Statsample TimeSeries
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Statsample-Timeseries is an extension to Statsample, a suite for advanced statistics with Ruby.


Statsample-Timeseries is extension of Statsample, and incorporates helpful time series functions, estimation techniques, and modules, such as:

  • ACF
  • PACF
  • Kalman Filter
  • Log Likelihood
  • Autocovariances
  • Moving Averages

Statsample-Timeseries is part of the SciRuby project.


Please install rb-gsl which is a Ruby wrapper over GNU Scientific Library. It enables us to use various minimization techniques during estimations.


gem install statsample-timeseries


To use the library:

require 'statsample-timeseries'

See Ankur's blog posts for explanations and examples.


The API doc is online. For more code examples see also the test files in the source tree.


  • 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


Copyright (c) 2013 Ankur Goel and the Ruby Science Foundation. See LICENSE.txt for further details.

Statsample is (c) 2009-2013 Claudio Bustos and the Ruby Science Foundation.