.net statistics library for forecasting

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

Decompose the input dataset with classical开发者_JAVA百科 decomposition into Seasonal, Trend and Irregular.

ARIMA modeling and forecasts.

P.S.

I had a look at R.NET. Thogh it will hopefully do the above, better solutions are welcome.

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Take a look at Math.Net

http://www.mathdotnet.com/