Hello all,

I wrote a package for performing the analysis of *real multivariate time series* both in the *frequency* domain and in the *time-frequency* domain, based on DSP.jl, FFTW.jl and AbstractFFTs.jl.

In the frequency domain *FourierAnalysis* computes **spectra**, *linear* and *non-linear* **cross-spectral matrices** and several *linear* and *non-linear* **coherence matrices** using the sliding-windows Welch method.

Time-frequency representations are obtained applying a filter-bank and the Hilber transform. This way one obtains the **analytic signal**, the **instantaneous amplitude** (envelope) and the **instantaneous phase**, along with several popular *linear* and *non-linear* , *weighted* , *univariate* and *bivariate* statistics, such as the **mean amplitude** , **mean direction**, **phase concentration**, the non-linear version of which is a directional statistic known as **circular mean resultant length**, **comodulation** and **coherence** , the non-linear version of which is a synchronization statistic known as **phase-locking values** or **phase coherence** .

Such a tool is basic in signal-processing and data science. I wrote if for electroencephalographic data, but it may turn useful to many people. The usage has been kept as simple as possible, without sacrificing relevant options.

The package is in a pre-release stage. If you are willing to reviewing the code and/or the documentation, you are more then welcome!