Hannan-Rissanen algorithm

signaflo / java-timeseries

Time series analysis in Java

MIT License

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Open pjebs opened 4 years ago

pjebs commented 4 years ago

This repo: https://github.com/Workday/timeseries-forecast says it is an implementation of the Hannan-Rissanen algorithm for additive ARIMA models.

I was wondering what algorithm this repo uses?