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

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

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.