muddydixon / series.js

Series.js

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