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https://github.com/grafana/augurs
A (WIP) time series framework for Rust, with bindings to Python and Javascript
https://github.com/grafana/augurs
Last synced: about 1 month ago
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A (WIP) time series framework for Rust, with bindings to Python and Javascript
- Host: GitHub
- URL: https://github.com/grafana/augurs
- Owner: grafana
- License: apache-2.0
- Created: 2023-05-31T23:15:30.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2024-08-04T02:34:52.000Z (3 months ago)
- Last Synced: 2024-08-15T10:26:51.675Z (3 months ago)
- Language: Rust
- Homepage:
- Size: 2.25 MB
- Stars: 24
- Watchers: 105
- Forks: 4
- Open Issues: 10
-
Metadata Files:
- Readme: README.md
- License: LICENSE-APACHE
Awesome Lists containing this project
README
# augurs - a time series toolkit for Rust
[](https://github.com/grafana/augurs/actions/workflows/python.yml)
[](https://github.com/grafana/augurs/actions/workflows/rust.yml)
[](https://docs.rs/augurs-core)
[](https://crates.io/crates/augurs-core)
This repository contains `augurs`, a time series toolkit built in Rust.
It aims to provide some useful primitives for working with time series,
as well as the main functionality: heavily optimized models for forecasting,
outlier detection, clustering, seasonality detection, changepoint detection
and more. Most algorithms are based on existing R or Python implementations.
As well as the core Rust library, augurs will provide bindings to other
languages such as Python and Javascript (via WASM).
*Status*: please note that this repository is very much in progress.
APIs are subject to change, and functionality may not be fully implemented.
## Crate descriptions
| Name | Purpose | Status |
| ------------------------ | ---------------------------------------------------------------------------- | -------------------------------------------------------------------- |
| [`augurs`] | Wrapper crate exposing functionality of all main crates behind feature flags | alpha |
| [`augurs-changepoint`][] | Changepoint detection for time series | alpha |
| [`augurs-clustering`][] | Time series clustering algorithms | beta |
| [`augurs-core`][] | Common structs and traits | alpha - API is flexible right now |
| [`augurs-dtw`][] | Dynamic Time Warping (DTW) | beta |
| [`augurs-ets`][] | Automatic exponential smoothing models | alpha - non-seasonal models working and tested against statsforecast |
| [`augurs-mstl`][] | Multiple Seasonal Trend Decomposition using LOESS (MSTL) | beta - working and tested against R |
| [`augurs-outlier`][] | Outlier detection for time series | alpha |
| [`augurs-seasons`][] | Seasonality detection using periodograms | alpha - working and tested against Python in limited scenarios |
| [`augurs-testing`][] | Testing data and, eventually, evaluation harness for implementations | alpha - just data right now |
| [`augurs-js`][] | WASM bindings to augurs | alpha |
| [`pyaugurs`][] | Python bindings to augurs | alpha |
## Releasing
Releases are made using `release-plz`: a PR should be automatically created for each release, and merging will perform the release and publish automatically.
### Releasing the `augurs` Python library
The first exception to the `release-plz` flow is the `augurs` Python library, which is only released when a new tag beginning with `pyaugurs` is pushed. This must be done manually for now (ideally soon after the `release-plz` PR is merged).
E.g.:
```bash
git tag pyaugurs-v0.3.0 -m "Release pyaugurs v0.3.0"
git push --tags
```
### Releasing the `augurs` npm library
The `augurs` npm library must also be published manually. This can be done using `just publish-npm`; note you'll need to login with npm first.
```bash
npm login
# Log in online, etc...
just publish-npm
```
## License
Dual-licensed to be compatible with the Rust project.
Licensed under the Apache License, Version 2.0 `` or the MIT license ``, at your option.
[`augurs`]: https://crates.io/crates/augurs
[`augurs-changepoint`]: https://crates.io/crates/augurs-changepoint
[`augurs-clustering`]: https://crates.io/crates/augurs-clustering
[`augurs-core`]: https://crates.io/crates/augurs-core
[`augurs-dtw`]: https://crates.io/crates/augurs-dtw
[`augurs-ets`]: https://crates.io/crates/augurs-ets
[`augurs-mstl`]: https://crates.io/crates/augurs-mstl
[`augurs-js`]: https://crates.io/crates/augurs-js
[`augurs-outlier`]: https://crates.io/crates/augurs-outlier
[`augurs-seasons`]: https://crates.io/crates/augurs-seasons
[`augurs-testing`]: https://crates.io/crates/augurs-testing
[`pyaugurs`]: https://crates.io/crates/pyaugurs