Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

juliahub.com "autoregressive" keyword

ScoreDrivenModels 0.2.1
Score-driven models, aka generalized autoregressive score models, in Julia
14 versions - Latest release: over 1 year ago - 29 stars on GitHub
ARFIMA 0.4.0
Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
4 versions - Latest release: almost 3 years ago - 2 dependent packages - 50 stars on GitHub
Forecast 0.1.0
Julia package containing utilities intended for Time Series analysis.
1 version - Latest release: almost 3 years ago - 46 stars on GitHub
Related Keywords
time-series 2 stl 1 forecast 1 multivariate 1 smoothing 1 mauna-loa 1 trend-decomposition 1 var 1 boxcox 1 loess 1 arima 1 stochastic 1 moving-average 1 timeseries 1 arfima 1 arma 1 statistics 1 score-driven-models 1 time-series-analysis 1 julia-language 1