https://github.com/tpgillam/associativewindowaggregation.jl

Aggregation of associative operators over rolling windows.
https://github.com/tpgillam/associativewindowaggregation.jl

algorithms julia online-statistics rolling-windows statistics

Last synced: 14 days ago
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Aggregation of associative operators over rolling windows.

• Host: GitHub
• URL: https://github.com/tpgillam/associativewindowaggregation.jl
• Owner: tpgillam
• License: mit
• Created: 2021-01-25T20:45:26.000Z (almost 4 years ago)
• Default Branch: main
• Last Pushed: 2024-04-13T02:14:10.000Z (7 months ago)
• Last Synced: 2024-04-14T00:55:18.926Z (7 months ago)
• Topics: algorithms, julia, online-statistics, rolling-windows, statistics
• Language: Julia
• Homepage:
• Size: 17.9 MB
• Stars: 6
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# AssociativeWindowAggregation.jl

[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://tpgillam.github.io/AssociativeWindowAggregation.jl/stable)

[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://tpgillam.github.io/AssociativeWindowAggregation.jl/dev)

[![Build Status](https://github.com/tpgillam/AssociativeWindowAggregation.jl/workflows/CI/badge.svg)](https://github.com/tpgillam/AssociativeWindowAggregation.jl/actions)

[![Codecov](https://codecov.io/gh/tpgillam/AssociativeWindowAggregation.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/tpgillam/AssociativeWindowAggregation.jl)

[![Code Style: Blue](https://img.shields.io/badge/code%20style-blue-4495d1.svg)](https://github.com/invenia/BlueStyle)

Accumulate result of applying binary associative operators on rolling windows.

The algorithm is constant time with respect to the window length, and is numerically stable. 

Details can be found in the [documentation](https://tpgillam.github.io/AssociativeWindowAggregation.jl/dev). 

For demonstrations, see the [documentation examples](https://tpgillam.github.io/AssociativeWindowAggregation.jl/dev/examples) as well as the project under `examples/`.

The windowed algorithm is well suited for use with [OnlineStats.jl](https://github.com/joshday/OnlineStats.jl).

An [example](https://tpgillam.github.io/AssociativeWindowAggregation.jl/dev/examples/#OnlineStats.jl) of this combination is in the documentation.