Time Series library

Time Series library for Scala

Programming language: Scala

License: Apache License 2.0

Tags: Tools     Data     Data Structures    

README

Welcome to the Time Series library

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
  • [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
• Metrics
  • [x] MSE and RMSE between 2 series
  • [x] MAE between 2 series
  • [x] MAPE between 2 series
  • [x] MAD between 2 series
• ARIMA
  • [ ] Check is series is stationary
  • [ ] AR(p) - Autoregressive
  • [ ] I(d) - Integrate
  • [ ] MA(q) - Moving average
• Advanced functionality
  • [x] 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.