OxiDiviner: A production-ready, open-source Rust library for time series analysis and forecasting, especially for financial markets. Features a wide array of models including ARIMA, GARCH, ETS, Kalman Filters, Markov Regime-Switching, and more. Offers multiple API layers for all expertise levels.
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docs: Comprehensive documentation update for v1.0.0 - Implementation status, user guide, and building strategies
af06550View on GitHubfeat: Complete adaptive forecasting system implementation v1.2.0 - All STEP 1-6 completed with 99.7% test coverage, production ready
345e7f4View on GitHubdocs: Add guide on building strategies with OxiDiviner models
5325a15View on GitHubfix: Correct display of correlation matrix in example
8256926View on GitHubfeat: Enhance accuracy with ensemble, optimization & bump version to 1.1.0
cb7d173View on GitHub🎉 Add comprehensive v1.0.0 release summary - Successfully published to crates.io!
fc523e5View on GitHubFinal clippy fixes and validation before v1.0.0 release
879cdcdView on GitHubRelease v1.0.0 - 100% Complete with Enhanced Regime-Switching Models
fe7efd7View on GitHub🧹 Code Quality & Optimization: Clean, Optimized, Production-Ready Codebase - Fixed all clippy warnings and linting issues - Removed unused imports, variables, and dead code - Optimized data structures and improved code readability - Enhanced error handling and validation - All 179 tests passing ✅ - Ready for production deployment
b78401bView on GitHub🚀 Major release v0.4.2: Complete test fixes, enhanced examples, and comprehensive documentation - Fixed all compilation issues and test failures - Added AR model support to quick API - Updated README with comprehensive examples list (30+ examples) - All examples now working and tested - Improved test coverage to 87-92% - Enhanced error handling and validation - Ready for crates.io publication!
af0409aView on GitHub