Time Door | A time series analysis API
{
"time_series": [
{
"data": {
"2020-01-01T00:00:00Z": -0.1313,
"2020-01-01T00:00:01Z": -0.2547,
"2020-01-01T00:00:02Z": null,
"2020-01-01T00:00:03Z": -0.2562,
"2020-01-01T00:00:04Z": -2.0167,
"2020-01-01T00:00:05Z": -1.3353,
"2020-01-01T00:00:06Z": 1.073,
"2020-01-01T00:00:07Z": 1.0136,
"2020-01-01T00:00:08Z": 1.1977,
"2020-01-01T00:00:09Z": 0.0984,
"2020-01-01T00:00:10Z": 1.0268
},
"imputation": {
"method": "ewma",
"ma_window_size": 10
},
"transformations": {
"box_cox": {
"apply": true,
"lambda": "auto",
"method": "guerrero",
"upper": 2,
"lower": -1
},
"log": {
"apply": false,
"base": "e",
"factor": null,
"constant": 1
},
"seasonal_diff": {
"apply": true,
"period": "auto",
"n_diffs": "auto",
"test": "ss",
"alpha": 0.05
},
"first_diff": {
"apply": true,
"n_diffs": "auto",
"test": "kpss",
"type": "level",
"alpha": 0.05
}
}
},
{
"data": {
"2020-01-01T00:00:00Z": -1.3487,
"2020-01-01T00:00:01Z": 1.0557,
"2020-01-01T00:00:02Z": 1.1499,
"2020-01-01T00:00:03Z": 1.1876,
"2020-01-01T00:00:04Z": 0.3059,
"2020-01-01T00:00:05Z": 0.9625,
"2020-01-01T00:00:06Z": -1.0361,
"2020-01-01T00:00:07Z": -0.567,
"2020-01-01T00:00:08Z": -1.2387,
"2020-01-01T00:00:09Z": -1.3545,
"2020-01-01T00:00:10Z": -1.825
},
"imputation": {
"method": "locf",
"ma_window_size": 10
},
"transformations": {
"box_cox": {
"apply": false,
"lambda": "auto",
"method": "guerrero",
"upper": 2,
"lower": -1
},
"log": {
"apply": true,
"base": 10,
"factor": 10,
"constant": 1
},
"seasonal_diff": {
"apply": false,
"period": "auto",
"n_diffs": "auto",
"test": "ss",
"alpha": 0.05
},
"first_diff": {
"apply": true,
"n_diffs": 1,
"test": "kpss",
"type": "level",
"alpha": 0.05
}
}
}
]
}
Example request with 2 time series and individual data imputation and transformation parameters. The API Docs provide full request examples.