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
License : BSD 3- Clause Check LICENSE file
For C
routines, contact rafat.hsn@gmail.com.
For Fortran
routines, contact zuo.zhihua@qq.com.
Links
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