StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
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Updated
Nov 15, 2023 - Julia
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
System Identification toolbox, compatible with ControlSystems.jl
Time series implementation for the Julia language focused on efficiency and flexibility
Dynamic Time Warping (DTW) and related algorithms in Julia, at Julia speeds
A package for performing Singular Spectrum Analysis (SSA) and time-series decomposition
COVID-19 integrated surveillance data provided by the Italian Institute of Health and processed via UnrollingAverages.jl to deconvolve the weekly moving averages.
Time-series analysis using the Matrix profile in Julia
Score-driven models, aka generalized autoregressive score models, in Julia
Basis Function Expansions for Julia
A Julia package to deconvolve ("unroll") moving averages of time series to get the original ones back.
Align signals to each other
Least-squares (sparse) spectral estimation and (sparse) LPV spectral decomposition.
Better Radial velocities from Stellar Spectroscopy via Machine Learning
Julia module for Detrended Cross-Correlation Analysis.
COVID-19 Surveillance Data Modelling and Management Pipeline in Piedmont.
Automatic multi-seasonal ARIMA Learning
julia implementation of Smooth Local Projections (SLP)
Julia package to generate, estimate, and forecast long memory processes
Julia implementation of multi-variate time series models, such as vector autoregressive (VAR) and vector error correction (VECM) models.
Scalpels algorithm
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