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.
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
Fork the project.
Make your feature addition or bug fix.
Add tests for it. This is important so I don't break it in a future version unintentionally.
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)
Send me a pull request. Bonus points for topic branches.
Copyright © 2010 Roland Swingler. See LICENSE for details.