anofox-forecast 0.7.4

Time series forecasting library
Documentation
# Examples

Each example has a companion `.md` file with a detailed description.

## Getting Started

| Example | Run | Description |
|---------|-----|-------------|
| [quickstart]quickstart.rs | `cargo run --example quickstart` | End-to-end: build a TimeSeries, fit a model, forecast, and evaluate |

## Forecasting Models

| Example | Run | Description |
|---------|-----|-------------|
| [arima]forecasting/arima.rs | `cargo run --example arima` | ARIMA family: manual orders, auto-selection, seasonal ARIMA |
| [exponential]forecasting/exponential.rs | `cargo run --example exponential` | ETS models: Simple, Holt, Holt-Winters, damped trends, AutoETS |
| [theta]forecasting/theta.rs | `cargo run --example theta` | Theta method and Dynamic Theta with seasonal decomposition |
| [baseline]forecasting/baseline.rs | `cargo run --example baseline` | Naive, SeasonalNaive, MeanForecaster baselines |
| [regression]forecasting/regression.rs | `cargo run --example regression` | 11 regression backends: OLS, Ridge, ElasticNet, Quantile, WLS, RLS, BLS, NNLS, Poisson, Tweedie, DLM |
| [regression_exog_changepoints]forecasting/regression_exog_changepoints.rs | `cargo run --example regression_exog_changepoints` | Exogenous regressors, changepoint features, CV with exog, structural break detection |
| [intermittent]forecasting/intermittent.rs | `cargo run --example intermittent` | Croston, SBA, and TSB for sparse/intermittent demand |
| [ensemble]forecasting/ensemble.rs | `cargo run --example ensemble` | Model ensembling with equal and optimized weights |
| [hierarchy]forecasting/hierarchy.rs | `cargo run --example hierarchy` | Hierarchical reconciliation: BottomUp, TopDown, MiddleOut, MinTraceOls |
| [var]forecasting/var.rs | `cargo run --example var` | Vector Autoregression for multivariate series with Granger causality |
| [kalman]forecasting/kalman.rs | `cargo run --example kalman` | Kalman filter: local level, local linear trend, state-space models |
| [constraints]forecasting/constraints.rs | `cargo run --example constraints` | Post-hoc forecast constraints: non-negative, clamped, rounded, integer |
| [explainability]forecasting/explainability.rs | `cargo run --example explainability` | Forecast decomposition into level, trend, and seasonal components |
| [exogenous]forecasting/exogenous.rs | `cargo run --example exogenous` | Exogenous regressors: FeatureGenerator + ARIMA/ETS/Theta/MSTL, scenario analysis |

## Analysis

| Example | Run | Description |
|---------|-----|-------------|
| [stl_decomposition]analysis/stl_decomposition.rs | `cargo run --example stl_decomposition` | STL decomposition into trend, seasonal, and remainder |
| [changepoint]analysis/changepoint.rs | `cargo run --example changepoint` | PELT changepoint detection for structural breaks |
| [changepoint_types]analysis/changepoint_types.rs | `cargo run --example changepoint_types` | Changepoint type classification: level shift, trend change, variance change |
| [outlier_detection]analysis/outlier_detection.rs | `cargo run --example outlier_detection` | Statistical outlier detection methods |
| [imputation]analysis/imputation.rs | `cargo run --example imputation` | Missing value imputation strategies |
| [period_detection]analysis/period_detection.rs | `cargo run --example period_detection` | Seasonal period detection with spectral analysis and validation metrics |

## Time Series Features

| Example | Run | Description |
|---------|-----|-------------|
| [basic_features]features/basic_features.rs | `cargo run --example basic_features` | Summary statistics, trend strength, seasonal strength |
| [distribution]features/distribution.rs | `cargo run --example distribution` | Distribution fitting and statistical tests |
| [autocorrelation]features/autocorrelation.rs | `cargo run --example autocorrelation` | ACF, PACF, and Ljung-Box test |
| [entropy]features/entropy.rs | `cargo run --example entropy` | Entropy-based complexity measures |
| [complexity]features/complexity.rs | `cargo run --example complexity` | Time series complexity features |
| [feature_generator]features/feature_generator.rs | `cargo run --example feature_generator` | Standalone FeatureGenerator: Fourier, calendar, holiday features for any model |

## Transforms

| Example | Run | Description |
|---------|-----|-------------|
| [scaling]transform/scaling.rs | `cargo run --example scaling` | Min-max, standard, and robust scaling |
| [boxcox]transform/boxcox.rs | `cargo run --example boxcox` | Box-Cox and log transformations |
| [window]transform/window.rs | `cargo run --example window` | Rolling window aggregations |
| [temporal_aggregation]transform/temporal_aggregation.rs | `cargo run --example temporal_aggregation` | Temporal aggregation, downsampling, and upsampling |
| [pipeline]transform/pipeline.rs | `cargo run --example pipeline` | Composable transform pipeline: chain BoxCox, Difference, Scale, Log around any model |

## Validation

| Example | Run | Description |
|---------|-----|-------------|
| [metrics]validation/metrics.rs | `cargo run --example metrics` | Forecast accuracy metrics: MAE, RMSE, MAPE, SMAPE, MASE |
| [cross_validation]validation/cross_validation.rs | `cargo run --example cross_validation` | Time series cross-validation with expanding and sliding windows |
| [diagnostics]validation/diagnostics.rs | `cargo run --example diagnostics` | Residual diagnostics and model checking |
| [bootstrap]validation/bootstrap.rs | `cargo run --example bootstrap` | Bootstrap confidence intervals |
| [forecast_export]validation/forecast_export.rs | `cargo run --example forecast_export` | Export forecasts to structured formats |
| [feature_export]validation/feature_export.rs | `cargo run --example feature_export` | Export computed features |
| [aid]validation/aid.rs | `cargo run --example aid` | AID demand classification: Regular, Intermittent, Lumpy, Erratic |
| [serialization]validation/serialization.rs | `cargo run --example serialization --features serde` | JSON and bincode model/data persistence |

## Postprocessing

Requires the `postprocess` feature (enabled by default).

| Example | Run | Description |
|---------|-----|-------------|
| [postprocess_quickstart]postprocess/quickstart.rs | `cargo run --example postprocess_quickstart` | Postprocessing quickstart: prediction intervals from raw forecasts |
| [postprocess_conformal]postprocess/conformal.rs | `cargo run --example postprocess_conformal` | Conformal prediction intervals |
| [postprocess_quantile_methods]postprocess/quantile_methods.rs | `cargo run --example postprocess_quantile_methods` | Quantile regression and interval estimation methods |
| [postprocess_qra_ensemble]postprocess/qra_ensemble.rs | `cargo run --example postprocess_qra_ensemble` | Quantile Regression Averaging for ensemble intervals |
| [postprocess_conformalize]postprocess/conformalize.rs | `cargo run --example postprocess_conformalize` | Conformalized quantile regression |
| [postprocess_unified_api]postprocess/unified_api.rs | `cargo run --example postprocess_unified_api` | Unified postprocessing API |
| [postprocess_backtest]postprocess/backtest.rs | `cargo run --example postprocess_backtest` | Backtesting with postprocessed intervals |

## Orchestration & Pipelines

| Example | Run | Description |
|---------|-----|-------------|
| [orchestration]orchestration.rs | `cargo run --example orchestration` | Full pipeline: profiling, model selection, evaluation, reporting |
| [trend_components]trend_components.rs | `cargo run --example trend_components` | Trend integration: composable trend and seasonal components |
| [recency_sensitivity]recency_sensitivity.rs | `cargo run --example recency_sensitivity` | Recency-aware model weighting and sensitivity analysis |