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.

• sciruby.com

• Google+

• Ankur Goel

• Statsample

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.