I had implemented a few shift arrays operations in some of my packages which I would be glad to port to use ShiftedArrays instead. As for the time series, I did work at a neuroeconometrics lab for a few years so I am familiar with those operations. Might be nice to provide a function to resample and provide statistic by various intervals. For example, a Vector{<:DateTime} that can resample the mean from seconds to minutes and whatnot.