splimes 0.1.0

Spline interpolation over irregularly sampled time series.

splimes reconstructs a continuous signal from points that didn't arrive on a clean grid, and resamples it onto the regular grid you ask for: every second, minute, day, and so on.

• Methods: linear, quadratic, cubic and polynomial splines. If there are too few points for the method you asked for, it steps down to one that fits: cubic → quadratic → linear.
• Backends: SIMD and rayon-parallel CPU, or GPU via wgpu (Vulkan / Metal / DX12). Selection is automatic. Without a usable GPU the engine runs on the CPU, and small workloads stay on the CPU because dispatch overhead would dominate.
• Values are BigDecimal: precision is declared, not quietly lost. GPUs without f64 support use an f32 path.

Quick start

[dependencies]
splimes = "0.1"
bigdecimal = "0.4"
chrono = "0.4"
tokio = { version = "1", features = ["macros", "rt-multi-thread"] }
anyhow = "1"

use bigdecimal::BigDecimal;
use chrono::{TimeZone, Utc};
use splimes::{Point, Resolution, Spline, auto_interpolate};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let at = |secs: i64| Utc.timestamp_opt(1_700_000_000 + secs, 0).unwrap();

    // Four readings, unevenly spaced.
    let mut readings = vec![
        Point::new(at(0), BigDecimal::from(10)),
        Point::new(at(7), BigDecimal::from(14)),
        Point::new(at(19), BigDecimal::from(11)),
        Point::new(at(30), BigDecimal::from(20)),
    ];

    // Resample onto a one-second grid with a cubic spline.
    let series = auto_interpolate(&mut readings, at(0), at(30), Resolution::Seconds, Spline::Cubic).await?;

    for point in series.iter().take(3) {
        println!("{} {}", point.timestamp, point.value);
    }
    Ok(())
}

auto_interpolate picks the backend for you. cpu_interpolate, parallel_interpolate and gpu_interpolate force a specific backend, and prewarm_gpu moves the GPU's one-time start-up cost (about a second) out of your first query.

Features

Status

Pre-1.0. The API may change between minor versions until 1.0; see ROADMAP.md for what 1.0 requires and CHANGELOG.md for what changed. The minimum supported Rust version is 1.95, and raising it counts as a breaking change after 1.0.

splimes is the interpolation engine behind WeftDB, but it has no dependency on the database and works on its own.

Contributing

cargo test runs anywhere. Without a GPU, the tests that compare CPU and GPU output skip their GPU half; set SPLIMES_REQUIRE_GPU=1 to make a missing GPU a failure instead (CI does, on a software Vulkan driver). Formatting uses nightly rustfmt: cargo +nightly fmt.

License

MIT; see LICENSE.