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augurs - a time series toolkit for Rust

Python Rust docs.rs crates.io

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-prophet The Prophet time series forecasting algorithm 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
js/* WASM bindings to augurs alpha
pyaugurs Python bindings to augurs alpha

Developing

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.

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.:

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-augurs-js; note you'll need to login with npm first.

npm login
# Log in online, etc...
just publish-augurs-js

License

Dual-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.