C# ARMA library Do you know any C# library or source code that can be used for ARMA / ARIMA forecasting?
 A: The Extreme Optimization .NET library has an ARIMA model - http://www.extremeoptimization.com/QuickStart/CSharp/ArimaModels.aspx .
The library isn't free but there is a free trial period. I haven't used this part of it myself - but I've used other parts and they worked quite well for what I needed.


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*reddal

A: A. Basic statistical routines like "t tests" , "regression" , " analysis of variance " have fixed algorithms and provode little of no need for "pattern recognotion / model identification" strategies. Source code that would allow you to estimate a particular ARIMA model with a (P,D,Q)(p,d,q) without allowance for Pulses, Level Shifts , Seasonal Pulses and Local Time Trends with Day-of-the-week / Month of the Year structure might be of limited value. Note also known events may have have effects that may be in advance , on or after the actual date of the event would help you. Source code alone to estimate/forecast a particular time series/ ARIMA Model is probably insufficient as you need to wrap that in an intelligent heuristic to iterate to a useful model. Perhaps you could try writing an "intelligent solver" to develop a useful model but it might be a daunting task.
