Skip to content
Algorithms for Unevenly Spaced Time Series in C
Branch: master
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
.gitignore
CHANGELOG.txt
README.md
README_Linux.md
README_Windows.md
ema.c
ema.h
rolling.c
rolling.h
sma.c
sma.h
test.c

README.md

Overview

This C library provides rolling time series operators for unevenly spaced data, such as simple moving averages (SMAs), exponential moving averages (EMAs), and various rolling functions. The SMAs and EMAs support three different interpolation schemes.

The implementation details are described in "Algorithms for Unevenly Spaced Time Series: Moving Averages and Other Rolling Operators", Eckner (2017).

Installation

Please see README_Linux and README_Windows for how to compile the code and run the test program under Linux and Windows, respectively.

You can’t perform that action at this time.