Python bindings to the Rust port of https://github.com/bhatiasiddharth/MIDAS
Requires
cargo
(part of the Rust toolchain)—install via(Or visit rustup.sh for more detailed installation instructions.)curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
make
python3
Requirements note: Building has only been tested on Linux (Ubuntu 18.04) and recent versions of macOS.
To build+test from this directory, run
make
For example code, see test.py
Note: These bindings currently only expose the MidasR
variant of the
original implementation (which is the variant that includes time-based
decay logic).
For information on the algorithm or interpreting the output, see the link to the original as well as the corresponding paper.