TimeSeries.jl

TimeSeries aims to provide a lightweight framework for working with time series data in Julia. Documentation is provided here.

Installation

Assuming that you already have Julia correctly installed, it suffices to import TimeSeries.jl in the standard way:

using Pkg
Pkg.add("TimeSeries")

Examples

using TimeSeries
using Dates

dates = Date(2018, 1, 1):Day(1):Date(2018, 12, 31)
ta = TimeArray(dates, rand(length(dates)))

timestamps = DateTime(2018, 1, 1):Hour(1):DateTime(2018, 12, 31)
ta = TimeArray(timestamps, rand(length(timestamps)))