Smoothing kernels for use in kernel regression and kernel density estimation

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

Julia module for Detrended Cross-Correlation Analysis.

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

Basis Function Expansions for Julia

Statistical bootstrap procedures for time-series data

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

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

Time series toolkit for Julia