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