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Corrected some spelling, capitalization in acronyms and formatted the wording differently in the first paragraph.
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edit approved May 23, 2018 at 6:26
Theodore
edit approved May 23, 2018 at 6:26
Theodore
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Please advice free Java library for classical timeseries forecastiongtime series forecasting

I've got an ARIMA model (with a GARCH model for variance estimation) modeland parameters estimated in Matlab for my set of data. Now I need to use this model in my Java based application for making forecasts for new data.

IsAre there any free Java libraries with such functionality (mainly interested in analog of arimaARIMA/forecast functionality from Matlab without estimating etc.)  ?

I only found commercial SuanShu (from NumericalMethods) and IMSL from RogueWave. They are cool but cost money.

Of course there is way to do own implementation for forecasting but not sure if I have time for that. Using remote connection to Matlab / R server is too not suitable in my case.

So any help would be appreciated.

PS: Actually any C/C++ libraries would be fine too cause I could use JNI/JNA for calling it.

Please advice free Java library for classical timeseries forecastiong

I've got ARIMA (with GARCH model for variance estimation) model parameters estimated in Matlab for my set of data. Now I need to use this model in my Java based application for making forecasts for new data.

Is there any free Java libraries with such functionality (mainly interested in analog of arima/forecast functionality from Matlab without estimating etc)  ?

I only found commercial SuanShu (from NumericalMethods) and IMSL from RogueWave. They are cool but cost money.

Of course there is way to do own implementation for forecasting but not sure if I have time for that. Using remote connection to Matlab / R server is too not suitable in my case.

So any help would be appreciated.

PS: Actually any C/C++ libraries would be fine too cause I could use JNI/JNA for calling it.

Please advice free Java library for classical time series forecasting

I've got an ARIMA model (with a GARCH model for variance estimation) and parameters estimated in Matlab for my set of data. Now I need to use this model in my Java based application for making forecasts for new data.

Are there any free Java libraries with such functionality (mainly interested in analog of ARIMA/forecast functionality from Matlab without estimating etc.)?

I only found commercial SuanShu (from NumericalMethods) and IMSL from RogueWave. They are cool but cost money.

Of course there is way to do own implementation for forecasting but not sure if I have time for that. Using remote connection to Matlab / R server is too not suitable in my case.

So any help would be appreciated.

PS: Actually any C/C++ libraries would be fine too cause I could use JNI/JNA for calling it.

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Please advice free Java library for classical timeseries forecastiong

I've got ARIMA (with GARCH model for variance estimation) model parameters estimated in Matlab for my set of data. Now I need to use this model in my Java based application for making forecasts for new data.

Is there any free Java libraries with such functionality (mainly interested in analog of arima/forecast functionality from Matlab without estimating etc) ?

I only found commercial SuanShu (from NumericalMethods) and IMSL from RogueWave. They are cool but cost money.

Of course there is way to do own implementation for forecasting but not sure if I have time for that. Using remote connection to Matlab / R server is too not suitable in my case.

So any help would be appreciated.

PS: Actually any C/C++ libraries would be fine too cause I could use JNI/JNA for calling it.