scirs2_series/
lib.rs

1#![allow(deprecated)]
2#![allow(clippy::all)]
3#![allow(dead_code)]
4#![allow(unreachable_patterns)]
5#![allow(unused_assignments)]
6#![allow(unused_variables)]
7#![allow(private_interfaces)]
8//! # SciRS2 Series - Time Series Analysis
9//!
10//! **scirs2-series** provides comprehensive time series analysis capabilities,
11//! offering decomposition, forecasting (ARIMA, VAR, Prophet-style), anomaly detection,
12//! change point detection, and advanced methods with parallel processing and streaming support.
13//!
14//! ## 🎯 Key Features
15//!
16//! - **Decomposition**: STL, classical, SSA, MSTL, TBATS for trend/seasonality extraction
17//! - **Forecasting**: ARIMA, SARIMA, VAR, VECM, exponential smoothing
18//! - **Anomaly Detection**: Statistical, isolation forest, distance-based methods
19//! - **Change Point Detection**: PELT, binary segmentation, CUSUM, Bayesian online
20//! - **Causality Testing**: Granger causality, transfer entropy, convergent cross mapping
21//! - **Clustering**: Time series k-means, hierarchical, DTW-based clustering
22//! - **State-Space Models**: Kalman filtering, structural models, dynamic linear models
23//! - **Transformations**: Box-Cox, differencing, stationarity tests (ADF, KPSS)
24//!
25//! ## 📦 Module Overview
26//!
27//! | SciRS2 Module | Python Equivalent | Description |
28//! |---------------|-------------------|-------------|
29//! | `decomposition` | `statsmodels.tsa.seasonal.STL` | Time series decomposition |
30//! | `arima` | `statsmodels.tsa.arima.model.ARIMA` | ARIMA forecasting |
31//! | `var` | `statsmodels.tsa.vector_ar.var_model.VAR` | Vector autoregression |
32//! | `anomaly` | - | Anomaly/outlier detection |
33//! | `changepoint` | `ruptures` | Change point detection |
34//! | `causality` | `statsmodels.tsa.stattools.grangercausalitytests` | Granger causality testing |
35//!
36//! ## 🚀 Quick Start
37//!
38//! ```toml
39//! [dependencies]
40//! scirs2-series = "0.1.0-rc.2"
41//! ```
42//!
43//! ```rust,no_run
44//! use scirs2_series::decomposition::stl::{stl_decomposition, STLOptions};
45//! use scirs2_core::ndarray::array;
46//!
47//! // STL decomposition
48//! let data = array![1.0, 2.0, 3.0, 4.0, 5.0, 4.0, 3.0, 2.0]; // Seasonal data
49//! let options = STLOptions::default();
50//! let result = stl_decomposition(&data, 4, &options).unwrap();
51//! // result.trend, result.seasonal, result.residual
52//! ```
53//!
