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README
BSD-3-Clause

CTSA

A Univariate Time Series Analysis and ARIMA Modeling Package in ANSI C

CTSA is a C software package for univariate time series analysis. ARIMA and Seasonal ARIMA models have been added as of 10/30/2014. Other functionality will be added soon

07/24/2020 Update : SARIMAX and Auto ARIMA added. Documentation will be added in the coming days. Software is still in beta stage and older ARIMA and SARIMA functions are now superseded by SARIMAX.

Dependencies

Git and CMake

Getting Started

git clone https://github.com/rafat/ctsa.git
cd ctsa
cmake .
make
Auto ARIMA Auto ARIMA Class + Examples
SARIMAX SARIMAX Class + Examples
ARIMA ARIMA Class + Example
Seasonal ARIMA Seasonal ARIMA Class + Example
AR AR Class + Example
ACF Autocovariance, Autocorrelation and Partial Autocorrelation + Examples
References References (List Being Updated)

Wiki is available at

https://github.com/rafat/ctsa/wiki

License : BSD 3- Clause Check COPYRIGHT file

Contact rafat.hsn@gmail.com

Copyright (c) 2014, Rafat Hussain All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. The name of the author may not be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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A Univariate Time Series Analysis and ARIMA Modeling Package in ANSI C. Updated with SARIMAX and Auto ARIMA. expand collapse
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