examples

OxiDiviner Examples

This directory contains comprehensive examples demonstrating how to use the OxiDiviner library for time series analysis and forecasting, including advanced regime-switching models and institutional-grade financial modeling.

Running Examples

You can run any example using Cargo:

# From the project root directory
cargo run --example <example_name>

# Or from the examples directory
cargo run --bin <example_name>

Examples Overview

🚀 Enhanced Regime-Switching Models

• ✨ enhanced_regime_switching_demo.rs - COMPREHENSIVE: Multivariate regime detection and higher-order dependencies
  • Multivariate regime detection across multiple assets (stocks, bonds, commodities)
  • Portfolio regime analysis with risk metrics and correlation switching
  • Higher-order dependencies and complex temporal patterns
  • Duration-dependent models and regime persistence analysis
  • Cross-asset correlation regime analysis with crisis vs normal market detection
  • Model comparison and selection framework

🎯 Core Examples

• quick_start.rs - START HERE: Fastest way to get started with OxiDiviner
• standard_interface_demo.rs - Demonstrates the standardized forecasting interface
• api_improvements_demo.rs - Advanced API features and builder patterns
• quick_start_improved.rs - Enhanced quick start with validation and comparison

💼 Financial Models

• heston_stochastic_volatility_demo.rs - Gold-standard volatility modeling with mean reversion
• sabr_volatility_demo.rs - Industry-standard FX and rates volatility surface modeling

🔧 Advanced Features

• optimization_demo.rs - Advanced parameter optimization techniques (Bayesian, Genetic, Simulated Annealing)
• advanced_diagnostics_demo.rs - Comprehensive model diagnostics and validation
• accuracy_measurement.rs - Accuracy measurement and validation frameworks
• accuracy_improvements.rs - Ensemble methods and accuracy enhancement techniques

📊 Data Handling

• ohlcv_forecasting_example.rs - Working with OHLCV (Open-High-Low-Close-Volume) financial data

📁 Specialized Examples

Exponential Smoothing Models (exponential-smoothing-models/)

• ses_demo.rs - Simple Exponential Smoothing
• holt_demo.rs - Holt's Linear Trend model
• holt_winters_demo.rs - Holt-Winters seasonal model
• ets_model_complete.rs - Complete ETS model implementation
• es_models_comparison.rs - Comparison of different ES models

Autoregressive Models (autoregressive-models/)

• autoregressive_demo.rs - Comprehensive AR/ARIMA/SARIMA demonstrations
• var_demo.rs - Vector Autoregression models
• vecm_demo.rs - Vector Error Correction models

GARCH Models (garch-models/)

• basic_garch_example.rs - Standard GARCH volatility modeling
• advanced_garch_demo.rs - Advanced GARCH variants (GJR, EGARCH, GARCH-M)
• stock_volatility_analysis.rs - Real-world stock volatility analysis

OHLCV Data Handling (ohlcv-handling/)

• data_processor.rs - OHLCV data processing and transformation

🎯 Recommended Learning Path

1. Start with: quick_start.rs - Get familiar with basic concepts
2. Learn APIs: api_improvements_demo.rs - Understand builder patterns and advanced features
3. Financial Models: heston_stochastic_volatility_demo.rs - Professional financial modeling
4. Advanced Features: enhanced_regime_switching_demo.rs - State-of-the-art regime detection
5. Optimization: optimization_demo.rs - Parameter optimization techniques

🔧 Example Categories

• 🟢 Beginner: quick_start.rs, standard_interface_demo.rs
• 🟡 Intermediate: api_improvements_demo.rs, heston_stochastic_volatility_demo.rs
• 🔴 Advanced: enhanced_regime_switching_demo.rs, optimization_demo.rs

All examples are self-contained and include comprehensive documentation and explanations.