CronoSeries

A Cronos fork focusing only on Time Series Analysis

For the original Cronos project, visit https://archive.codeplex.com/?p=cronos.

Based on the implementation of https://github.com/dsass/ARIMA

This library features models commonly used in time series analysis, including:

1. ARMA
2. ARMAX
3. GARCH (of various types)
4. Vector Autoregressive Models

... and more!

Documentation

Visit https://aarjaneiro.github.io/CronoSeries/

Local documentation can be generated by using DoxyGen. Simply run

doxygen DoxyGen

and the directory /docs/ will appear. Opening index.html will bring you to the main page (which is mostly empty), though namespaces and classes, etc, are all accessible for the most part.

TODO:

1. Implement tests.
2. Add examples.
3. Fix types (e.g., object → specific type implementations)

Interested in helping out?

Feel free to submit an issue or a pull request!