Announcing augurs - a time series toolkit for Rust
A time series is a sequence of data points indexed by time. Imagine a series of temperature readings taken every hour for a year. The data points are indexed by the time of the reading, and the values are the temperature at that time.
Time series data is everywhere, and while there are tons of tools for working with it in Python or R, there's not a whole lot available in Rust.
This crate is designed to fill that gap, as well as provide bindings for other languages (currently Javascript and Python) to make it easier to use in environments like the web.
Also, anecdotally it feels faster than other implementations of the same algorithms. There are some benchmarks in the repository, but they don't compare to other implementations - they're mainly just to make sure it's fast enough and to help with profiling. If anyone is interested in comparing to other implementations (e.g. statsforecast or R, on which some of augurs' implementations are based), I'd be happy to add them to the benchmarks.
The word augur can mean 'to predict', and I initially only intended the project to contain forecasting functionality, so it was pretty ideal. Plus the augu.rs domain was available and it was too good a chance to pass up!
