Hey Commons Math, As part of some work on anomaly detection in time series data, a couple colleagues and I have put together a Java implementation of STL <http://www.wessa.net/download/stl.pdf>, which we think might be generally useful.
It is based on commons-math3 LoessInterpolator <http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math3/analysis/interpolation/LoessInterpolator.html>, so we thought it might be a natural contribution to the project. The code currently lives here: https://github.com/brandtg/stl-java. From a usability perspective, I think it needs some cleanup work, and it needs more thorough testing. However, an earlier variant of the code has run in production with decent results on reasonably large time series, so it is not too far off. Is this something that would be valuable to Commons Math? A cursory search of JIRA and the mailing lists didn't turn up with anything, so my apologies if this has been previously discussed. If so, I can massage the code to be consistent with the Developers Guide, simplify usage, and add more test coverage, then follow the recommendations there to create a patch. Please feel free to submit pull requests or issues on the Github repo in addition to discussion on this thread. Thanks, -Greg
