RustKernel Temporal Analysis

GPU-accelerated temporal analysis kernels for forecasting, decomposition, detection, and volatility modeling.

Kernels

Forecasting (2 kernels)

• ARIMAForecast - ARIMA(p,d,q) model fitting and forecasting
• ProphetDecomposition - Prophet-style trend/seasonal/holiday decomposition

Detection (2 kernels)

• ChangePointDetection - PELT/Binary segmentation/CUSUM
• TimeSeriesAnomalyDetection - Statistical threshold detection

Decomposition (2 kernels)

• SeasonalDecomposition - STL-style decomposition
• TrendExtraction - Moving average variants

Analysis (1 kernel)

• VolatilityAnalysis - GARCH model volatility estimation