rafat / ctsaLinks
A Univariate Time Series Analysis and ARIMA Modeling Package in ANSI C. Updated with SARIMAX and Auto ARIMA.
☆65Updated 5 months ago
Alternatives and similar repositories for ctsa
Users that are interested in ctsa are comparing it to the libraries listed below
Sorting:
- Detection of favorable moments in time series data☆31Updated last year
- library of numerical methods using Armadillo☆23Updated 3 years ago
- Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python☆92Updated 3 years ago
- Algorithms for Unevenly Spaced Time Series in C☆15Updated 6 years ago
- Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11☆97Updated 4 months ago
- A multi-processing, highly configurable, C++ Differential Evolution optimization algorithm implementation☆23Updated 4 years ago
- Computation of Sparse Eigenvectors of a Matrix☆13Updated 6 years ago
- tindicators is a library of technical analysis indicators☆28Updated 4 years ago
- realtime-emd(Empirical Mode Decomposition) from code.google.com/archive/p/realtime-emd/☆13Updated 8 years ago
- An implementation of the Nelder-Mead simplex method.☆26Updated 9 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- High-Performance Kalman Filtering and Smoothing in Python☆16Updated 4 months ago
- Autoregressive process modeling tools in header-only C++☆44Updated 3 years ago
- Easy-to-use Python SBE decoder and encoder☆21Updated 6 months ago
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆166Updated last year
- Revisiting Whittaker-Henderson Smoothing☆11Updated last week
- L1 trend filtering☆31Updated last year
- Tools in C++ to forecast time series using ARIMA models☆27Updated 13 years ago
- Python implementation of L1 trend filtering algorithm☆25Updated 5 years ago
- Flexible Library for Efficient Numerical Solutions☆127Updated 2 weeks ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- OptimPack is a library for large optimization problems.☆37Updated 3 months ago
- Multi Expression Programming - basic source code☆16Updated last year
- c++ incremental decision tree☆28Updated 3 years ago
- An improved Python implementation of the Automatic Multiscale Peak Detection algorithm☆57Updated 6 years ago
- Bayesian online change point detection and offline learning☆57Updated 5 years ago
- A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time differ…☆32Updated 7 years ago
- If only std::set was a DBMS: collection of templated ACID in-memory exception-free thread-safe and concurrent containers in a header-only…☆40Updated 2 years ago
- Tools (C/Matlab) for multifractal analysis of 1D (time-series) and 2D (images) signals☆15Updated 4 years ago
- ☆56Updated last year