After some research today, I came across this thread discussing the pros and cons of different approaches for handling time series data in dataframe-like format: https://github.com/JuliaStats/Roadmap.jl/issues/10
Can you please shed light on the current state of the API and the future plans? It seems to me that, currently, the TimeSeries.jl API is orthogonal to the DataFrames.jl API. I wonder if these two will be merged in the future similar to what Pandas provides for Python?
I saw some discussion of this for IndexedTables here https://github.com/JuliaComputing/IndexedTables.jl/issues/56 . I’d think efficient time series operations would be fairly easy to attach to an IndexedTable since the they are sorted by design. In particular, it would be great if they supported panel data operations like in Stata.
JuliaDB/IndexedTables also supports efficient asofjoin which is particularly useful for working with time series data.
Thank you all for the links and comments. Is there a somewhat defined plan for joining all these alternative implementations? I am a little lost with how I should proceed.