# Time-series in Julia (working list)

**URL:** <https://discourse.julialang.org/t/time-series-in-julia-working-list/62539>\
**Category:** Statistics\
**Tags:** time-series\
**Created:** [June 7, 2021, 6:56pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539 "2021-06-07T18:56:28Z")\
**Posts on this page:** 20\
**Page:** 2

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**Author:** ![digital\_carver](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/digital_carver/32/33818_2.png) [@digital\_carver](https://discourse.julialang.org/u/digital_carver)\
**Post date:** [February 4, 2022, 2:16pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/22 "2022-02-04T14:16:54Z")

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Note that svaksha’s repo on NotABug is several years out of date - their curated Julia.jl list on [Github](https://github.com/svaksha/Julia.jl/) and [Gitlab](https://gitlab.com/svaksha/Julia.jl) are much newer and are kept in sync.

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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:** [February 4, 2022, 2:39pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/23 "2022-02-04T14:39:01Z")

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You could convert this post into a GitHub repository where people could curate the list over time. Discourse is very limited in terms of updates.

Awesome initiative!

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [May 21, 2022, 10:58pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/24 "2022-05-21T22:58:59Z")

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New time-series forecasting package:

> **[GitHub - Akai01/ArarForecast.jl: Forecasting using Arar algorithm](https://github.com/Akai01/ArarForecast.jl)**
>
> Forecasting using Arar algorithm . Contribute to Akai01/ArarForecast.jl development by creating an account on GitHub.

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**Author:** ![Ajay\_Shah](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/ajay_shah/32/10520_2.png) [@Ajay\_Shah](https://discourse.julialang.org/u/Ajay_Shah)\
**Post date:** [May 25, 2022, 7:17am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/25 "2022-05-25T07:17:13Z")

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We have built a new time series class, TSx, [GitHub - xKDR/TSx.jl: Timeseries in Julia](https://github.com/xKDR/TSx.jl)

This builds on the philosophy of zoo and xts in R, while using the internal foundations of DataFrame.jl by Bogumil.

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [June 1, 2022, 7:08am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/26 "2022-06-01T07:08:55Z")

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> **[GitHub - gdalle/POVAR.jl](https://github.com/gdalle/POVAR.jl)**
>
> Contribute to gdalle/POVAR.jl development by creating an account on GitHub.

@gdalle

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**Author:** ![gdalle](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/gdalle/32/224680_2.png) [@gdalle](https://discourse.julialang.org/u/gdalle)\
**Post date:** [June 1, 2022, 6:42pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/27 "2022-06-01T18:42:03Z")

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Thanks for the ping @Albert_Zevelev but this is definitely not a package meant for outside use, it only contains the code to generate figures for a paper of mine

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [August 20, 2022, 6:38am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/28 "2022-08-20T06:38:46Z")

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> **[GitHub - ManuelStapper/CountTimeSeries.jl: Julia Package for Count Data Time...](https://github.com/ManuelStapper/CountTimeSeries.jl)**
>
> Julia Package for Count Data Time Series. Contribute to ManuelStapper/CountTimeSeries.jl development by creating an account on GitHub.

> **[GitHub - lootie/Multitaper.jl: A Julia package for frequency domain analysis...](https://github.com/lootie/Multitaper.jl)**
>
> A Julia package for frequency domain analysis of time series - GitHub - lootie/Multitaper.jl: A Julia package for frequency domain analysis of time series

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [May 4, 2023, 7:37pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/29 "2023-05-04T19:37:00Z")

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@Norman has

> **[GitHub - junyuan-chen/AutoregressiveModels.jl: Essential toolkits for working...](https://github.com/junyuan-chen/AutoregressiveModels.jl)**
>
> Essential toolkits for working with autoregressive models - GitHub - junyuan-chen/AutoregressiveModels.jl: Essential toolkits for working with autoregressive models

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**Author:** ![m-dadej](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/m-dadej/32/51609_2.png) [@m-dadej](https://discourse.julialang.org/u/m-dadej)\
**Post date:** [October 6, 2023, 12:07pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/30 "2023-10-06T12:07:54Z")

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Cool list! I just wanted to shamelessly suggest adding my recently registered package for estimating Markov switching dynamic regression models: [GitHub - m-dadej/MarSwitching.jl: MarSwitching.jl: Julia package for Markov Switching dynamic models](https://github.com/m-dadej/MarSwitching.jl)

I think [https://juliapackages.com/](https://juliapackages.com/) plays a similar role as R’s CRAN task views but suprisingly lacks time-series category

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**Author:** ![digital\_carver](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/digital_carver/32/33818_2.png) [@digital\_carver](https://discourse.julialang.org/u/digital_carver)\
**Post date:** [October 7, 2023, 4:55am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/31 "2023-10-07T04:55:38Z")

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As a general suggestion/warning, [juliapackages.com](http://juliapackages.com) is unfortunately not too actively maintained, and the information there is often outdated. So I’d take any information from there with a pinch of salt.

That said, I’d expect time series packages to be in the Data Science category, and that does contain at least TSFrames.jl (which afaik is the new name of TSx.jl mentioned above) and TimeSeriesClustering.jl.

