https://github.com/carldata/timeseries

Time Series library for Scala
https://github.com/carldata/timeseries

scalatest time-series

Last synced: 6 months ago
JSON representation

Time Series library for Scala

• Host: GitHub
• URL: https://github.com/carldata/timeseries
• Owner: carldata
• License: apache-2.0
• Created: 2017-07-18T11:06:46.000Z (almost 9 years ago)
• Default Branch: master
• Last Pushed: 2022-07-31T17:56:59.000Z (almost 4 years ago)
• Last Synced: 2025-09-08T21:28:17.649Z (10 months ago)
• Topics: scalatest, time-series
• Language: Scala
• Homepage:
• Size: 891 KB
• Stars: 37
• Watchers: 9
• Forks: 7
• Open Issues: 5
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

• awesome-java - Time Series

README

          
![](https://raw.githubusercontent.com/carldata/argo/master/proj_header.png "")

## Biblioteka Timeseries powstała w ramach prac badawczo rozwojowych w RAMACH PROGRAMU OPERACYJNEGO INTELIGENTNY ROZWÓJ  w projekcie:

# Predykacja wydajności sieci kanalizacyjno-burzowej w czasie rzeczywistym jako usługa Saas oparta na danych pozyskanych metodami uczenia maszynowego 

# Welcome to the Time Series library

[![Build status](https://travis-ci.org/carldata/timeseries.svg?branch=master)](https://travis-ci.org/carldata/timeseries)

[![Maven Central](https://maven-badges.herokuapp.com/maven-central/io.github.carldata/timeseries_2.12/badge.svg)](https://maven-badges.herokuapp.com/maven-central/io.github.carldata/timeseries_2.12)

Library for processing Time Series.

## Quick start

 

 Add the following dependency to the build.sbt

 ```scala

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

 ```

Running benchmarks

```bash

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](http://github.com/carl/timeseries/issues).

# 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.