time-series

A simple library for doing time-series analysis in Node.js.

Wat

Simple library for doing time series analysis in Node.js. Much of the functionality has been closed from the time series module in Ruby's statsample library: https://github.com/clbustos/statsample

Install

Easy:

npm install time-series

Usage

Simple statistics:

ts = new TimeSeries([1, 2, 3, 4]);

ts.mean();  // => gives 2.5
ts.sd();    // => gives around 1.291
ts.var();   // => gives around 1.667

Moving averages:

ts = new TimeSeries(_.range(30));

// Default MA length is 10, gives 9 null observations at the start
ts.ma();   // => [null, ..., null, 4.5, 5.5, 6.5, ..., 23.5, 24.5]

// Different MA length
ts.ma(5);  // => [null, ..., null, 2, 3, 4, 5, ...]

Exponential moving averages:

ts = new TimeSeries(_.range(30));

ts.ema();  // => [null, ..., null, 5.5, 6.5, 7.5, ...]
ts.ema(5); // => [null, ..., null, 3, 4, 5, 6, ...]

Licence

MIT