/statsample-timeseries

Statsample TimeSeries

Primary LanguageRubyOtherNOASSERTION

statsample-timeseries ↑

<img src=“https://secure.travis-ci.org/AnkurGel/statsample-timeseries.png” />

Statsample-Timeseries is an extension to Statsample, a suite for advanced statistics with Ruby.

Description ↑

Statsample-Timeseries is extension of Statsample, and incorporates helpful time series functions, estimation techniques, and modules, such as:

  • ACF

  • PACF

  • ARIMA

  • Kalman Filter

  • Log Likelihood

  • Autocovariances

  • Moving Averages

Statsample-Timeseries was created by Ankur Goel as part of Google’s Summer of Code 2013. It is part of the SciRuby Project.

Dependency ↑

Please install gsl-nmatrix which is a Ruby wrapper over GNU Scientific Library. It enables us to use various minimization techniques during estimations.

Installation ↑

gem install statsample-timeseries

Usage ↑

To use the library

require 'statsample-timeseries'

You can also go through the blog-posts on my blog for descriptive explanation and examples.

Documentation ↑

The API doc is online. For more code examples see also the test files in the source tree.

Contributing ↑

  • Fork the project.

  • Create your feature branch

  • Add/Modify code.

  • Write equivalent documentation and tests.

  • Run ‘rake test` to verify that all tests pass.

  • Push your branch.

  • Pull request. :)

Project home page ↑

For information on the source tree, documentation, issues and how to contribute, see

http://github.com/SciRuby/statsample-timeseries

Copyright ↑

Copyright © 2013 Ankur Goel and the Ruby Science Foundation. See LICENSE.txt for further details.

Statsample is © 2009-2013 Claudio Bustos and the Ruby Science Foundation.