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**Author:** ![Datseris](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/datseris/32/13406_2.png) [@Datseris](https://discourse.julialang.org/u/Datseris)\
**Post date:** [October 19, 2023, 12:38pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/32 "2023-10-19T12:38:00Z")

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It would be fantastic if this post was transformed into an entry for JuliaPackageComparisons, see : [[Pre-ANN] JuliaPackageComparisons](https://discourse.julialang.org/t/pre-ann-juliapackagecomparisons/103567)

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [April 21, 2024, 9:10pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/33 "2024-04-21T21:10:04Z")

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Btw, it seems that JuliaHub package search feature has similar packages under different named categories:  
[timeseries](https://juliahub.com/ui/Search?q=timeseries&type=packages), [time-series](https://juliahub.com/ui/Search?t=time-series), [time-series-analysis](https://juliahub.com/ui/Search?t=time-series-analysis)…

Also, [Midas](https://github.com/mikemull/Midas.jl).jl has nice unregistered code for Mixed Data Regressions in Julia…

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [April 22, 2024, 12:03am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/34 "2024-04-22T00:03:40Z")

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@enweg has come cool/useful code in

> **[GitHub - enweg/MacroEconometrics.jl: Some Macro-Econometrics tools for Julia](https://github.com/enweg/MacroEconometrics.jl)**
>
> Some Macro-Econometrics tools for Julia. Contribute to enweg/MacroEconometrics.jl development by creating an account on GitHub.

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**Author:** ![biona001](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/biona001/32/16497_2.png) [@biona001](https://discourse.julialang.org/u/biona001)\
**Post date:** [April 22, 2024, 3:45am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/35 "2024-04-22T03:45:10Z")

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For the sake of completeness, here are a few packages from my research group that deals with time series data, primarily designed for statistical genetics analysis

- [WiSER.jl](https://github.com/OpenMendel/WiSER.jl): Models within-subject variation
- [TrajGWAS.jl](https://github.com/OpenMendel/TrajGWAS.jl): Built on `WiSER.jl`, this conducts a GWAS for time series data
- [QuasiCopula.jl](https://github.com/OpenMendel/QuasiCopula.jl): Package to analyze non-Gaussian time series data (support for GWAS coming soon)

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**Author:** ![gdalle](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/gdalle/32/224680_2.png) [@gdalle](https://discourse.julialang.org/u/gdalle)\
**Post date:** [April 22, 2024, 5:43am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/36 "2024-04-22T05:43:47Z")

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This might also belong here:

> **[GitHub - gdalle/HiddenMarkovModels.jl: A Julia package for simulation,...](https://github.com/gdalle/HiddenMarkovModels.jl)**
>
> A Julia package for simulation, inference and learning of Hidden Markov Models. - gdalle/HiddenMarkovModels.jl

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [April 25, 2024, 6:21am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/37 "2024-04-25T06:21:21Z")

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> **[GitHub - rbeeli/RiskPerf.jl: Quantitative risk and performance analysis...](https://github.com/rbeeli/RiskPerf.jl?tab=readme-ov-file)**
>
> Quantitative risk and performance analysis package for financial time series powered by the Julia language. - rbeeli/RiskPerf.jl

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [May 5, 2024, 6:52am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/38 "2024-05-05T06:52:58Z")

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> **[GitHub - shayandavoodii/CepstralCoefficients.jl: This package provides...](https://github.com/shayandavoodii/CepstralCoefficients.jl)**
>
> This package provides various tools for calculating the cepstral coefficients of time series and clustering them in Julia. - GitHub - shayandavoodii/CepstralCoefficients.jl: This package provides ...

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [October 13, 2024, 11:39pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/39 "2024-10-13T23:39:43Z")

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Enrico has some nice packages:

> **[GitHub - enweg/TransmissionChannelAnalysis.jl: Transmission Channel Analysis in...](https://github.com/enweg/TransmissionChannelAnalysis.jl/tree/main)**
>
> main

Along w/ another time series library in Julia

> **[GitHub - enweg/MacroEconometrics.jl: Some Macro-Econometrics tools for Julia](https://github.com/enweg/MacroEconometrics.jl/tree/main)**
>
> main

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [April 7, 2025, 4:46am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/40 "2025-04-07T04:46:47Z")

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Vadim has a nice new package:

> **[GitHub - elenev/BayesianVARs.jl: Julia package for Bayesian estimation of...](https://github.com/elenev/BayesianVARs.jl/tree/master)**
>
> Julia package for Bayesian estimation of Vector Autoregressions - elenev/BayesianVARs.jl

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**Author:** ![Ju\_ska](https://avatars.discourse-cdn.com/v4/letter/j/ecd19e/32.png) [@Ju\_ska](https://discourse.julialang.org/u/Ju_ska)\
**Post date:** [July 10, 2025, 9:13am UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539/41 "2025-07-10T09:13:47Z")

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> **[GitHub - LAMPSPUC/Sarimax.jl: Julia Package with SARIMA model implementation...](https://github.com/LAMPSPUC/SARIMAX.jl)**
>
> Julia Package with SARIMA model implementation using JuMP.

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