Time series toolkit for Julia

System Identification toolbox, compatible with ControlSystems.jl

A Julia implementation of basic tools for time series analysis compatible with incomplete data.

A Julia implementation of basic tools for time series analysis compatible with incomplete data.

Time series implementation for the Julia language focused on efficiency and flexibility

Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes

Julia package containing utilities intended for Time Series analysis.

Statistical bootstrap procedures for time-series data

Basis Function Expansions for Julia

Least-squares (sparse) spectral estimation and (sparse) LPV spectral decomposition.

Julia module for Detrended Cross-Correlation Analysis.

Estimating the transfer operator (Perron Frobenius operator) and invariant measures from time series.

Smoothing kernels for use in kernel regression and kernel density estimation