Time Series utilities


Keywords
time, series, statistics, array, utils
License
Apache-2.0
Install
npm install series.js@0.1.14

Documentation

Series.js Build Status

Utilitie Library for time series operation.

Calculate data array via accessor method.

  • Statistics:
    • sum, sumsq
    • mean, median, quantile
    • variance, standard devience, covariance, correlation
    • auto covariance, auto correlation
  • Aggregation
    • minute
    • hour
    • day
    • week
    • month
    • year
  • Analytics (soon)
    • auto regression
    • spectrum
    • moving average
    • holt-winters

Usage

Array Operation

for data array

Series.sum([1,2,3,4,5]);  // => 15
Series.mean([1,2,3,4,5]); // => 3

for object array

Series.y(function(d){ return d.v;})
  .sum([{v:1},{v:2},{v:3},{v:4},{v:5}]);  // => 15
Series.y(function(d){ return d.v;})
  .mean([{v:1},{v:2},{v:3},{v:4},{v:5}]); // => 15

Aggregation

var data = [
  {t:1, v:2},{t:1, v:1},{t:2, v:8},
  {t:1, v:4},{t:2, v:3},{t:1, v:2}
];
Series.y(function(d){ return d.v; })
  .aggregation(Series.sum)
  .key(function(d){ return d.t; })
  (data);
// => [{t:1, y:9},{t:2, y:11}]

LICENSE

Apache License Version 2.0