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arima-0.3.0
ARIMA
Rust crate for ARIMA model coefficient estimation and simulation.
Please note that this crate relies on LAPACK which needs gfortran
to compile.
Example
extern crate rand;
use *;
use ;
use ;
Features
- Auto-correlation/covariance calculation
- Partial auto-correlation calculation
- AR parameter estimation
- Variance estimation
- ARIMA time series simulation
Roadmap
- Full ARIMA model parameter estimation
- Order estimation
License
This crate is licensed under the Apache-2.0 license.