TimeseriesTools.jl is a package for analyzing and visualizing time-series data in Julia. It provides a set of functions for preprocessing, analyzing, and plotting time series data, making your life better and your data look great, in that order.
- 📈 Practical utilities for working with time series
- 📊 Spectral analysis and visualization
- 🌈 Beautiful plotting using Makie
To install TimeseriesTools.jl, simply run the following command in your Julia REPL:
] add TimeseriesToolsHere'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)
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.
TimeseriesTools.jl builds upon the excellent DimensionalData.jl package for handling dimensions and indexing in time-series data.
Happy analyzing! 🚀