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I would like to convert an ARIMA model developed in R using the forecast library to Java code. Note that I need to implement only the forecasting part. The fitting can be done in R itself. I am going to look at the predict function and translate it to Java code. I was just wondering if anyone else had been in a similar situation before and managed to successfully use a Java library for the same.

Along similar lines, and perhaps this is a more general question without a concrete answer; What is the best way to deal with situations where in model building can be done in Matlab/R but the prediction/forecasting needs to be done in Java/C++? Increasingly, I have been encountering such a situation over and over again. I guess you have to bite the bullet and write the code yourself and this is not generally as hard as writing the fitting/estimation yourself. Any advice on the topic would be helpful.

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Why not use JRI or RCaller to call R from Java and save yourself from re-inventing the wheel?

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