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

**URL:** <https://discourse.julialang.org/t/ann-durbyn-jl-time-series-forecasting-in-julia/132544>\
**Category:** Package Announcements\
**Tags:** package\
**Created:** [September 21, 2025, 8:35pm UTC](https://discourse.julialang.org/t/ann-durbyn-jl-time-series-forecasting-in-julia/132544 "2025-09-21T20:35:22Z")\
**Posts on this page:** 1\
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**Author:** ![juliohm](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/juliohm/32/215266_2.png) [@juliohm](https://discourse.julialang.org/u/juliohm)\
**Post date:** [September 22, 2025, 10:54am UTC](https://discourse.julialang.org/t/ann-durbyn-jl-time-series-forecasting-in-julia/132544/6 "2025-09-22T10:54:04Z")

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> [@Time-series in Julia (working list)](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539):
>
> Here is a summary of time series in Julia. (Ported from [this thread](https://discourse.julialang.org/t/how-can-we-create-a-leaner-ecosystem-for-julia/32904).) This is a Julia version of [CRAN Task View: Time Series Analysis](https://cran.r-project.org/web/views/TimeSeries.html). TL;DR [ARCHModels](https://github.com/s-broda/ARCHModels.jl) is the most developed volatility model pkg in Julia (it also fits ARMA models & does auto tuning) [StateSpaceModels](https://github.com/LAMPSPUC/StateSpaceModels.jl) is the most developed univariate TS pkg in Julia [TSAnalysis](https://github.com/fipelle/TSAnalysis.jl) 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…](https://github.com/JuliaStats/TimeSeries.jl)

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