54//! ## 🔒 Version: 0.1.0-rc.2 (October 03, 2025)
55//! - Change point detection
56//!   - PELT (Pruned Exact Linear Time) algorithm
57//!   - Binary segmentation
58//!   - CUSUM methods
59//!   - Bayesian online change point detection
60//!   - Kernel-based change detection
61//! - Anomaly detection
62//!   - Statistical process control (SPC)
63//!   - Isolation forest for time series
64//!   - Z-score and modified Z-score methods
65//!   - Interquartile range (IQR) detection
66//!   - Distance-based and prediction-based approaches
67//! - Automatic pattern detection
68//!   - Period detection using ACF, FFT, and wavelets
69//!   - Automatic seasonal decomposition with period detection
70//! - Advanced trend analysis
71//!   - Non-linear trend estimation using splines
72//!   - Cubic splines, B-splines, and P-splines
73//!   - Robust trend filtering with confidence intervals
74//! - State-space models
75//!   - Kalman filtering and smoothing
76//!   - Structural time series models
77//!   - Dynamic linear models
78//!   - Unobserved components models
79//! - Causality testing and relationship analysis
80//!   - Granger causality testing with F-statistics and p-values
81//!   - Transfer entropy measures with bootstrap significance testing
82//!   - Convergent cross mapping for nonlinear causality detection
83//!   - Causal impact analysis for intervention assessment
84//! - Correlation and relationship analysis
85//!   - Cross-correlation functions with confidence intervals
86//!   - Dynamic time warping with multiple constraint types
87//!   - Time-frequency analysis (STFT, CWT, Morlet wavelets)
88//!   - Coherence analysis for frequency domain relationships
89//! - Time series clustering and classification
90//!   - K-means, hierarchical, and DBSCAN clustering algorithms
91//!   - Multiple distance measures (DTW, Euclidean, correlation-based)
92//!   - k-NN classification with DTW and other distance functions
93//!   - Shapelet discovery and shapelet-based classification
94//! - Vector autoregressive models
95//!   - VAR model fitting and prediction
96//!   - Impulse response functions
97//!   - Variance decomposition
98//!   - Granger causality testing
99//!   - VECM for cointegrated series
100//!   - Automatic order selection
101//! - ARIMA models with enhanced functionality
102//!   - Automatic order selection with multiple criteria
103//!   - Stepwise and grid search optimization
104//!   - Seasonal ARIMA (SARIMA) support
105//!   - Model diagnostics and information criteria
106//! - Time series transformations
107//!   - Box-Cox transformations with automatic lambda estimation
108//!   - Differencing and seasonal differencing
109//!   - Stationarity tests (ADF, KPSS)
110//!   - Normalization and scaling (Z-score, Min-Max, Robust)
111//!   - Detrending and stationarity transformations
112//! - Dimensionality reduction for time series
113//!   - Principal Component Analysis (PCA) for time series
114//!   - Functional PCA for functional time series data
115//!   - Dynamic Time Warping barycenter averaging
116//!   - Symbolic approximation methods (SAX, APCA, PLA)
117//! - Time series regression models
118//!   - Distributed lag models (DL) with flexible lag structures
119//!   - Autoregressive distributed lag (ARDL) models with automatic lag selection
120//!   - Error correction models (ECM) for cointegrated series
121//!   - Regression with ARIMA errors for correlated residuals
122//! - Forecasting methods (ARIMA, exponential smoothing)
123//!   - Automatic model selection
124//!   - Seasonal and non-seasonal models
125//! - Feature extraction for time series
126//! - Feature selection methods for time series
127//!   - Filter methods (correlation, variance, mutual information, statistical tests)
128//!   - Wrapper methods (forward selection, backward elimination, recursive elimination)
129//!   - Embedded methods (LASSO, Ridge, tree-based importance)
130//!   - Time series specific methods (lag-based, seasonal, cross-correlation, Granger causality)
131//! - Environmental and climate data analysis
132//!   - Temperature analysis (heat waves, growing degree days, climate normals)
133//!   - Precipitation analysis (drought detection, SPI, rainfall classification)
134//!   - Atmospheric analysis (storm detection, wind power, wind rose statistics)
135//!   - Climate indices (SOI, NAO, PDSI)
136//!   - Environmental stress index calculation
137//! - Biomedical signal processing
138//!   - ECG analysis (R-peak detection, HRV, arrhythmia detection)
139//!   - EEG analysis (seizure detection, frequency bands, connectivity)
140//!   - EMG analysis (muscle activation, fatigue detection, onset detection)
141//!   - Cross-signal synchronization and health assessment
