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

Julia module for Detrended Cross-Correlation Analysis.

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

Basis Function Expansions for Julia

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

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

Statistical bootstrap procedures for time-series data

Smoothing kernels for use in kernel regression and kernel density estimation

Time series toolkit for Julia