# Examples Each example has a companion `.md` file with a detailed description. ## Getting Started | Example | Run | Description | |---------|-----|-------------| | [quickstart](quickstart.rs) | `cargo run --example quickstart` | End-to-end: build a TimeSeries, fit a model, forecast, and evaluate | ## Forecasting Models | Example | Run | Description | |---------|-----|-------------| | [arima](forecasting/arima.rs) | `cargo run --example arima` | ARIMA family: manual orders, auto-selection, seasonal ARIMA | | [exponential](forecasting/exponential.rs) | `cargo run --example exponential` | ETS models: Simple, Holt, Holt-Winters, damped trends, AutoETS | | [theta](forecasting/theta.rs) | `cargo run --example theta` | Theta method and Dynamic Theta with seasonal decomposition | | [baseline](forecasting/baseline.rs) | `cargo run --example baseline` | Naive, SeasonalNaive, MeanForecaster baselines | | [regression](forecasting/regression.rs) | `cargo run --example regression` | 11 regression backends: OLS, Ridge, ElasticNet, Quantile, WLS, RLS, BLS, NNLS, Poisson, Tweedie, DLM | | [regression_exog_changepoints](forecasting/regression_exog_changepoints.rs) | `cargo run --example regression_exog_changepoints` | Exogenous regressors, changepoint features, CV with exog, structural break detection | | [intermittent](forecasting/intermittent.rs) | `cargo run --example intermittent` | Croston, SBA, and TSB for sparse/intermittent demand | | [ensemble](forecasting/ensemble.rs) | `cargo run --example ensemble` | Model ensembling with equal and optimized weights | | [hierarchy](forecasting/hierarchy.rs) | `cargo run --example hierarchy` | Hierarchical reconciliation: BottomUp, TopDown, MiddleOut, MinTraceOls | | [var](forecasting/var.rs) | `cargo run --example var` | Vector Autoregression for multivariate series with Granger causality | | [kalman](forecasting/kalman.rs) | `cargo run --example kalman` | Kalman filter: local level, local linear trend, state-space models | | [constraints](forecasting/constraints.rs) | `cargo run --example constraints` | Post-hoc forecast constraints: non-negative, clamped, rounded, integer | | [explainability](forecasting/explainability.rs) | `cargo run --example explainability` | Forecast decomposition into level, trend, and seasonal components | | [exogenous](forecasting/exogenous.rs) | `cargo run --example exogenous` | Exogenous regressors: FeatureGenerator + ARIMA/ETS/Theta/MSTL, scenario analysis | ## Analysis | Example | Run | Description | |---------|-----|-------------| | [stl_decomposition](analysis/stl_decomposition.rs) | `cargo run --example stl_decomposition` | STL decomposition into trend, seasonal, and remainder | | [changepoint](analysis/changepoint.rs) | `cargo run --example changepoint` | PELT changepoint detection for structural breaks | | [changepoint_types](analysis/changepoint_types.rs) | `cargo run --example changepoint_types` | Changepoint type classification: level shift, trend change, variance change | | [outlier_detection](analysis/outlier_detection.rs) | `cargo run --example outlier_detection` | Statistical outlier detection methods | | [imputation](analysis/imputation.rs) | `cargo run --example imputation` | Missing value imputation strategies | | [period_detection](analysis/period_detection.rs) | `cargo run --example period_detection` | Seasonal period detection with spectral analysis and validation metrics | ## Time Series Features | Example | Run | Description | |---------|-----|-------------| | [basic_features](features/basic_features.rs) | `cargo run --example basic_features` | Summary statistics, trend strength, seasonal strength | | [distribution](features/distribution.rs) | `cargo run --example distribution` | Distribution fitting and statistical tests | | [autocorrelation](features/autocorrelation.rs) | `cargo run --example autocorrelation` | ACF, PACF, and Ljung-Box test | | [entropy](features/entropy.rs) | `cargo run --example entropy` | Entropy-based complexity measures | | [complexity](features/complexity.rs) | `cargo run --example complexity` | Time series complexity features | | [feature_generator](features/feature_generator.rs) | `cargo run --example feature_generator` | Standalone FeatureGenerator: Fourier, calendar, holiday features for any model | ## Transforms | Example | Run | Description | |---------|-----|-------------| | [scaling](transform/scaling.rs) | `cargo run --example scaling` | Min-max, standard, and robust scaling | | [boxcox](transform/boxcox.rs) | `cargo run --example boxcox` | Box-Cox and log transformations | | [window](transform/window.rs) | `cargo run --example window` | Rolling window aggregations | | [temporal_aggregation](transform/temporal_aggregation.rs) | `cargo run --example temporal_aggregation` | Temporal aggregation, downsampling, and upsampling | | [pipeline](transform/pipeline.rs) | `cargo run --example pipeline` | Composable transform pipeline: chain BoxCox, Difference, Scale, Log around any model | ## Validation | Example | Run | Description | |---------|-----|-------------| | [metrics](validation/metrics.rs) | `cargo run --example metrics` | Forecast accuracy metrics: MAE, RMSE, MAPE, SMAPE, MASE | | [cross_validation](validation/cross_validation.rs) | `cargo run --example cross_validation` | Time series cross-validation with expanding and sliding windows | | [diagnostics](validation/diagnostics.rs) | `cargo run --example diagnostics` | Residual diagnostics and model checking | | [bootstrap](validation/bootstrap.rs) | `cargo run --example bootstrap` | Bootstrap confidence intervals | | [forecast_export](validation/forecast_export.rs) | `cargo run --example forecast_export` | Export forecasts to structured formats | | [feature_export](validation/feature_export.rs) | `cargo run --example feature_export` | Export computed features | | [aid](validation/aid.rs) | `cargo run --example aid` | AID demand classification: Regular, Intermittent, Lumpy, Erratic | | [serialization](validation/serialization.rs) | `cargo run --example serialization --features serde` | JSON and bincode model/data persistence | ## Postprocessing Requires the `postprocess` feature (enabled by default). | Example | Run | Description | |---------|-----|-------------| | [postprocess_quickstart](postprocess/quickstart.rs) | `cargo run --example postprocess_quickstart` | Postprocessing quickstart: prediction intervals from raw forecasts | | [postprocess_conformal](postprocess/conformal.rs) | `cargo run --example postprocess_conformal` | Conformal prediction intervals | | [postprocess_quantile_methods](postprocess/quantile_methods.rs) | `cargo run --example postprocess_quantile_methods` | Quantile regression and interval estimation methods | | [postprocess_qra_ensemble](postprocess/qra_ensemble.rs) | `cargo run --example postprocess_qra_ensemble` | Quantile Regression Averaging for ensemble intervals | | [postprocess_conformalize](postprocess/conformalize.rs) | `cargo run --example postprocess_conformalize` | Conformalized quantile regression | | [postprocess_unified_api](postprocess/unified_api.rs) | `cargo run --example postprocess_unified_api` | Unified postprocessing API | | [postprocess_backtest](postprocess/backtest.rs) | `cargo run --example postprocess_backtest` | Backtesting with postprocessed intervals | ## Orchestration & Pipelines | Example | Run | Description | |---------|-----|-------------| | [orchestration](orchestration.rs) | `cargo run --example orchestration` | Full pipeline: profiling, model selection, evaluation, reporting | | [trend_components](trend_components.rs) | `cargo run --example trend_components` | Trend integration: composable trend and seasonal components | | [recency_sensitivity](recency_sensitivity.rs) | `cargo run --example recency_sensitivity` | Recency-aware model weighting and sensitivity analysis |