augurs - a time series toolkit for Rust

This repository contains augurs, a time series toolkit built in Rust. It aims to provide some useful primitives for working with time series, as well as the main functionality: heavily optimized models for forecasting, outlier detection, clustering, seasonality detection, changepoint detection and more. Most algorithms are based on existing R or Python implementations.

As well as the core Rust library, augurs will provide bindings to other languages such as Python and Javascript (via WASM).

Important

Please note that this is not an official Grafana project, so maintenance may be a bit slower than usual. It's still early days too so expect some rough edges and changes to APIs!

Crate descriptions

Name	Purpose
augurs	Wrapper crate exposing functionality of all main crates behind feature flags
augurs-changepoint	Changepoint detection for time series
augurs-clustering	Time series clustering algorithms
augurs-core	Common structs and traits
augurs-dtw	Dynamic Time Warping (DTW)
augurs-ets	Automatic exponential smoothing models
augurs-mstl	Multiple Seasonal Trend Decomposition using LOESS (MSTL)
augurs-outlier	Outlier detection for time series
augurs-prophet	The Prophet time series forecasting algorithm
augurs-seasons	Seasonality detection using periodograms
augurs-testing	Testing data and, eventually, evaluation harness for implementations
js/*	WASM bindings to augurs
pyaugurs	Python bindings to augurs

Developing

This project uses just as a command runner; this will need to be installed separately. See the justfile for more information.

Some of the tasks require bacon, which will also need to be installed separately.

Releasing

Releases are made using release-plz: a PR should be automatically created for each release, and merging will perform the release and publish automatically.

Releasing the augurs Python library

The first exception to the release-plz flow is the augurs Python library, which is only released when a new tag beginning with pyaugurs is pushed. This must be done manually for now (ideally soon after the release-plz PR is merged).

E.g.:

git tag pyaugurs-v0.3.0 -m "Release pyaugurs v0.3.0"
git push --tags

Releasing the augurs npm library

The augurs npm library must also be published manually. This can be done using just publish-augurs-js; note you'll need to login with npm first.

npm login
# Log in online, etc...
just publish-augurs-js

License

Dual-licensed to be compatible with the Rust project. Licensed under the Apache License, Version 2.0 <http://www.apache.org/licenses/LICENSE-2.0> or the MIT license <http://opensource.org/licenses/MIT>, at your option.