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mle

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Tugbars / ARIMA-in-C

This repository is a self-contained ARIMA (AutoRegressive Integrated Moving Average) implementation in C

arima newton-raphson qr-decomposition time-series-analysis maximum-likelihood-estimation arima-model mle time-series-prediction time-series-forecasting arima-forecasting least-squares-estimation yule-walker

Updated Mar 1, 2025
C

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