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Regression/forecast for charting

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This commit is contained in:
Dennis Eichhorn 2016-05-30 21:10:17 +02:00
parent 59ef044f54
commit 5c02524873
2 changed files with 66 additions and 0 deletions
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31
Math/Stochastic/Average.js Normal file
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/**
* Average class.
*
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @copyright 2013 Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0 * @since 1.0.0
*/
(function (jsOMS, undefined)
{
"use strict";
/** @namespace jsOMS.Math.Stochastic.Average */
jsOMS.Autoloader.defineNamespace('jsOMS.Math.Stochastic.Average');
jsOMS.Math.Stochastic.Average.arithmeticMean = function (values, offset = 0)
{
Array.sort(values);
let length = values.length;
if (offset > 0) {
values = Array.splice(offset, length - offset);
}
if (length === 0) {
throw 'Division zero';
}
return values.reduce((a, b) => a + b, 0) / count;
};
}(window.jsOMS = window.jsOMS || {}));

35
Math/Stochastic/Forecast/LinearRegression.js Normal file
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/**
* Linear regression class.
*
* @author OMS Development Team <dev@oms.com>
* @author Dennis Eichhorn <d.eichhorn@oms.com>
* @copyright 2013 Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0 * @since 1.0.0
*/
(function (jsOMS, undefined)
{
"use strict";
/** @namespace jsOMS.Math.Stochastic.Forecast.LinearRegression */
jsOMS.Autoloader.defineNamespace('jsOMS.Math.Stochastic.Forecast.LinearRegression');
jsOMS.Math.Stochastic.Forecast.LinearRegression.getLinearRegresseion = function (x, y)
{
let count = x.length,
meanX = jsOMS.Math.Stochastic.Average.arithmeticMean(x),
meanY = jsOMS.Math.Stochastic.Average.arithmeticMean(y),
sum1 = 0,
sum2 = 0,
b0, b1;
for (let i = 0; i < count; i++) {
sum1 += (y[i] - meanY) * (x[i] - meanX);
sum2 += (x[i] - meanX) ** 2;
}
b1 = sum1 / sum2;
b0 = meanY - b1 * meanX;
return {b0: b0, b1: b1};
};
}(window.jsOMS = window.jsOMS || {}));