tealeaves

Build Status

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

Copyright © 2010 Roland Swingler. See LICENSE for details.