timeseries-js v0.0.2

Welcome to the Time Series library

Library for processing Time Series.

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
• Advanced functionality
  • 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