Cortex.TimeSeries 1.1.0

.NET 10.0 This package targets .NET 10.0. The package is compatible with this framework or higher. 
dotnet add package Cortex.TimeSeries --version 1.1.0
                    


                    

                
NuGet\Install-Package Cortex.TimeSeries -Version 1.1.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="Cortex.TimeSeries" Version="1.1.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="Cortex.TimeSeries" Version="1.1.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="Cortex.TimeSeries" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add Cortex.TimeSeries --version 1.1.0
                    


                    

                
#r "nuget: Cortex.TimeSeries, 1.1.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package Cortex.TimeSeries@1.1.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=Cortex.TimeSeries&version=1.1.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=Cortex.TimeSeries&version=1.1.0
                    


                            Install as a Cake Tool

Cortex.TimeSeries

Time series forecasting and analysis for Cortex: ARIMA, SARIMA, ExponentialSmoothing, decomposition, and diagnostics.

Part of the Cortex data science ecosystem for .NET.

Requires .NET 10+ and the Cortex core package.

Features

  • Forecasting models — ARIMA, SARIMA, and Exponential Smoothing (Holt-Winters)
  • AutoARIMA — automatic model order selection (p, d, q) via information criteria
  • Seasonal decomposition — additive and multiplicative decomposition
  • Stationarity tests — ADF, KPSS, and autocorrelation analysis
  • Diagnostics — residual plots, Ljung-Box test, ACF/PACF
  • Rolling and expanding window statistics

Installation

dotnet add package Cortex.TimeSeries

Quick Start

using Cortex;
using Cortex.TimeSeries;

var df = DataFrame.ReadCsv("monthly_sales.csv", parseDate: "date");

var model = new ARIMA(p: 1, d: 1, q: 1);
model.Fit(df["revenue"]);

var forecast = model.Forecast(steps: 12);
forecast.Print();

Automatic Model Selection

var auto = new AutoARIMA(maxP: 5, maxD: 2, maxQ: 5);
auto.Fit(data);
var forecast = auto.Forecast(steps: 30);

Seasonal Decomposition

var decomposition = df["revenue"].Decompose(period: 12, model: "additive");
// Access: decomposition.Trend, decomposition.Seasonal, decomposition.Residual

Performance

131x faster than Python on average — Holt-Winters 699x, AutoARIMA 258x, ARIMA 33x.

Package Description
Cortex Core DataFrame (required)
Cortex.Viz Chart forecasts with Plotly
Cortex.Streaming Real-time streaming with windowed aggregations
Product Compatible and additional computed target framework versions.
.NET net10.0 is compatible.  net10.0-android was computed.  net10.0-browser was computed.  net10.0-ios was computed.  net10.0-maccatalyst was computed.  net10.0-macos was computed.  net10.0-tvos was computed.  net10.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
1.1.0 70 3/30/2026
1.0.0 71 3/27/2026