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0.1.0.Final

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@pavolloffay pavolloffay released this 20 Apr 18:22
· 22 commits to master since this release

I'm happy to announce first release of Hawkular Data Mining. This release contains several time series models and utility classes for time series manipulation.

Core functionality:

Time series models

  • Simple exponential smoothing
  • Double exponential smoothing (Holt's linear trend)
  • Seasonal triple exponential smoothing (Holt Winters)
  • Simple moving average (Weighted moving average)
  • AutomaticForecaster - which automatically selects the best model
  • Parameters of all models are estimated using maximum likelihood estimation and models are designed for online learning

Time series manipulation & Statistics

  • Augmented Dickey-Fuller test
  • Autocorrelation function (ACF)
  • Time series decomposition
  • Time series lagging
  • Time series differencing
  • Automatic period identification