Computing local information within a rolling time window in Scala

build.sbt

organization  := "com.mintbeans"
version       := "0.1"
scalaVersion  := "2.11.7"
scalacOptions := Seq("-unchecked", "-deprecation", "-encoding", "utf8")

TimeSeries.scala

import scala.io.Source

case class Observation(time: Int, value: BigDecimal)

class Memory(val length: Int, val observation: Option[Observation], val pastEvents: List[Observation]) {

  def record(newObservation: Observation): Memory = {
      val newEvents = (newObservation :: pastEvents).takeWhile(_.time > newObservation.time - length)
      new Memory(length, Some(newObservation), newEvents)
  }

  override def toString = s"${observation} after ${pastEvents}"
}

object TimeSeries extends App {

  val source = Source.stdin
  val T = 60

  val observations = source.getLines.map(l => l.split('\t')).map(parts => Observation(parts(0).toInt, BigDecimal(parts(1))))
  val memories = observations.scanLeft(new Memory(T, None, Nil))( (h, o) => h.record(o))

  for (memory <- memories) memory.observation match {
    case Some(observation) => 
      val pastEvents = memory.pastEvents
      val pastValues = pastEvents.map(_.value)
      println(s"""${observation.time} ${observation.value} ${pastEvents.size}
                 |${pastValues.sum.underlying.stripTrailingZeros}
                 |${pastValues.min.underlying.stripTrailingZeros}
                 |${pastValues.max.underlying.stripTrailingZeros}""".stripMargin.replaceAll("\n", " "))
    case None => 
  }
}