Simple library for doing time series analysis in Node.js. Much of the functionality has been cloned from the time series module in Ruby's statsample library: https://github.com/clbustos/statsample
Easy:
npm install time-series
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, ...]
MIT