I am looking for a C/C++ library to process time series data. I found a question from 2010: C++ time series library (analysis and processing) with suggestions. So, 12 years have passed and some links don't work anymore or there is no active development on some libraries. Can you suggest any libraries which focus on processing time serial data in C/C++? I contemplated with TSFresh, but unfortunately it's Python. I am also looking for functionalities like segmented regression etc.
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Hi. See my previous answer here, in case can help. softwarerecs.stackexchange.com/questions/55505/… even though dated. But also have a look at: quant.stackexchange.com/search?q=timeseries– Z ZCommented Mar 18, 2022 at 11:41
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