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Time Series Generator in Rust 📈

Generate various time series, some randomly sampled. Most commonly used for testing filters or technical indicators See MathisWellmann/go_timeseries_generator for a Go package with similar functionality.

Features:

  • Geometric brownian motion
  • Mackey Glass
  • Lorenz system
  • Gaussian process (Standard Normal)
  • Sine wave function
  • Step function
  • Triangle wave

How to Use

To include this crate in your project, add the following to your Cargo.toml:

[dependencies]
time-series-generator = "0.3.2"

Images:

mackey_glass

lorenz_system

lorenz_system_x

standard_normal

geometric_brownian_motion

sine_wave

step_function

triangle_wave

Tests

To generate the test images presented in this README, run them using:

cargo test

Contributions

If you want to expand the functionality of this crate, feel free to create a Pull Request. Any help is appreciated.

Donations 💰 💸

I you would like to support the development of this crate, feel free to send over a donation:

Monero (XMR) address:

47xMvxNKsCKMt2owkDuN1Bci2KMiqGrAFCQFSLijWLs49ua67222Wu3LZryyopDVPYgYmAnYkSZSz9ZW2buaDwdyKTWGwwb

monero

License

Copyright (C) 2020 <MathisWellmann wellmannmathis@gmail.com>

This program is free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details.

You should have received a copy of the GNU Affero General Public License along with this program. If not, see https://www.gnu.org/licenses/.

GNU AGPLv3

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Generate various time series, some randomly sampled, in pure rust.

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