[ANN] Durbyn.jl — Time Series Forecasting in Julia

[juliohm]

Time-series in Julia (working list)

Here is a summary of time series in Julia. (Ported from this thread.) This is a Julia version of CRAN Task View: Time Series Analysis . TL;DR ARCHModels is the most developed volatility model pkg in Julia (it also fits ARMA models & does auto tuning) StateSpaceModels is the most developed univariate TS pkg in Julia TSAnalysis is the most developed multivariate TS pkg in Julia Please comment w/ relevant code I missed 1: Working with TS data in Julia: Package Description Note T…