The goal of this library is to provide optimised algorithms for time-series analysis and signal processing.

• Piecewise Aggregate Approximation (PAA)
• Z-Normalization
• Symbolic Aggregate Approximation (SAX)
• Discrete Fourier Transform (DFT)
• Discrete Cosine Transform (DCT)
• Moving Average Filter
• Exponential Moving Average Filter
• Piecewise Linear Aggregate Approximation (PLAA)
• Indexable Symbolic Aggregate Approximation (iSAX)
• Adaptive Distribution Divider used for (adaptive SAX/iSAX)
• TESPAR DZ
• Discrete Chebyshev Transform (DChT)
• Discrete Haar Wavelet Transform (DWT)
• Adaptive Piecewise Constant Approximation (APCA)

Add the following dependency to your maven project.

<dependency>
    <groupId>ro.hasna.ts</groupId>
    <artifactId>time-series-math</artifactId>
    <version>0.8</version>
</dependency>

And also add the following custom repository.

<repository>
    <snapshots>
        <enabled>false</enabled>
    </snapshots>
    <id>central</id>
    <name>bintray</name>
    <url>http://jcenter.bintray.com</url>
</repository>

• Piecewise Linear Approximation (PLA)
• Piecewise Quadratic Approximation (PQA)
• Dynamic Time Warping
• Longest Common Subsequence
• Uniform Scaling
• Scaled and Warped Matching

• Create your own fork of octavian-h/times-series-math
• Make the changes
• Submit a pull request

Time-Series Math library is licensed under the Apache License, Version 2.0. See LICENSE for the full license text.