Ecosyste.ms: Packages

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

juliahub.com "time-series" keyword

LombScargle 1.0.3

Compute Lomb-Scargle periodogram, suitable for unevenly sampled data. It supports multi-threading
7 versions - Latest release: over 2 years ago - 3 dependent packages - 28 stars on GitHub

ArarForecast 0.1.0

Forecasting using Arar algorithm
1 version - Latest release: over 1 year ago - 4 stars on GitHub

MarSwitching 0.2.2

MarSwitching.jl: Julia package for Markov switching dynamic models
4 versions - Latest release: 4 months ago - 34 stars on GitHub

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

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

TSAnalysis 0.1.4

A Julia implementation of basic tools for time series analysis compatible with incomplete data.
5 versions - Latest release: over 1 year ago - 117 stars on GitHub

SingularSpectrumAnalysis 0.5.1

A package for performing Singular Spectrum Analysis (SSA) and time-series decomposition
10 versions - Latest release: over 1 year ago - 1 dependent package - 57 stars on GitHub

MessyTimeSeries 0.2.6

A Julia implementation of basic tools for time series analysis compatible with incomplete data.
7 versions - Latest release: over 1 year ago - 2 dependent packages - 117 stars on GitHub

SMC 0.1.15

Sequential Monte Carlo algorithm for approximation of posterior distributions.
14 versions - Latest release: almost 3 years ago - 1 dependent package - 66 stars on GitHub

CausalityTools 2.10.1

Algorithms for detecting associations, dynamical influences and causal inference from data.
59 versions - Latest release: 7 months ago - 129 stars on GitHub

TimeAxes 0.4.0

Utilities for working with axes that correspond to a time dimension in Julia
7 versions - Latest release: over 1 year ago - 1 dependent package - 2 stars on GitHub

SeisIO 1.2.1

Julia language support for geophysical time series data
9 versions - Latest release: about 3 years ago - 3 dependent packages - 45 stars on GitHub

LongMemory 0.1.1

Julia package to generate, estimate, and forecast long memory processes
2 versions - Latest release: 5 months ago - 3 stars on GitHub

ControlSystemIdentification 2.10.0

System Identification toolbox, compatible with ControlSystems.jl
65 versions - Latest release: 19 days ago - 1 dependent package - 125 stars on GitHub

Top 8.2% on juliahub.com

Indicators 0.8.2

Financial market technical analysis & indicators in Julia
7 versions - Latest release: over 1 year ago - 1 dependent package - 5 dependent repositories - 211 stars on GitHub

FinanceTools 0.1.6

Various tools to process financial time series
6 versions - Latest release: almost 2 years ago - 10 stars on GitHub

DynamicAxisWarping 0.4.18

Dynamic Time Warping (DTW) and related algorithms in Julia, at Julia speeds
31 versions - Latest release: 6 months ago - 3 dependent packages - 93 stars on GitHub

UnrollingAverages 0.2.3 💰

A Julia package to deconvolve ("unroll") moving averages of time series to get the original ones ...
4 versions - Latest release: over 1 year ago - 18 stars on GitHub

EntropyHub 2.0.0

An open-source toolkit for entropic data analysis
6 versions - Latest release: 20 days ago - 19 stars on GitHub

Scats 0.2.2

Spectral correlation analysis of time series (not supposed to be used)
4 versions - Latest release: over 1 year ago - 1 stars on GitHub

ForecastData 0.1.1

Time Series Datasets for Julia
2 versions - Latest release: over 2 years ago - 5 stars on GitHub

MessyTimeSeriesOptim 0.2.3

A Julia implementation of estimation and validation algorithms for time series compatible with in...
13 versions - Latest release: 3 months ago - 6 stars on GitHub

AutoregressiveModels 0.1.1

Essential toolkits for working with autoregressive models
2 versions - Latest release: 5 days ago - 7 stars on GitHub

TimeseriesTools 0.3.0

A convenient package for working with time series as mathematical sequences, rather than date-ind...
8 versions - Latest release: 4 months ago - 2 dependent packages - 14 stars on GitHub

