ForTSA: A CTSA/Fortran binding

A Univariate Time Series Analysis and ARIMA Modeling Package in Fortran

ForTSA is a Fortran software package for univariate time series analysis, which is base on rafat/CTSA.
CTSA is a C software package for univariate time series analysis.

Item	Info
Version:	0.1.0
Author:	`ForTSA` Contributors
Web site:	https://github.com/zoziha/fortsa
API-Doc Web site:	https://zoziha.github.io/fortsa/
License:	`ForTSA` is released under BSD-3.

Get Started

git clone https://github.com/zoziha/fortsa.git
cd fortsa

Dependencies

Supported Compilers

The following combinations are tested on the default branch of ForTSA:

Name	Vesrion	Platform	Architecture
GCC Fortran(MSYS2)	10	Windows 10	x86_64
GCC Fortran	10	Ubuntu	x86_64

Build with fortran-lang/fpm

Fortran Package Manager (fpm) is a package manager and build system for Fortran.
You can build using provided fpm.toml:

fpm test

To use ForTSA within your fpm project, add the following to fpm.toml file:

[dependencies]
fortsa = { git="https://github.com/zoziha/fortsa.git" }

`CTSA` Docs

Auto ARIMA	Auto ARIMA Class + Examples
SARIMAX	SARIMAX Class + Examples
ARIMA	ARIMA Class + Example
Seasonal ARIMA	Seasonal ARIMA Class + Example
AR	AR Class + Example
ACF	Autocovariance, Autocorrelation and Partial Autocorrelation + Examples
References	References (List Being Updated)

Wiki is available at

ctsa/wiki

License : BSD 3- Clause Check LICENSE file

For C routines, contact rafat.hsn@gmail.com.
For Fortran routines, contact zuo.zhihua@qq.com.

Change log


2021-07-06  zoziha  zuo.zhihua@qq.com

    Add `CTSA` Fortran interface.

    * src/ctsa/*.c:
    * src/fortsa_dwt.f90:
    * src/fortsa_model.f90:
    * src/fortsa_stats.f90:

    * tests/ctsa/*.c
    * tests/dwt/*.f90
    * tests/model/*.f90
    * tests/stats/*.f90

2021-07-08  zoziha  zuo.zhihua@qq.com

    Improve Fortsa API, change `type(c_ptr)` to more specific types.

    * src/fortsa_dwt.f90
    * src/fortsa_model.f90: `auto_arima_exec` `optional` scheme.
    * src/fortsa_stats.f90:

    * tests/ctsa/*.c
    * tests/dwt/*.f90
    * tests/model/*.f90: 
    * tests/stats/*.f90

fortsa api documents