Thursday, July 1, 2010

Time-series forecasting

I've completed my first article for the Code Project ( It's titled "A Time-series forecasting library in C#" and it details techniques for producing--you guessed it--forecasts from historical data. Not the snazziest title, but hey, at least you know what's inside before you open the box. It includes the ability to reserve and test a holdout set and specify n periods into the future for forecast values.

You can find it published at

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