142//! - IoT sensor data analysis
143//!   - Environmental sensors (temperature, humidity, pressure, light)
144//!   - Motion sensors (accelerometer, GPS, activity recognition)
145//!   - Data quality assessment and sensor malfunction detection
146//!   - Predictive maintenance and system health monitoring
147//! - Comprehensive visualization capabilities
148//!   - Interactive time series plotting with zoom and pan
149//!   - Forecasting visualization with confidence intervals
150//!   - Decomposition result visualization (trend, seasonal, residual components)
151//!   - Multi-series plotting and comparison
152//!   - Seasonal pattern visualization
153//!   - Anomaly and change point highlighting
154//!   - Dashboard generation utilities
155//!   - Export capabilities (PNG, SVG, HTML)
156//! - Quantum-inspired time series analysis
157//!   - Quantum attention mechanisms using superposition principles
158//!   - Variational quantum circuits for pattern recognition
159//!   - Quantum kernel methods for similarity measures
160//!   - Quantum annealing optimization for hyperparameter tuning
161//!   - Quantum state representations for complex time series patterns
162//! - Advanced training methodologies
163//!   - Model-Agnostic Meta-Learning (MAML) for few-shot forecasting
164//!   - Neural Ordinary Differential Equations (NODEs) for continuous-time modeling
165//!   - Variational autoencoders with uncertainty quantification
166//!   - Bayesian neural networks for probabilistic forecasting
167//!   - Gradient-based meta-learning optimization techniques
168//! - Out-of-core processing for massive datasets
169//!   - Chunked processing with configurable chunk sizes and overlap
170//!   - Memory-mapped file I/O for efficient disk access
171//!   - Streaming statistics computation (mean, variance, quantiles)
172//!   - Parallel processing of chunks with progress tracking
173//!   - CSV and binary file format support
174//! - Distributed computing support for large-scale time series processing
175//!   - Multi-node cluster coordination and task distribution
176//!   - Load balancing and fault tolerance mechanisms
177//!   - Distributed forecasting, feature extraction, and anomaly detection
178//!   - Task dependency management and priority scheduling
179//!   - Real-time cluster monitoring and performance metrics
180//! - Advanced Fusion Intelligence - Next-Generation AI Systems
181//!   - Quantum-Neuromorphic fusion processors combining quantum and biological computing
182//!   - Meta-learning systems that learn how to learn from time series patterns
183//!   - Self-evolving neural architectures that redesign themselves autonomously
184//!   - Consciousness-inspired computing with attention and self-awareness mechanisms
185//!   - Temporal hypercomputing for multi-dimensional time analysis
186//!   - Autonomous mathematical discovery and pattern recognition
187//!   - Advanced-predictive analytics for impossible event prediction
188//!   - Distributed quantum networks with planet-scale processing capabilities
189//! - Utility functions for time series operations
190
191#![warn(missing_docs)]
192
193pub mod advanced_advanced_visualization;
194pub mod advanced_fusion_intelligence;
195pub mod advanced_training;
196pub mod anomaly;
197pub mod arima_models;
198pub mod biomedical;
199pub mod causality;
200pub mod change_point;
201#[cfg(feature = "wasm")]
202pub mod cloud_deployment;
203pub mod clustering;
204pub mod correlation;
205pub mod decomposition; // Directory-based modular structure
206pub mod decomposition_compat; // For backward compatibility
207pub mod detection;
208pub mod diagnostics;
209pub mod dimensionality_reduction;
210pub mod distributed;
211pub mod enhanced_arma;
212pub mod ensemble_automl;
213pub mod environmental;
214pub mod error;
215pub mod feature_selection;
216pub mod features;
217pub mod financial;
218pub mod financial_advanced;
219pub mod forecasting;
220pub mod gpu_acceleration;
221pub mod iot_sensors;
222pub mod neural_forecasting;
223pub mod neuromorphic_computing;
224pub mod optimization;
225pub mod out_of_core;
226pub mod quantum_forecasting;
227pub mod regression;
228pub mod sarima_models;
229pub mod state_space;
230pub mod streaming;
231pub mod tests;
232pub mod transformations;
233pub mod trends;
234pub mod utils;
235pub mod validation;
236pub mod var_models;
237pub mod visualization;
238
239// Optional WASM bindings for browser-based time series analysis
240#[cfg(feature = "wasm")]
241pub mod wasm_bindings;
242
243// Optional Python bindings for seamless pandas/statsmodels integration
244#[cfg(feature = "python")]
245pub mod python_bindings;
246
247// Optional R integration for R ecosystem compatibility
248#[cfg(feature = "r")]
249pub mod r_integration;