tsdownsample 0.1.0a1

Time series downsampling in rust

tsdownsample

📈 Time series downsampling algorithms for visualization

Features ✨

• Fast: written in rust with pyo3 bindings
  • leverages optimized argminmax - which is SIMD accelerated with runtime feature detection
  • scales linearly with the number of data points
  • scales multi-threaded with rayon (rust)
• Efficient: memory efficient
  • works on views of the data (no copies)
  • no intermediate data structures are created
• Flexible: works on any type of data
  • supported datatypes are f16, f32, f64, i16, i32, i64, u16, u32, u64
    !! 🚀 f16 argminmax is 200-300x faster than numpy
• Easy to use: simple API

Install

❗🚨❗ This package is currently under development - no stable release yet ❗🚨❗

pip install tsdownsample

Usage

import tsdownsample as tsds
import pandas as pd; import numpy as np

# Create a time series
y = np.random.randn(10_000_000)
s = pd.Series(y)

# Downsample to 1000 points
s_ds = tsds.minmaxlttb(s, n_out=1000)

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👤 Jeroen Van Der Donckt