This software is derived from TISEAN suite and it enables the possibility to estimate a multi-variate ARIMA model and forecast at 1-step the following values.
Check the file config.h.
Most of the options are configurable only at compile time to performance reason. Pay attention to the
memory consumption if you are in a low-memory system (e.g. embedded system).
The verbosity for debugging purposes can be changed with the ARIMA_DEBUG and ARIMA_DEBUG_EXTRA options.
In order to build the example application configure the Makefile with your compiler and linker. Then simply run:
make
And then you can run the application (you have to provide temp1.txt and temp2.txt files)
GNU General Public License 2.0
- Authors of TISEAN suite
- Federico Reghenzani