tstellanova / time-series-filter

Useful time series filtering utilities for Rust

time-series-filter

Some convenient traits and types for processing sequential data.

• FloatSeriesEwmaFilter can be used to track the exponential weighted moving average (EWMA) of a varying signal. This is essentially an infinite impulse response (IIR) filter and a low pass filter (LPF).
• IntSeriesEwmaFilter creates a filter for integer types, which avoids floating point math.

Examples

See the tests in lib.rs for examples of usage.

License

BSD-3-Clause, see LICENSE file.