LocalProjections 0.2.1

Local projection methods for impulse response estimation
3 versions - Latest release: 29 days ago - 15 stars on GitHub

Strategems 0.3.0

Quantitative systematic trading strategy development and backtesting in Julia
4 versions - Latest release: about 4 years ago - 163 stars on GitHub

Top 6.4% on juliahub.com

MarketData 0.14.1

Time series market data
23 versions - Latest release: 4 months ago - 4 dependent packages - 15 dependent repositories - 137 stars on GitHub

MatrixProfile 1.1.1

Time-series analysis using the Matrix profile in Julia
10 versions - Latest release: 8 months ago - 28 stars on GitHub

BlockingMethod 0.1.0

Time series analysis on correlated data
1 version - Latest release: over 1 year ago - 0 stars on GitHub

Smoothers 0.1.3

Collection of basic smoothers and smoothing related applications
4 versions - Latest release: over 2 years ago - 1 dependent package - 15 stars on GitHub

Top 8.5% on juliahub.com

Time series implementation for the Julia language focused on efficiency and flexibility
13 versions - Latest release: almost 3 years ago - 2 dependent packages - 5 dependent repositories - 99 stars on GitHub

TimeDag 0.1.24

A computational graph for time-series processing.
25 versions - Latest release: 10 months ago - 17 stars on GitHub

StateSpaceModels 0.6.7

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
39 versions - Latest release: 9 months ago - 263 stars on GitHub

Pythia 0.1.0

Machine learning time series regressions
1 version - Latest release: over 3 years ago - 13 stars on GitHub

PLSRegressor 1.1.1

1 version - Latest release: over 1 year ago - 1 stars on GitHub

TeaFiles 0.1.0

Tea file support for Julia
1 version - Latest release: almost 3 years ago - 1 dependent package - 2 stars on GitHub

UnfoldSim 0.3.2

Simulate EEG / ERP data with overlap, non-linear effects, multiple regression
11 versions - Latest release: 3 months ago - 4 stars on GitHub

TemporalGPs 0.6.8

Fast inference for Gaussian processes in problems involving time. Partly built on results from ht...
38 versions - Latest release: 3 months ago - 4 dependent packages - 106 stars on GitHub

Related Keywords

julia 24 julia-language 11 time-series-analysis 10 econometrics 6 kalman-filter 5 forecast 5 statistics 5 signal-processing 4 economics 4 finance 4 forecasting 3 kalman-smoother 3 machine-learning 3 quantitative-finance 3 stl 2 irregular-time-series 2 smoothing 2 data-analysis 2 timeseries 2 bayesian-inference 2 scientific-computing 2 entropy 2 impulse-response 2 quantitative-trading 2 python 2 periodogram 2 loess 2 autoregressive 2 machine-learning-algorithms 2 julia-package 2 nonlinear 1 dynamic-factor-models 1 var-models 1 vma-models 1 ecm-algorithm 1 shannon 1 bootstrapping-statistics 1 backtesting-engine 1 optimization 1 trading-logic 1 backtesting 1 strategy-development 1 blotter 1 trading 1 backtesting-trading-strategies 1 systematic-trading-strategies 1 trading-strategies 1 backtest 1 backtester 1 statistical-physics 1 probability-theory 1 refined 1 open-source 1 random 1 information-theory 1 hierarchical 1 composite 1 correlogram 1 weather 1 matlab 1 toolkit 1 uncertainty 1 crime 1 co2 1 trade 1 seaborne 1 earthquakes 1 quakes 1 datasets 1 financial-data 1 exponential-smoothing 1 unobserved-components 1 sarima 1 sparse-group-lasso 1 lasso 1 group-lasso 1 partial-least-squares-regression 1 matrix-factorization 1 multivariate-analysis 1 squares-regressor 1 regressor 1 python3 1 leastsquares 1 pls 1 regression 1 regression-analysis 1 multivariate-regression 1 regression-algorithms 1 data 1 simulation 1 eeg 1 erp 1 gaussian-processes 1 similarity-search 1 predictive-maintenance 1 anomaly-detection 1 dsp 1 matrix-profile 1 change-point-detection 1 outlier-detection 1