Because I have been posting a lot of announcements lately, and because I don’t want people to start hating me for unending spam, I will announce two new packages in JuliaDynamics in this post: SignalDecomposition.jl and TimeseriesSurrogates.jl ! Both packages provide tools about timeseries analysis and have a very common API and are in 1.0.
SignalDecomposition.jl allows one to decompose an input signal/timeseries into basic components. This is used for example to de-seasonalize a signal, or to do noise-reduction. TimeseriesSurrogates.jl is a package that creates surrogates. These are new timeseries created from the input timeseries that preserve some properties in the original timeseries and are used in hypothesis testing. Have a look at the docs for a more detailed information on surrogate timeseries!
Both packages have similar API: a function
surrogate(s, method) or
decompose(s, method) that makes surrogates / decomposes
s via multiple dispatch on the
Hope they are useful!