Expand description
§anofox-forecast
Time series forecasting library for Rust.
Provides 35+ forecasting models including ARIMA, ETS, Theta,
and baseline methods, along with automatic model selection (AutoForecast,
AutoEnsemble), seasonality decomposition (STL/MSTL), changepoint detection,
outlier detection, and model serialization.
Cross-validation is available both as a Rust-native API (utils::cross_validate)
and as a DuckDB extension (forecast-extension)
for multi-series datasets at scale.
For comprehensive periodicity detection, see the fdars crate.
Re-exports§
pub use error::ForecastError;pub use error::Result;
Modules§
- batch
- Batch forecasting for multiple series with shared computation.
- changepoint
- Changepoint detection algorithms.
- core
- Core data structures for time series forecasting.
- detection
- Detection utilities for time series analysis.
- error
- Error types for the anofox-forecast library.
- features
- Time series feature extraction.
- hierarchy
- Hierarchical forecasting with reconciliation.
- models
- Forecasting models.
- monitor
- Online monitoring of forecast errors via sequential CUSUM detectors.
- postprocess
- Probabilistic forecasting via postprocessing.
- prelude
- seasonality
- Seasonality detection and decomposition.
- simd
- SIMD-accelerated primitives via Trueno (f32 internal).
- transform
- Data transformations for time series.
- utils
- Utility functions for forecasting models.
- validation
- Statistical validation tests for time series models.