sklears_mixture/
time_series.rs

1//! Time Series Mixture Models
2//!
3//! This module provides time series mixture model implementations including Hidden
4//! Markov Models (HMM), switching state-space models, regime switching models, temporal Gaussian
5//! mixture models, and dynamic mixture models. All implementations follow SciRS2 Policy.
6//!
7//! NOTE: This is currently a stub implementation to ensure compilation.
8//! Full implementations will be added in future updates.
9
10/// Configuration for Hidden Markov Model
11#[derive(Debug, Clone)]
12pub struct HMMConfig {
13    /// n_states
14    pub n_states: usize,
15    /// max_iter
16    pub max_iter: usize,
17    /// tol
18    pub tol: f64,
19}
20
21/// Error type for HMM operations
22#[derive(Debug, thiserror::Error)]
23pub enum HMMError {
24    #[error("Invalid number of states: {0}")]
25    InvalidStates(usize),
26    #[error("Convergence failed after {0} iterations")]
27    ConvergenceFailed(usize),
28    #[error("Invalid observation sequence")]
29    InvalidObservation,
30}
31
32/// Stub Hidden Markov Model
33#[derive(Debug, Clone)]
34pub struct HiddenMarkovModel;
35
36/// Stub Trained Hidden Markov Model
37#[derive(Debug, Clone)]
38pub struct HiddenMarkovModelTrained;
39
40/// Stub Builder for Hidden Markov Model
41#[derive(Debug, Clone)]
42pub struct HiddenMarkovModelBuilder;
43
44impl HiddenMarkovModelBuilder {
45    pub fn new(_n_states: usize) -> Self {
46        Self
47    }
48
49    pub fn build(self) -> HiddenMarkovModel {
50        // Return HiddenMarkovModel
51        HiddenMarkovModel
52    }
53}
54
55/// Regime switching model types
56#[derive(Debug, Clone, PartialEq)]
57pub enum RegimeType {
58    /// MeanSwitching
59    MeanSwitching,
60    /// VarianceSwitching
61    VarianceSwitching,
62    /// AutoregressiveSwitching
63    AutoregressiveSwitching,
64    /// FullSwitching
65    FullSwitching,
66}
67
68/// Parameters for each regime
69#[derive(Debug, Clone)]
70pub struct RegimeParameters;
71
72/// Configuration for Regime Switching Model
73#[derive(Debug, Clone)]
74pub struct RSMConfig;
75
76/// Stub Regime Switching Model
77#[derive(Debug, Clone)]
78pub struct RegimeSwitchingModel;
79
80/// Stub Trained Regime Switching Model
81#[derive(Debug, Clone)]
82pub struct RegimeSwitchingModelTrained;
83
84/// Stub Builder for Regime Switching Model
85#[derive(Debug, Clone)]
86pub struct RegimeSwitchingModelBuilder;
87
88impl RegimeSwitchingModelBuilder {
89    pub fn new(_n_regimes: usize) -> Self {
90        Self
91    }
92
93    pub fn build(self) -> RegimeSwitchingModel {
94        // Return RegimeSwitchingModel
95        RegimeSwitchingModel
96    }
97}
98
99/// Configuration for Switching State Space Model
100#[derive(Debug, Clone)]
101pub struct SSMConfig;
102
103/// Stub Switching State Space Model
104#[derive(Debug, Clone)]
105pub struct SwitchingStateSpaceModel;
106
107/// Stub Trained Switching State Space Model
108#[derive(Debug, Clone)]
109pub struct SwitchingStateSpaceModelTrained;
110
111/// Stub Builder for Switching State Space Model
112#[derive(Debug, Clone)]
113pub struct SwitchingStateSpaceModelBuilder;
114
115impl SwitchingStateSpaceModelBuilder {
116    pub fn new(_n_regimes: usize, _state_dim: usize) -> Self {
117        Self
118    }
119
120    pub fn build(self) -> SwitchingStateSpaceModel {
121        // Return SwitchingStateSpaceModel
122        SwitchingStateSpaceModel
123    }
124}
125
126/// Stub Temporal Gaussian Mixture Model
127#[derive(Debug, Clone)]
128pub struct TemporalGaussianMixture;
129
130/// Stub Trained Temporal Gaussian Mixture Model
131#[derive(Debug, Clone)]
132pub struct TemporalGaussianMixtureTrained;
133
134/// Stub Builder for Temporal Gaussian Mixture Model
135#[derive(Debug, Clone)]
136pub struct TemporalGaussianMixtureBuilder;
137
138impl TemporalGaussianMixtureBuilder {
139    pub fn new(_n_components: usize) -> Self {
140        Self
141    }
142
143    pub fn build(self) -> TemporalGaussianMixture {
144        // Return TemporalGaussianMixture
145        TemporalGaussianMixture
146    }
147}
148
149/// Parameter evolution types for dynamic mixtures
150#[derive(Debug, Clone, PartialEq)]
151pub enum ParameterEvolution {
152    /// RandomWalk
153    RandomWalk,
154    /// AR1
155    AR1,
156    /// LocalLevel
157    LocalLevel,
158}
159
160/// Stub Dynamic Mixture Model
161#[derive(Debug, Clone)]
162pub struct DynamicMixture;
163
164/// Stub Trained Dynamic Mixture Model
165#[derive(Debug, Clone)]
166pub struct DynamicMixtureTrained;
167
168/// Stub Builder for Dynamic Mixture Model
169#[derive(Debug, Clone)]
170pub struct DynamicMixtureBuilder;
171
172impl DynamicMixtureBuilder {
173    pub fn new(_n_components: usize) -> Self {
174        Self
175    }
176
177    pub fn build(self) -> DynamicMixture {
178        // Return DynamicMixture
179        DynamicMixture
180    }
181}
sklears_mixture/time_series.rs

sklears_mixture/
time_series.rs
