# rustkernel-temporal
[](https://crates.io/crates/rustkernel-temporal)
[](https://docs.rs/rustkernel-temporal)
[](LICENSE)
GPU-accelerated temporal analysis kernels for forecasting, decomposition, detection, and volatility modeling.
## Kernels (7)
### 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
### Volatility (2 kernels)
- **GARCHVolatility** - GARCH(1,1) volatility modeling
- **RealizedVolatility** - High-frequency realized volatility
### Seasonality (1 kernel)
- **SeasonalDecomposition** - STL decomposition
## Installation
Add to your `Cargo.toml`:
```toml
[dependencies]
rustkernel-temporal = "0.1.0"
```
## Usage
```rust
use rustkernel_temporal::prelude::*;
// Forecast with ARIMA
let arima = ARIMAForecast::new();
let forecast = arima.fit_and_forecast(&series, p, d, q, horizon);
```
## License
Apache-2.0