midas_rs Python bindings

Python bindings to the Rust port of https://github.com/bhatiasiddharth/MIDAS

Requires

• cargo—install via

  curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

• make
• python3

To build+test from this directory, run

make

For example code, see test.py

Note: These bindings currently only expose the MidasR variant of the original implementation (which is the variant that includes time-based decay logic).

For information on the algorithm or interpreting the output, see the link to the original as well as the corresponding paper.