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name: build | ||
on: [push, pull_request] | ||
jobs: | ||
build: | ||
runs-on: ubuntu-latest | ||
steps: | ||
- uses: actions/checkout@v2 | ||
with: | ||
submodules: true | ||
- uses: actions-rs/toolchain@v1 | ||
with: | ||
toolchain: stable | ||
- run: cargo test |
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/target | ||
Cargo.lock |
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## 0.1.0 (2021-10-15) | ||
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- First release |
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[package] | ||
name = "stlrs" | ||
version = "0.1.0" | ||
description = "Seasonal-trend decomposition for Rust" | ||
repository = "https://github.com/ankane/stl-rust" | ||
license = "Unlicense OR MIT" | ||
authors = ["Andrew Kane <andrew@ankane.org>"] | ||
edition = "2018" | ||
readme = "README.md" | ||
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# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html | ||
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[dependencies] |
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The MIT License (MIT) | ||
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Copyright (c) 2021 Contributors | ||
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Permission is hereby granted, free of charge, to any person obtaining a copy | ||
of this software and associated documentation files (the "Software"), to deal | ||
in the Software without restriction, including without limitation the rights | ||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
copies of the Software, and to permit persons to whom the Software is | ||
furnished to do so, subject to the following conditions: | ||
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The above copyright notice and this permission notice shall be included in | ||
all copies or substantial portions of the Software. | ||
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN | ||
THE SOFTWARE. |
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# STL Rust | ||
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Seasonal-trend decomposition for Rust | ||
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[![Build Status](https://github.com/ankane/stl-rust/workflows/build/badge.svg?branch=master)](https://github.com/ankane/stl-rust/actions) | ||
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## Installation | ||
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Add this line to your application’s `Cargo.toml` under `[dependencies]`: | ||
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```toml | ||
stlrs = "0.1" | ||
``` | ||
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## Getting Started | ||
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Decompose a time series | ||
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```rust | ||
let series = vec![ | ||
5.0, 9.0, 2.0, 9.0, 0.0, 6.0, 3.0, 8.0, 5.0, 8.0, | ||
7.0, 8.0, 8.0, 0.0, 2.0, 5.0, 0.0, 5.0, 6.0, 7.0, | ||
3.0, 6.0, 1.0, 4.0, 4.0, 4.0, 3.0, 7.0, 5.0, 8.0 | ||
]; | ||
let period = 7; // period of the seasonal component | ||
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let res = stlrs::params().fit(&series, period); | ||
``` | ||
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Get the components | ||
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```rust | ||
res.seasonal(); | ||
res.trend(); | ||
res.remainder(); | ||
``` | ||
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## Robustness | ||
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Use robustness iterations | ||
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```rust | ||
let res = stlrs::params().robust(true).fit(&series, period); | ||
``` | ||
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Get robustness weights | ||
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```rust | ||
res.weights(); | ||
``` | ||
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## Parameters | ||
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Set parameters | ||
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```rust | ||
stlrs::params() | ||
.seasonal_length(7) // length of the seasonal smoother | ||
.trend_length(15) // length of the trend smoother | ||
.low_pass_length(7) // length of the low-pass filter | ||
.seasonal_degree(0) // degree of locally-fitted polynomial in seasonal smoothing | ||
.trend_degree(1) // degree of locally-fitted polynomial in trend smoothing | ||
.low_pass_degree(1) // degree of locally-fitted polynomial in low-pass smoothing | ||
.seasonal_jump(1) // skipping value for seasonal smoothing | ||
.trend_jump(2) // skipping value for trend smoothing | ||
.low_pass_jump(1) // skipping value for low-pass smoothing | ||
.inner_loops(2) // number of loops for updating the seasonal and trend components | ||
.outer_loops(0) // number of iterations of robust fitting | ||
.robust(false) // if robustness iterations are to be used | ||
``` | ||
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## Credits | ||
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This library was ported from the [Fortran implementation](https://www.netlib.org/a/stl). | ||
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## References | ||
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- [STL: A Seasonal-Trend Decomposition Procedure Based on Loess](https://www.scb.se/contentassets/ca21efb41fee47d293bbee5bf7be7fb3/stl-a-seasonal-trend-decomposition-procedure-based-on-loess.pdf) | ||
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## History | ||
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View the [changelog](https://github.com/ankane/stl-rust/blob/master/CHANGELOG.md) | ||
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## Contributing | ||
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Everyone is encouraged to help improve this project. Here are a few ways you can help: | ||
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- [Report bugs](https://github.com/ankane/stl-rust/issues) | ||
- Fix bugs and [submit pull requests](https://github.com/ankane/stl-rust/pulls) | ||
- Write, clarify, or fix documentation | ||
- Suggest or add new features | ||
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To get started with development: | ||
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```sh | ||
git clone https://github.com/ankane/stl-rust.git | ||
cd stl-rust | ||
cargo test | ||
``` |
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This is free and unencumbered software released into the public domain. | ||
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Anyone is free to copy, modify, publish, use, compile, sell, or | ||
distribute this software, either in source code form or as a compiled | ||
binary, for any purpose, commercial or non-commercial, and by any | ||
means. | ||
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In jurisdictions that recognize copyright laws, the author or authors | ||
of this software dedicate any and all copyright interest in the | ||
software to the public domain. We make this dedication for the benefit | ||
of the public at large and to the detriment of our heirs and | ||
successors. We intend this dedication to be an overt act of | ||
relinquishment in perpetuity of all present and future rights to this | ||
software under copyright law. | ||
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, | ||
EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF | ||
MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. | ||
IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR | ||
OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, | ||
ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR | ||
OTHER DEALINGS IN THE SOFTWARE. | ||
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For more information, please refer to <http://unlicense.org/> |
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