TimeseriesTools.jl

A convenient package for working with time series (time-indexed arrays)
Author brendanjohnharris
Popularity
16 Stars
Updated Last
3 Months Ago
Started In
April 2023

TimeseriesTools ๐Ÿ•ฐ๏ธ๐Ÿ› ๏ธ

Stable Dev Build Status Coverage

TimeseriesTools.jl is a package for analyzing and visualizing time-series data in Julia.

Features

  • ๐Ÿ“ˆ Practical utilities for working with time series
  • ๐Ÿ“Š Spectral analysis and visualization
  • ๐ŸŒˆ Beautiful plotting using Makie

Example Shadow Plot Example Shadow Plot

Installation

To install TimeseriesTools.jl, simply run the following command in your Julia REPL:

] add TimeseriesTools

Usage

Here's a quick example to get you started:

using TimeseriesTools, CairoMakie, TimeseriesTools.FFTW, Unitful

# Generate some quick brown noise
t = 0.005:0.005:1e5
x = colorednoise(t, u"s")*u"V" # ::AbstractTimeSeries
plot(x[1:10000])
S = powerspectrum(x, 0.001)
p = plot(S)

Example Time-series Plot Example Spectrum Plot Example Time-series Plot Example Spectrum Plot

Note that an instance of the most basic type of this package, the AbstractTimeSeries, can be generated with:

t = 0:0.01:1
x = sin.(t)
TimeSeries(t, x)

Please see the documentation for further functionality.

Acknowledgements ๐Ÿ™

TimeseriesTools.jl builds upon the excellent DimensionalData.jl package for handling dimensions and indexing in time-series data.

Happy analyzing! ๐Ÿš€