tealeaves
Tealeaves is a simple forecasting toolset for ruby, able to product short term forecasts for time series data.
It implements Exponential Smoothing methods, including those dealing with seasonality & trends, and has some basic functionality to determine optimal models.
Usage
require 'tealeaves'
# A set of time series data
data = [1.0, 3.3 ... 24.56]
# Period, for example 12 for monthly data
period = 12
# Get an 'optimal' model
TeaLeaves.optimal_model(data, period)
# Or next period's forecasts from the optimal model
TeaLeaves.forecast(data, period)
# Or the next n period's forecasts from the optimal model
TeaLeaves.forecast(data, period, 3)
Note on Patches/Pull Requests
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Fork the project.
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Make your feature addition or bug fix.
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Add tests for it. This is important so I don’t break it in a future version unintentionally.
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Commit, do not mess with rakefile, version, or history. (if you want to have your own version, that is fine but bump version in a commit by itself I can ignore when I pull)
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Send me a pull request. Bonus points for topic branches.
Copyright
Copyright © 2010 Roland Swingler. See LICENSE for details.