time-series-filter
| Crates.io | time-series-filter |
| lib.rs | time-series-filter |
| version | 0.1.2 |
| created_at | 2020-04-13 02:34:53.898482+00 |
| updated_at | 2023-11-12 06:10:11.595999+00 |
| description | Filters such as exponential weighted moving average (IIR LPF) |
| homepage | |
| repository | https://github.com/tstellanova/time-series-filter |
| max_upload_size | |
| id | 229581 |
| size | 10,570 |
Todd Stellanova (tstellanova)
documentation
README
time-series-filter
Some convenient traits and types for processing sequential data.
-
FloatSeriesEwmaFiltercan 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). -
IntSeriesEwmaFiltercreates 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.