ARIMA Tools =========== Author: Ignacio Laguna Contact: ilagunap@gmail.com Implementation of time series forecasting using ARIMA models in C++. The library provides an API for forecasting pre-created models - it does not provide methods for training the models (this can be easily done using R). Building -------- $ ./configure --prefix=/path/to/install $ make && make install This will install a shared library libarimatools.so that can be linked with your C++ application to forecast future observations.