timeseries-js

Welcome to the Time Series library

Library for processing Time Series.

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
• Advanced functionality
  • [x] 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