Time Series Generator in Rust 📈
Generate various time series, some randomly sampled. Most commonly used for testing filters or technical indicators See MathisWellmann/go_timeseries_generator for a Go package with similar functionality.
- Geometric brownian motion
- Mackey Glass
- Lorenz system
- Gaussian process (Standard Normal)
- Sine wave function
- Step function
- Triangle wave
How to Use
To include this crate in your project, add the following to your Cargo.toml:
time-series-generator = "0.3.2"
To generate the test images presented in this README, run them using:
If you want to expand the functionality of this crate, feel free to create a Pull Request. Any help is appreciated.
Donations 💰 💸
I you would like to support the development of this crate, feel free to send over a donation:
Monero (XMR) address:
Copyright (C) 2020 <MathisWellmann firstname.lastname@example.org>
This program is free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details.
You should have received a copy of the GNU Affero General Public License along with this program. If not, see https://www.gnu.org/licenses/.