Java 中的 Arima/Arma 时间序列模型

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时间:2020-10-30 04:28:52  来源:igfitidea点击:

Arima/Arma Time series Models in Java

javastatisticstime-seriesregression

提问by Prashant

I am looking for an Arima time series models in java. Is there any Java library implementing Arima/Arma model?

我正在寻找 java 中的 Arima 时间序列模型。是否有任何实现 Arima/Arma 模型的 Java 库?

回答by Ryu

Googling should help :)

谷歌搜索应该有帮助:)

I got this from Google:

我从谷歌得到这个:

Java ARMA model, simulation and fitting

Java ARMA 模型、仿真和拟合

Java ARIMA model

Java ARIMA 模型

回答by rkmalaiya

Hi Please refer to Apache Math Libraryfor other forms of Regression, like Simple, OLS, GLS etc. I am looking for the same API as you are and API suggested in an Answer above SuanShuis not useful because it's PAID. I think Apache Math might be useful for you.

嗨,请参阅Apache 数学库以了解其他形式的回归,例如 Simple、OLS、GLS 等。我正在寻找与您相同的 API,并且上面SuanShu的答案中建议的 API没有用,因为它是付费的。我认为 Apache Math 可能对您有用。