# \#time-series

**URL:** https://discourse.julialang.org/tag/time-series/193.md

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## [MarSwitching.jl - Markov Switching regression in Julia](https://discourse.julialang.org/t/marswitching-jl-markov-switching-regression-in-julia/104550)

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**Author:** [@m-dadej](https://discourse.julialang.org/u/m-dadej)\
**Replies:** 13\
**Last updated:** [August 13, 2026, 8:29pm UTC](https://discourse.julialang.org/t/marswitching-jl-markov-switching-regression-in-julia/104550 "2026-08-13T20:29:35Z")

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MarSwitching.jl is a package that allows to estimate the Markov switching dynamic regression (also called regime switching regression). It’s in general registry and the repo can be found here: GitHub - m-dadej/MarSwitch…

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## [Residuals from \`StateSpaceModels.jl\`'s auto\_arima](https://discourse.julialang.org/t/residuals-from-statespacemodels-jl-s-auto-arima/92477)

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**Author:** [@Rodrigo\_Zepeda](https://discourse.julialang.org/u/Rodrigo_Zepeda)\
**Replies:** 1\
**Last updated:** [March 14, 2026, 3:33am UTC](https://discourse.julialang.org/t/residuals-from-statespacemodels-jl-s-auto-arima/92477 "2026-03-14T03:33:26Z")

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Hi! I’ve been exploring StateSpaceModels.jl for fitting some time series using auto\_arima. However I’ve run into an issue which might be pretty basic: Is there a way in which one can get the residuals from the fitted mod…

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## [EEGPlot.jl: A package to plot Multivariate Time Series (interactively and statically)](https://discourse.julialang.org/t/eegplot-jl-a-package-to-plot-multivariate-time-series-interactively-and-statically/135296)

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**Author:** [@Marco-Congedo](https://discourse.julialang.org/u/Marco-Congedo)\
**Replies:** 0\
**Last updated:** [January 27, 2026, 8:03pm UTC](https://discourse.julialang.org/t/eegplot-jl-a-package-to-plot-multivariate-time-series-interactively-and-statically/135296 "2026-01-27T20:03:18Z")

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EEGPlot was meant to be a package to plot interactively EEG data. However, I’m just realizing it can be useful to plot other multivariate time series. The example below plays and plots a chirp, allowing to interact lik…

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## [Density line chart method for Makie](https://discourse.julialang.org/t/density-line-chart-method-for-makie/134051)

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**Author:** [@ConnectedSystems](https://discourse.julialang.org/u/ConnectedSystems)\
**Replies:** 0\
**Last updated:** [November 22, 2025, 11:46pm UTC](https://discourse.julialang.org/t/density-line-chart-method-for-makie/134051 "2025-11-22T23:46:45Z")

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Not sure if this is against any rules but I want to cross-post this FR I just submitted in the Makie repo for awareness. I have a working example of a density line chart method (by Moritz & Fisher, 2018) to visualize ma…

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## [Fitting neural ODE to periodic time series](https://discourse.julialang.org/t/fitting-neural-ode-to-periodic-time-series/42263)

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**Author:** [@SebastianCallh](https://discourse.julialang.org/u/SebastianCallh)\
**Replies:** 18\
**Last updated:** [October 13, 2025, 6:31pm UTC](https://discourse.julialang.org/t/fitting-neural-ode-to-periodic-time-series/42263 "2025-10-13T18:31:03Z")

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Hello, I am trying to fit a neural ODE adapted from an example in the docs to the Mauna Loa dataset. but am running in to some problems. Fitting the model to too many time steps at once causes it to underfit dramatical…

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## [\[ANN\] SymbolicApproximators.jl: methods for symbolic time series discretization](https://discourse.julialang.org/t/ann-symbolicapproximators-jl-methods-for-symbolic-time-series-discretization/132737)

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**Author:** [@myersm0](https://discourse.julialang.org/u/myersm0)\
**Replies:** 4\
**Last updated:** [October 3, 2025, 12:02am UTC](https://discourse.julialang.org/t/ann-symbolicapproximators-jl-methods-for-symbolic-time-series-discretization/132737 "2025-10-03T00:02:22Z")

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Announcing SymbolicApproximators.jl, a Julia package implementing Symbolic Aggregate approXimation (SAX) and related methods for symbolic discretization and dimension reduction. These techniques allow you to take continu…

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## [Packages for representing time series data](https://discourse.julialang.org/t/packages-for-representing-time-series-data/84699)

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**Author:** [@ohmsweetohm1](https://discourse.julialang.org/u/ohmsweetohm1)\
**Replies:** 14\
**Last updated:** [September 23, 2025, 12:55pm UTC](https://discourse.julialang.org/t/packages-for-representing-time-series-data/84699 "2025-09-23T12:55:50Z")

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DataFrames.jl seems to be the go to package for representing tabular data. It is very performant and well maintained. However, if someone has strictly structured data like time series data (i.e. a vector of timestamp an…

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## [Time-series in Julia (working list)](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539)

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**Author:** [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Replies:** 41\
**Last updated:** [August 14, 2025, 12:14pm UTC](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539 "2025-08-14T12:14:28Z")

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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…

