Show HN: Farseer, rust rewrite of prophet with some extra goodies

1 points by timeserieslover a day ago

TLDR: Rust rewrite of prophet, added features, prediction is 15-20x faster than prophet, and fit is more or less the same speed. For places where you are able to precompute a model, it will speed up your inference time.

Hey all, I am a big fan of time-series and I love d prophet for the past few years. With the advent of polars being more widespread and it seems like prophet hasn't been supported really by facebook. I decided to rewrite it in rust as a project over my paternity leave.

Learned quite a lot about how rust compiles and how strict it really is. Anyways it is more or less a drop in replacement for prophet with the name of farseer(dumb 40k reference). I did add some things to the stan model such as the ability to weight values as opposed to just standard equal weight all values if a time-series is irregular(more than one value per time-period).

I plan on removing the stan dependency when enyzme is fully supported in rust, it is currently in a nightly 1.92 build and requires more work than I care to do to get it working to try and build out the stuff I need to replace the stan dependency.

Anyways take a look and feel free to PR or break it. I tried to write tests for all the things I think could break but we all know that never works out.