timeseries-aggregate

Given an array of timeseries data ordered from oldest to newest, aggregate the sum or average of values inside X periods of Y milliseconds each, ending at the date given.

Series data is expected to be an array of objects of the following format:

{
  timestamp: Date,
  value: Number
}

The output of summation is an array of objects of the following format:

{
  period: Date, // The start of the period being summed
  sum: Number   // The sum of values in the period
}

The output of averaging is an array of objects of the following format:

{
  period: Date,   // The start of the period being averaged
  average: Number // The average of values in the period
}

This algorithm is weighted toward calculations that favor the end of the series array (most recent values), as it iterates from end to start.

Usage

var Aggregate = require('../index');

var endDate = new Date("June 9, 2016 GMT-0000"),
    numPeriods = 2,
    periodDurationInMs = Aggregate.DAY_IN_MS * 2,
    series = [
      {
        timestamp: new Date("June 1, 2016 GMT-0000"),
        value: 1
      },
      {
        timestamp: new Date("June 2, 2016 GMT-0000"),
        value: 2
      },
      {
        timestamp: new Date("June 3, 2016 GMT-0000"),
        value: 3
      },
      {
        timestamp: new Date("June 4, 2016 GMT-0000"),
        value: 4
      },
      {
        timestamp: new Date("June 5, 2016 GMT-0000"),
        value: 5
      },
      {
        timestamp: new Date("June 6, 2016 GMT-0000"),
        value: 6
      },
      {
        timestamp: new Date("June 7, 2016 GMT-0000"),
        value: 7
      },
      {
        timestamp: new Date("June 8, 2016 GMT-0000"),
        value: 8
      },
      {
        timestamp: new Date("June 9, 2016 GMT-0000"),
        value: 9
      },
      {
        timestamp: new Date("June 10, 2016 GMT-0000"),
        value: 10
      },
      {
        timestamp: new Date("June 11, 2016 GMT-0000"),
        value: 11
      },
      {
        timestamp: new Date("June 12, 2016 GMT-0000"),
        value: 12
      },
    ];

// Aggregate the two 48-hour periods preceeding June 9th
Aggregate.sum(endDate, numPeriods, periodDurationInMs, series);