Forecast Analysis (Time Series Model) on UNIX

Question

I know this is not a code level issue, but I wanted your views.

I need to run Prediction Analysis at the UNIX level using a time series model (like ARIMA ).

We implemented the same with R, but my work environment does not support R.

Data snapshot

Year | Month| Data1| Data2 | Data3 2012 | Jan | 1 |1 |3 2012 | Feb | 2 |21 | 4 

So, I wanted to implement some algorithm that will help me find the predicted values ​​for the coming months.

Is there any other way to implement " Time Series Forecast Analysis " on UNIX (preferably Perl / Shell).

Answer 1

Since you are interested in perl and statistics, I'm sure you know PDL . There are some special time series statistics modules , and of course, since perl enabled, other CPAN modules can be used.

R is still king and has many packages to choose from - and we are fortunate that R and perl play well together using Statistics::R I have not tried using Statistics-R from the PDL shell, but this is also possible to some extent.

Here is a PDL session example using MVA

 /home/zombiepl % pdl pdl> use Statistics::MVA::MultipleRegression; pdl> $lol = [ [qw/745 36 66/], [qw/895 37 68/], [qw/442 47 64/], [qw/440 32 53/], [qw/1598 1 101/],]; pdl> linear_regression($lol); The coefficients are: B[0] = -281.426985090045, B[1] = -7.61102966577879, B[2] = 19.0102910918022. R^2 is 0.943907302962818 

Greetings and good luck in your project.