How johnathanmartin1/time_series works
This repository is a Python time-series toolkit for correlation analysis, model construction, and fitting or forecasting AR/MA-family models. The principal workflow is to provide a sample, calculate ACF/PACF diagnostics and confidence bounds, then fit or construct a model and inspect forecasts. time_series.py re-exports several public functions and constructors. C++ extensions provide optional AVX-backed correlation calculations. The README is empty, and some source excerpts are partial; unsampled constructor and model behavior is represented only where the tree establishes its module path.
Main entry points: time_series.py Time Series API · model_constructors Model Constructors · pacf_function.py PACF Functions · acf_function.py ACF Functions
Components 15
Public API
- Time Series API
time_series.py
Correlation Analysis
- ACF Functions
src/acf/acf_function.py - PACF Functions
src/pacf/pacf_function.py - Confidence Bounds
src/tools/confidence_interval.py
Time Series Models
- MA Fitting
src/models/moving_average_model/MA_class.py - AR Fitting
src/models/auto_regressive_model/AR_class.py - ARMA Fitting
src/models/auto_regressive_moving_average_model/ARMA_class.py - Model Constructors
src/models/model_constructors - AR Constructor
src/models/model_constructors/AR_model_constructor.py - MA Constructor
src/models/model_constructors/MA_model_constructor.py - ARMA Constructor
src/models/model_constructors/ARMA_model_constructor.py - Stationarity Checks
src/models/model_constructors/stationality_functions.py
Numerical Backends
- ACF C++ Backend
src/acf/C++_acf_backend/acf_cpp_backend.cpp - PACF C++ Backend
src/pacf/C++_pacf_backend/pacf_cpp_backend.cpp
Other components
- Analyst
Connections 17
- Analyst → Time Series API: calls API
- Time Series API → ACF Functions: exports
- Time Series API → PACF Functions: exports
- Time Series API → MA Fitting: exports
- Time Series API → Model Constructors: exports constructors
- PACF Functions → ACF Functions: computes ACF
- ACF Functions → ACF C++ Backend: calculates natively
- PACF Functions → PACF C++ Backend: calculates natively
- ACF Functions → Confidence Bounds: plots bounds
- PACF Functions → Confidence Bounds: plots bounds
- Analyst → AR Fitting: fits or forecasts
- Analyst → ARMA Fitting: fits or forecasts
- Analyst → Model Constructors: requests series
- Model Constructors → AR Constructor: dispatches AR
- Model Constructors → MA Constructor: dispatches MA
- Model Constructors → ARMA Constructor: dispatches ARMA
- ARMA Constructor → Stationarity Checks: checks parameters