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.

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

Julia package containing utilities intended for Time Series analysis.

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

Statistical bootstrap procedures for time-series data

Basis Function Expansions for Julia

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.

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

System Identification toolbox, compatible with ControlSystems.jl

Time series toolkit for Julia