A C++17 implementation of ARIMA following R
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Updated
Sep 2, 2023 - C++
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arima
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ARIMA (AutoRegressive Integrated Moving Average) is a time series analysis model that uses a combination of autoregressive (AR), differencing (I), and moving average (MA) components to forecast future values of a time series based on its past values. The ARIMA model is a generalization of the simpler ARMA (AutoRegressive Moving Average) model, ...
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Updated
Mar 5, 2023 - C++
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