.Forecast(historical, horizon, timeSeries.Interval);
RegressionMetrics ssaMetrics = ForecastScorer.Evaluate(actual, ssaForecast);
forecasts.Add(new ForecastDetails("SSA", ssaForecast, ssaMetrics));
var analysis = new TimeSeriesAnalysis(timeSeries, historical, actual, forecasts);
yield return(analysis);
}
}
