Awesome Open Source
Awesome Open Source

Java Time Series

Time series analysis in Java.

Announcements

Pre-release version 0.4 is now available.

The project groupId has changed to com.github.signaflo. See the using section below for updated coordinates.

Features

  • Seasonal ARIMA models.
  • ARIMA forecasting and simulation.
  • Random walk simulation and modeling.
  • Time series statistics, moving averages, and aggregation.
  • Simple, intuitive, and powerful time modeling.
  • Autocorrelation function and ACF plot.

Using

Please note that this library is still in early development stages. Major API changes are expected in the near future.

Maven

<dependency>
    <groupId>com.github.signaflo</groupId>
    <artifactId>timeseries</artifactId>
    <version>0.4</version>
</dependency>

Gradle

compile 'com.github.signaflo:timeseries:0.4'

Javadoc

timeseries module

math module (interproject dependency of timeseries module)

Credits

Library Category License
XChart Graphing Apache 2.0
Smile Distributions Apache 2.0

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