.net for forecasting

Question

Is there a good .NET statistics library for forecasting? I need him to do the following:

Decompose the input dataset with the classic decomposition into seasonal, trend, and irregular.

Modeling and forecasts ARIMA.

PS

I looked at R.NET. Thogh, we hope to do this, better solutions are welcome.

Answer 1

Take a look at Math.Net

http://www.mathdotnet.com/