timeseries


License

License

Categories

Categories

Data
GroupId

GroupId

io.github.carldata
ArtifactId

ArtifactId

timeseries_2.12
Last Version

Last Version

0.7.0
Release Date

Release Date

Type

Type

jar
Description

Description

timeseries
timeseries
Project URL

Project URL

https://github.com/carldata/timeseries
Project Organization

Project Organization

io.github.carldata
Source Code Management

Source Code Management

https://github.com/carldata/timeseries

Download timeseries_2.12

How to add to project

<!-- https://jarcasting.com/artifacts/io.github.carldata/timeseries_2.12/ -->
<dependency>
    <groupId>io.github.carldata</groupId>
    <artifactId>timeseries_2.12</artifactId>
    <version>0.7.0</version>
</dependency>
// https://jarcasting.com/artifacts/io.github.carldata/timeseries_2.12/
implementation 'io.github.carldata:timeseries_2.12:0.7.0'
// https://jarcasting.com/artifacts/io.github.carldata/timeseries_2.12/
implementation ("io.github.carldata:timeseries_2.12:0.7.0")
'io.github.carldata:timeseries_2.12:jar:0.7.0'
<dependency org="io.github.carldata" name="timeseries_2.12" rev="0.7.0">
  <artifact name="timeseries_2.12" type="jar" />
</dependency>
@Grapes(
@Grab(group='io.github.carldata', module='timeseries_2.12', version='0.7.0')
)
libraryDependencies += "io.github.carldata" % "timeseries_2.12" % "0.7.0"
[io.github.carldata/timeseries_2.12 "0.7.0"]

Dependencies

compile (2)

Group / Artifact Type Version
org.scala-lang : scala-library jar 2.12.11
com.storm-enroute : scalameter-core_2.12 jar 0.19

test (1)

Group / Artifact Type Version
org.scalatest : scalatest_2.12 jar 3.2.0-M1

Project Modules

There are no modules declared in this project.

Welcome to the Time Series library

Build status Maven Central

Library for processing Time Series.

Quick start

Add the following dependency to the build.sbt

libraryDependencies += "io.github.carldata" %% "timeseries" % "0.7.0"

Running benchmarks

sbt -mem 4000 run

Features

  • Basic functionality
    • Slicing series
    • Map, fold and filter
    • Integration
    • Differentiation
    • groupBy
    • Rolling window
    • Resampling
    • join and merge
  • Calculate statistics
    • min, max
    • mean, variance and standard deviation
    • covariance and correlation
    • normalization
  • IO
    • Read data to/from CSV string
  • Generators
    • Constant series
    • Random noise
    • Random Walk
    • periodic pattern
  • Metrics
    • MSE and RMSE between 2 series
    • MAE between 2 series
    • MAPE between 2 series
    • MAD between 2 series
  • ARIMA
    • Check is series is stationary
    • AR(p) - Autoregressive
    • I(d) - Integrate
    • MA(q) - Moving average
  • Advanced functionality
    • Finding sessions (periods of activity)

Join in!

We are happy to receive bug reports, fixes, documentation enhancements, and other improvements.

Please report bugs via the github issue tracker.

Redistributing

timeseries source code is distributed under the Apache-2.0 license.

Contributions

Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be licensed as above, without any additional terms or conditions.

io.github.carldata

Carl Data Solutions

Versions

Version
0.7.0
0.6.9
0.6.8
0.6.7
0.6.6
0.6.5
0.6.3
0.6.2
0.6.1
0.6.0
0.5.0
0.4.8
0.4.7
0.4.6
0.4.5
0.4.4
0.4.3
0.4.2
0.4.1
0.4.0
0.3.4
0.3.3
0.3.2
0.3.0
0.2.2
0.2.1
0.2.0