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.
| Name | Purpose |
|---|---|
augurs |
Wrapper crate exposing functionality of all main crates behind feature flags |
augurs-changepoint |
Changepoint detection for time series |
augurs-clustering |
Time series clustering algorithms |
augurs-core |
Common structs and traits |
augurs-dtw |
Dynamic Time Warping (DTW) |
augurs-ets |
Automatic exponential smoothing models |
augurs-mstl |
Multiple Seasonal Trend Decomposition using LOESS (MSTL) |
augurs-outlier |
Outlier detection for time series |
augurs-prophet |
The Prophet time series forecasting algorithm |
augurs-seasons |
Seasonality detection using periodograms |
augurs-testing |
Testing data and, eventually, evaluation harness for implementations |
js/* |
WASM bindings to augurs |
pyaugurs |
Python bindings to augurs |
This project uses just as a command runner; this will need to be installed separately.
See the justfile for more information.
Some of the tasks require bacon, which will also need to be installed separately.
Releases are made using release-plz: a PR should be automatically created for each release, and merging will perform the release and publish automatically.
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.:
git tag pyaugurs-v0.3.0 -m "Release pyaugurs v0.3.0"
git push --tagsThe augurs npm library must also be published manually. This can be done using just publish-augurs-js; note you'll need to login with npm first.
npm login
# Log in online, etc...
just publish-augurs-jsDual-licensed to be compatible with the Rust project.
Licensed under the Apache License, Version 2.0 <http://www.apache.org/licenses/LICENSE-2.0> or the MIT license <http://opensource.org/licenses/MIT>, at your option.