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A convenient package for working with time series (time-indexed arrays)

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brendanjohnharris/TimeseriesTools.jl

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TimeseriesTools 🕰️🛠️

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TimeseriesTools.jl is a package for analyzing and visualizing time-series data in Julia.

Features

  • 📈 Practical utilities for working with time series
  • 📊 Spectral analysis and visualization
  • 🌈 Beautiful plotting using Makie

Example Shadow Plot Example Shadow Plot

Installation

To install TimeseriesTools.jl, simply run the following command in your Julia REPL:

] add TimeseriesTools

Usage

Here'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)

Example Time-series Plot Example Spectrum Plot Example Time-series Plot Example Spectrum Plot

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.

Acknowledgements 🙏

TimeseriesTools.jl builds upon the excellent DimensionalData.jl package for handling dimensions and indexing in time-series data.

Happy analyzing! 🚀

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A convenient package for working with time series (time-indexed arrays)

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