Time Series Foundation

Time Series Foundation (TSF) is an open, .NET platform for exploring and prototyping new algorithms in time series analysis and forecasting. TSF is based on state space model methodology that includes all types of exponential smoothing, some autoregressive algorithms, and innovative algorithms for event detection and calendar event impact prediction. TSF relies on Excel charting and presentation APIs by implementing an Excel interop layer. Numerical and graphical results of time series analysis and forecasting can be put in programmatically generated workbooks with the help of this layer. TSF also offers an Excel add-in that exposes a large subset of the platform's functionality through the Excel ribbon UI.

Details

TypeDownload
File NameTSFbeta206.zip
VersionBeta 2.0.6
Date Published26 January 2012
Download Size9.90 MB

Note By installing, copying, or otherwise using this software, you agree to be bound by the terms of its license. Read the license.

New Features

Here’s what’s new in this release:

  • Outlier/event detection methods
  • A robust TSF Excel Add-in
  • Forecasting the effect of calendar and recurring events
  • New code and data samples

 

System Requirements

To run this software, you’ll need the following:

  • Windows (tested on Vista, Windows 7, Windows Server 2008)
  • Excel 2010 ; Visual Studio 2010 - for any .NET coding
  • x64 required for TSF.NET and preferred (not required) for the TSF Excel Add In

 

Installation Instructions

TSF.NET tool set and TSF Excel Add In can be installed in any order and used independently of each other.

To install TSF Excel Add In , do the following:

  1. Make sure that Sho 2.0.5 is installed on your system (Sho installer)
  2. Make sure that you have Excel 2010 is also installed
  3. Run TSF.Excel.AddIn.msi , select installation folder, accept the License agreement
  4. Note: the MSI may be recursively installing Visual Studio components for Office 2010. Be patient here.
  5. Wait for MSI to recursively install the Excel customization and accept the install.
  6. Note: there is no 1-click uninstall for the Add in. Please read Release notes to uninstall.

To install TSF.NET , do the following:

  1. Make sure that Sho 2.0.5 is installed on your system (Sho installer)
  2. Make sure that you have Excel 2010 and Visual Studio 2010 are also installed.
  3. Run TSF.NET.Beta2.0.5.msi , select installation folder, accept the License agreement
  4. Note: the sample code and projects will be in the TSF.NET folder of your install.

 

Project Page
Contents

 

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