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Phase 2: statscore-timeseries — ARIMA, smoothing, stationarity + Python #13

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@armanrasta

Summary

Time series analysis: stationarity tests, smoothing, ARIMA, decomposition. Python bindings ship alongside.

Rust (statscore-timeseries)

  • ADF, KPSS stationarity tests
  • EMA, Holt, Holt-Winters smoothing
  • AR, MA, ARMA, ARIMA
  • Trend + seasonal + residual decomposition

Python bindings (statscore.timeseries)

  • fit() / forecast() API
  • AIC/BIC match R forecast package

Done when

  • ARIMA AIC/BIC validated vs R
  • Python forecast API works end-to-end

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    enhancementNew feature or requestphase-2Modeling and advancedpythonPython bindings (PyO3)

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