Here is a summary of time series in Julia. (Ported from this thread .) This is a Julia version of CRAN Task View: Time Series Analysis . TL;DR ARCHModels is the most developed volatility model pkg in Julia (it also fits ARMA models & does auto tuning) StateSpaceModels is the most developed un…

New time-series forecasting package: [image] GitHub - Akai01/ArarForecast.jl: Forecasting using Arar algorithm Forecasting using Arar algorithm . Contribute to Akai01/ArarForecast.jl development by creating an account on GitHub.

We have built a new time series class, TSx, GitHub - xKDR/TSx.jl: Timeseries in Julia This builds on the philosophy of zoo and xts in R, while using the internal foundations of DataFrame.jl by Bogumil.

[image] GitHub - gdalle/POVAR.jl Contribute to gdalle/POVAR.jl development by creating an account on GitHub. @gdalle

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

GitHub - ManuelStapper/CountTimeSeries.jl: Julia Package for Count Data Time... Julia Package for Count Data Time Series. Contribute to ManuelStapper/CountTimeSeries.jl development by creating an account on GitHub. [image] GitHub - lootie/Multitaper…

@Norman has [image] GitHub - junyuan-chen/AutoregressiveModels.jl: Essential toolkits for working... Essential toolkits for working with autoregressive models - GitHub - junyuan-chen/AutoregressiveModels.jl: Essential toolkits for working with autoregressive models …

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 I think https://juliapackages.com/ plays a similar ro…

As a general suggestion/warning, juliapackages.com is unfortunately not too actively maintained, and the information there is often outdated.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 con…

It would be fantastic if this post was transformed into an entry for JuliaPackageComparisons, see : [Pre-ANN] JuliaPackageComparisons

Btw, it seems that JuliaHub package search feature has similar packages under different named categories: timeseries , time-series , time-series-analysis … Also, Midas .jl has nice unregistered code for Mixed Data Regressions in Julia…

Time-series in Julia (working list)

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Albert_Zevelev May 4, 2023, 7:37pm 29

@Norman has

Topic		Replies	Views
Time Series Analysis in Julia resources? General Usage	1	387	May 1, 2025
TSAnalysis: time series analysis and state-space modelling Package Announcements statistics , time-series , machine-learning	49	11090	December 10, 2021
Package for time series? Statistics question , time-series	10	9581	December 14, 2020
[ANN] Durbyn.jl — Time Series Forecasting in Julia Package Announcements package	66	4618	February 25, 2026
TimeSeries Analysis General Usage	0	256	May 6, 2021

Time-series in Julia (working list)

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