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brendanjohnharris / TimeseriesTools.jl

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

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TimeseriesTools 🕰️🛠️

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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.

Features

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! 🚀