Time Series Foundation (TSF) is a .NET toolset for exploring 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 implements an Excel interop layer and offers an Excel add-in that exposes a large subset of TSF functionality through the Excel ribbon UI.
it is here (for the time being, right click to download)
Please visit Alex's blog for tips, walkthroughs and samples. Use the blog for comments, feedback and e-mail inquiries.
Past Contributors to the TSF Project
Bo Thiesson, now at Aalborg University, Denmark (firstname.lastname@example.org)