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 forecastingProphetDecomposition- Prophet-style trend/seasonal/holiday decomposition
§Detection (2 kernels)
ChangePointDetection- PELT/Binary segmentation/CUSUMTimeSeriesAnomalyDetection- Statistical threshold detection
§Decomposition (2 kernels)
SeasonalDecomposition- STL-style decompositionTrendExtraction- 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.