Double ANN: SignalDecomposition.jl + TimeseriesSurrogates.jl

Package Announcements
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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 method.

Hope they are useful!

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Sweet animated logo :smiley:

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It uses your method as well, so that should make you doubly happy :wink:

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for unending spam awesome packages.

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Very nice! :+1:t2::pray:t2:

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Nice! Thanks for the announcement.

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@Balinus, I have actually done some extentions of SignalDecomposition.jl in my private code, because I use it for climate data. E.g. I made it work with date times better, and also dispatch on DimensionalArrays. Maybe you are interested to talk about this.

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Absolutely! This is an important aspect of climate analysis and I’ll certainly add this dep in ClimateTools. :grinning: