anofox-forecast 0.8.7

Time series forecasting library
Documentation 
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//! Statistical validation tests for time series models.
//!
//! Provides diagnostic tests for model residuals and stationarity tests.
//!
//! # Example
//!
//! ```
//! use anofox_forecast::validation::{ljung_box, durbin_watson, adf_test, kpss_test};
//!
//! // Check if residuals are white noise
//! let residuals = vec![0.1, -0.2, 0.15, -0.1, 0.05, -0.08, 0.12, -0.15, 0.1, -0.05];
//! let lb_result = ljung_box(&residuals, Some(5), 0);
//! if lb_result.is_white_noise(0.05) {
//!     println!("Residuals pass Ljung-Box test");
//! }
//!
//! // Check for first-order autocorrelation
//! let dw_result = durbin_watson(&residuals);
//! println!("Durbin-Watson statistic: {}", dw_result.statistic);
//!
//! // Test stationarity
//! let series = vec![1.0, 1.2, 0.9, 1.1, 1.0, 0.95, 1.05, 1.0, 1.1, 0.9];
//! let adf = adf_test(&series, None);
//! let kpss = kpss_test(&series, None);
//! ```

#[cfg(feature = "postprocess")]
pub mod aid;
pub mod diagnostics;
pub mod intermittent_diagnostics;
pub mod multicollinearity;
pub mod residual_tests;
pub mod stationarity;

// Re-export from AID
#[cfg(feature = "postprocess")]
pub use aid::{AidAnalyzer, AidAnomalyLabel, AidFeatures, AidResult, AidSummary};
#[cfg(feature = "postprocess")]
pub use anofox_regression::solvers::{DemandDistribution, DemandType};

// Re-export from diagnostics
pub use diagnostics::ModelDiagnostics;

// Re-export from multicollinearity
pub use multicollinearity::{
    condition_number, multicollinearity_report, multicollinearity_report_with_thresholds,
    variance_inflation_factors, MulticollinearityReport, Severity, COND_WARN, VIF_FAIL, VIF_WARN,
};

// Re-export from intermittent_diagnostics
pub use intermittent_diagnostics::{DemandClassification, IntermittentDiagnostics};

// Re-export from residual_tests
pub use residual_tests::{
    box_pierce, diagnose_residuals, durbin_watson, jarque_bera, ljung_box, AutocorrelationType,
    DurbinWatsonResult, JarqueBeraResult, LjungBoxResult, ResidualDiagnostics,
};

// Re-export from stationarity
pub use stationarity::{
    adf_test, kpss_test, test_stationarity, CriticalValues, StationarityResult,
};