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

Time-series analysis using the Matrix profile in Julia

Score-driven models, aka generalized autoregressive score models, in Julia

COVID-19 integrated surveillance data provided by the Italian Institute of Health and processed via UnrollingAverages.jl to deconvolve the weekly moving averages.

Basis Function Expansions for Julia

A Julia package to deconvolve ("unroll") moving averages of time series to get the original ones back.

StateSpaceLearning.jl is a Julia package for time-series analysis using state space learning framework.

Align signals to each other

julia implementation of Smooth Local Projections (SLP)

A Julia package for Matrix-Product State (MPS)-based time-series analysis.

Least-squares (sparse) spectral estimation and (sparse) LPV spectral decomposition.

Julia Package with SARIMA model implementation using JuMP.

Power spectrum inference of irregularly sampled time series using Gaussian Processes in Julia

Better Radial velocities from Stellar Spectroscopy via Machine Learning

Julia package to generate, estimate, and forecast long memory processes

Julia module for Detrended Cross-Correlation Analysis.