mealy

Mealy machines for processing time-series and ordered data.

mealy provides support for computing statistics (such as an average or a standard deviation) as current state. Usage is to supply a decay function representing the relative weights of recent values versus older ones, in the manner of exponentially-weighted averages. The library attempts to be polymorphic in the statistic which can be combined in applicative style.

Usage

>>> import Mealy
>>> fold ((,) <$> ma 0.9 <*> std 0.9) [1..100]
(91.00265621044142,9.472822805289121)