CronoSeries  0.1.*
A fork of Cronos with a focus on being a Time Series class library.

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

Local documentation can be generated by using DoxyGen. Simply run

doxygen DoxyGen

and the directory /out/ 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!