15 releases (4 breaking)
new 0.5.4 | Oct 28, 2024 |
---|---|
0.5.3 | Oct 25, 2024 |
0.4.3 | Oct 18, 2024 |
0.3.1 | Jul 30, 2024 |
0.1.2 | Feb 20, 2024 |
#9 in #forecasting
1,158 downloads per month
Used in augurs
13KB
208 lines
Seasonality detection for time series
augurs-seasons
contains methods for detecting seasonality or periodicity in time series.
It currently contains implementations to do so using periodograms, similar to the seasonal
Python package.
Usage
use augurs::seasons::{Detector, PeriodogramDetector};
# fn main() {
let y = &[
0.1, 0.3, 0.8, 0.5,
0.1, 0.31, 0.79, 0.48,
0.09, 0.29, 0.81, 0.49,
0.11, 0.28, 0.78, 0.53,
0.1, 0.3, 0.8, 0.5,
0.1, 0.31, 0.79, 0.48,
0.09, 0.29, 0.81, 0.49,
0.11, 0.28, 0.78, 0.53,
];
// Use the detector with default parameters.
let periods = PeriodogramDetector::default().detect(y);
assert_eq!(periods[0], 4);
// Customise the detector using the builder.
let periods = PeriodogramDetector::builder()
.min_period(4)
.max_period(8)
.threshold(0.8)
.build()
.detect(y);
assert_eq!(periods[0], 4);
# }
Credits
This implementation is based heavily on the seasonal
Python package.
It also makes heavy use of the welch-sde
crate.
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.
Dependencies
~4.5MB
~88K SLoC