This repository is a self-contained ARIMA (AutoRegressive Integrated Moving Average) implementation in C

This repository contains a collection of assignments completed for the System Identification and Parameter Estimation (TIP7044) course at the Federal University of Ceará during my Master's degree.

Code for Ren, B. and Barnett, I. (2022), Autoregressive mixture models for clustering time series. J. Time Ser. Anal., 43: 918-937. https://doi.org/10.1111/jtsa.12644 https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12644