What .NET time series libraries are there?

Question

I am looking for a .NET library for time series work. It can be either free or commercial. My basic requirements are the following:

• Handle time series in varying frequencies (daily, business daily, week ending Friday, monthly, quarterly, annual, etc).
• Convert between different calendar frequencies, going from both high to low frequency and low to high frequency.
• Supporting time series transformations like moving averages, annualized percent changes, etc.
• Allowing time series to be combined together; for instance time series A = B+sqrt(C)

Answer 1

TimeSeriesDB library is designed to store huge strongly-typed timeseries with a customizable compression. The result is a generic IEnumerable that can be fed into any statistics library. (Disclaimer: posted by the lib's author)