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timeseries-js

v0.0.2

Published

Time series library build with ScalaJS

Downloads

3

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Links

Git

Maintainers

kubawentakubawenta

Keywords

timeseriestimeseriesscalajsscala

Readme

Welcome to the Time Series library

Library for processing Time Series.

Features

  • Basic functionality
    • [x] Slicing series
    • [x] Map, fold and filter
    • [x] Integration
    • [x] Differentiation
    • [x] groupBy
    • [x] Rolling window
    • [x] Resampling
    • [x] join and merge
  • Calculate statistics
    • [x] min, max
    • [x] mean, variance and standard deviation
    • [x] covariance and correlation
    • [x] normalization
  • IO
    • [x] Read data to/from CSV string
  • Generators
    • [x] Constant series
    • [x] Random noise
    • [x] Random Walk
    • [x] periodic pattern
  • Advanced functionality
    • [x] Finding sessions (periods of activity)

#Examples: Create TimeSeries(index is seconds since EPOCH):

ts = TimeSeries(Array(126234720, 126235720, 126236720, 126237720), Array(2,4,2,4))

Get index:

ts.index

Get values:

ts.values