#stl #time-series #loess

stlplus-rs

Port of the enhanced Seasonal Trend Decomposition using Loess (STL) implementation to rust

4 releases

0.1.3 Jul 4, 2023
0.1.2 Aug 24, 2022
0.1.1 Aug 2, 2022
0.1.0 Jul 14, 2022

#18 in #stl

MIT/Apache

77KB
714 lines

stlplus-rs

Latest Version Documentation ci dependency status

Port of the enhanced Seasonal Trend Decomposition using Loess (STL) implementation from https://github.com/hafen/stlplus (and the java implementation https://github.com/ruananswer/twitter-anomalyDetection-java) to rust.

At the current stage this project is mostly a rough port of the above repositories, there surely is room for improvement - PRs welcome.

Example

See crates_io_downloads.rs.

cargo run --example crates_io_downloads

License

Licensed under either of Apache License, Version 2.0 or MIT license at your option.

Dependencies

~0.8–1.3MB
~28K SLoC