Time series toolkit for Julia

Smoothing kernels for use in kernel regression and kernel density estimation

Statistical bootstrap procedures for time-series data

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

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

Basis Function Expansions for Julia

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

Julia module for Detrended Cross-Correlation Analysis.

System Identification toolbox for LTI systems, compatible with ControlSystems.jl