Project Description

This is a complete time series analysis package written in C#. It provides a number of tools for data manipulation, and supports a range of different models, including ARMA and GARCH models. A plugin framework allows developers to create their own custom models and transforms.


The user interface is very different from that of most statistics packages. It's based on construction of a graph that represents the analysis process.
Nodes in the graph are used to represent objects. Objects can be time series, transformations, models ,etc. Each object is visualized in a way that depends on the object type, and each object may have input and output.
A time series data object has no inputs, and just one output (the time series itself). So, for example, to analyze data, one typically creates three nodes: a data node, a transformation node, and a model node. Then the nodes are connected so that the output of the data node is the input of the transformation node, and the output of the transformation node is the input to the model node. I think it's a natural representation of the analysis process, and makes things easier to keep track of. It also means that you can save a snapshot of the entire analysis process for your data instead of simply saving specific parts of the results.

However, because this GUI is so different, I strongly recommend that if you want to try out this software, you go through the tutorial given in the Users Guide. (The pdf file is also included in the release.)
Later on I plan to attempt to build some more help/tutorial directly into the software itself.

Dependency Notes

This package builds on several nice open-source libraries.
  1. Cronos makes use of the Math.Net: Iridium library, which is licensed under the GNU Lesser General Public License, copyright (c) 2002-2008, Christoph Rüegg and Joannès Vermorel. By default, the Cronos installation includes only the dll. The license text is included in the source code, and the full unmodified source code for the version of Iridium used by Cronos can be downloaded here.
  2. The SharpZipLib library is used to handle file compression. This is particularly useful for very large time series. SharpZipLib is licensed under the GNU General Public License version 2, copyright (C) 2001 Mike Krueger. Full unmodified source is available here.
  3. For efficient development testing, the NUnit framework is used. This is a testing framework for C# with a relatively simple open source license. Source code can be obtained here.
  4. In order to export plots (in good quality), Cronos uses the PdfSharp library, licensed under the MIT open source license. DLLs are contained in the Cronos source distribution. Those DLLs correspond to the source which can be downloaded here. (The beta version seems to work nicely with Cronos, but I'll be keeping an eye on the PDFSharp library to update to the release version when it is available).

Last edited Jan 21, 2010 at 6:10 PM by abrockwell, version 26