Smoothing kernels for use in kernel regression and kernel density estimation

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

Statistical bootstrap procedures for time-series data

Julia module for Detrended Cross-Correlation Analysis.

Basis Function Expansions for Julia

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

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

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

Julia package containing utilities intended for Time Series analysis.

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

Time series toolkit for Julia