JARTA — A Java library to model and fit Autoregressive-To-Anything processes

JARTA is a Java library to model and fit Autoregressive-To-Anything (ARTA) processes. These processes are able to capture the dependency structure of a system, in contrast to commonly used models, that assume independently distributed random values. This study uses a simulation model of a warehouse to demonstrate the importance of capturing dependencies when modeling stochastic processes. Consequently there is a need for a suitable modeling approach. With JARTA we provide a modern software package to model processes with an appropriate dependency structure. Its two main goals are providing a clean code base for integration in other projects and high transparency for educational purposes. To support these goals JARTA is published under an open source license at http://sourceforge.net/projects/jarta/.