hts-rs: Hierarchical and Grouped Time Series in Rust

hts-rs is a family of Rust crates that implements tools for working with hierarchical and grouped time series.

Crates

• hts-core: Core functionality for hierarchical and grouped time series. It provides efficient data structures and algorithms for time series hierarchies specification and aggregation, and constructing summation matrices ($\mathbf{S}$). See hts-core for details.

Features

• Grouped and hierarchical time series data wrangling: The crate hts-core provides tools for working with hierarchical, grouped or mixed time series data, including specifications of hierarchies, agnostic time periods, building up aggregated time series from bottom-level series and constructing the summation matrix ($\mathbf{S}$).
• Dense Matrix Support: Blazingly fast matrix computations via faer.

Installation

While in early alpha, the crate is not yet published to crates.io. You can include it to your Cargo.toml directly from the GitHub repository.

[dependencies]
hts-core = { git = "https://github.com/albersonmiranda/hts-rs" }

Contributing

Contributions are welcome! Please feel free to submit a PR.

License

This project is licensed under the GPLv3 License.