Crate rustkernel_temporal

Crate rustkernel_temporal 

Source
Expand description

§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

Re-exports§

pub use decomposition::SeasonalDecomposition;
pub use decomposition::TrendExtraction;
pub use detection::ChangePointDetection;
pub use detection::TimeSeriesAnomalyDetection;
pub use forecasting::ARIMAForecast;
pub use forecasting::ProphetDecomposition;
pub use volatility::VolatilityAnalysis;
pub use types::ARIMAParams;
pub use types::ARIMAResult;
pub use types::AnomalyMethod;
pub use types::ChangePointMethod;
pub use types::ChangePointResult;
pub use types::DecompositionResult;
pub use types::GARCHCoefficients;
pub use types::GARCHParams;
pub use types::ProphetResult;
pub use types::TimeSeries;
pub use types::TimeSeriesAnomalyResult;
pub use types::TrendMethod;
pub use types::TrendResult;
pub use types::VolatilityResult;

Modules§

decomposition
Time series decomposition kernels.
detection
Change point and anomaly detection kernels.
forecasting
Forecasting kernels.
messages
Message types for temporal analysis kernels.
prelude
Prelude for convenient imports.
ring_messages
Ring message types for Temporal Analysis domain kernels.
types
Temporal analysis types and data structures.
volatility
Volatility analysis kernels.

Functions§

register_all
Register all temporal kernels with a registry.