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## [Mapreduce with multiple arguments](https://discourse.julialang.org/t/mapreduce-with-multiple-arguments/129158)

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**Author:** [@emmacooper](https://discourse.julialang.org/u/emmacooper)\
**Replies:** 2\
**Last updated:** [May 19, 2025, 9:05pm UTC](https://discourse.julialang.org/t/mapreduce-with-multiple-arguments/129158 "2025-05-19T21:05:38Z")

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A similar question was asked in “Method of Mapreduce with multiple arguments” but my implementation of the solution offered in this post did not seem to work. The problem: I have many TimeArrays (created using TimeSerie…

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## [Announcing TSFrames.jl (formerly TSx) v0.1.0: A timeseries data manipulation package based on DataFrames](https://discourse.julialang.org/t/announcing-tsframes-jl-formerly-tsx-v0-1-0-a-timeseries-data-manipulation-package-based-on-dataframes/91264)

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**Author:** [@chiraganand](https://discourse.julialang.org/u/chiraganand)\
**Replies:** 33\
**Last updated:** [February 28, 2025, 5:27am UTC](https://discourse.julialang.org/t/announcing-tsframes-jl-formerly-tsx-v0-1-0-a-timeseries-data-manipulation-package-based-on-dataframes/91264 "2025-02-28T05:27:14Z")

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TSFrames provides a convenient interface for performing standard manipulations of timeseries data. The package uses DataFrame at it’s core to allow powerful data manipulation functions while being lightweight. A lot of f…

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## [Need advice on pecuzal\_embedding and RecurrenceMatrix](https://discourse.julialang.org/t/need-advice-on-pecuzal-embedding-and-recurrencematrix/119257)

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**Author:** [@NumberCruncher](https://discourse.julialang.org/u/NumberCruncher)\
**Replies:** 1\
**Last updated:** [September 10, 2024, 7:55pm UTC](https://discourse.julialang.org/t/need-advice-on-pecuzal-embedding-and-recurrencematrix/119257 "2024-09-10T19:55:15Z")

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I’m new to Julia and looking to use it to analyse time-series. My current aim is to compare MatrixProfile to RecurrenceMatrix for my application. The trouble is that with the code below, I am encountering: ERROR: Com…

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## [Efficient simulation with different path lengths](https://discourse.julialang.org/t/efficient-simulation-with-different-path-lengths/116321)

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**Author:** [@JADekker](https://discourse.julialang.org/u/JADekker)\
**Replies:** 5\
**Last updated:** [June 28, 2024, 2:32pm UTC](https://discourse.julialang.org/t/efficient-simulation-with-different-path-lengths/116321 "2024-06-28T14:32:25Z")

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Hi, I’ve enjoyed using Julia on my first research project quite a lot, and I’m now thinking of how to set up my code for my second research project. The computational bottleneck in this project lies in performing many co…

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## [Time-series analysis - Probabilistic inference on RQA ( SymbolicInference.jl)](https://discourse.julialang.org/t/time-series-analysis-probabilistic-inference-on-rqa-symbolicinference-jl/114701)

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**Author:** [@fargolo](https://discourse.julialang.org/u/fargolo)\
**Replies:** 0\
**Last updated:** [May 24, 2024, 8:15pm UTC](https://discourse.julialang.org/t/time-series-analysis-probabilistic-inference-on-rqa-symbolicinference-jl/114701 "2024-05-24T20:15:40Z")

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How it started The SymbolicInference.jl package uses Analytic Combinatorics to perform probabilistic inference over certain combinatorial classes. The first application is explained in this white paper Probabilistic in…

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## [Energy Time Series GRU with Historic and Forecasted Variables](https://discourse.julialang.org/t/energy-time-series-gru-with-historic-and-forecasted-variables/112986)

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**Author:** [@dmoored4](https://discourse.julialang.org/u/dmoored4)\
**Replies:** 1\
**Last updated:** [April 21, 2024, 5:50pm UTC](https://discourse.julialang.org/t/energy-time-series-gru-with-historic-and-forecasted-variables/112986 "2024-04-21T17:50:44Z")

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Hello, all! I need conceptual assistance with how I should be using a GRU which uses historic data for variables 1:8 and forecasted variables for variables 1:4 to forecast the values for variables 5:8. I have time serie…

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## [Problems with function \`diff()\`: objects of type Int64 are not callable](https://discourse.julialang.org/t/problems-with-function-diff-objects-of-type-int64-are-not-callable/111161)

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**Author:** [@Hugo](https://discourse.julialang.org/u/Hugo)\
**Replies:** 3\
**Last updated:** [March 4, 2024, 11:30pm UTC](https://discourse.julialang.org/t/problems-with-function-diff-objects-of-type-int64-are-not-callable/111161 "2024-03-04T23:30:17Z")

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I am currently working on a series of predictive tests and decided to write a script, Script A, to gather a series of different models in one place. This makes the process faster and facilitates the comparison of results…

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## [\[ANN\] Announcing LongMemory.jl A package for Generating, Estimating, and Forecasting Long Memory Models](https://discourse.julialang.org/t/ann-announcing-longmemory-jl-a-package-for-generating-estimating-and-forecasting-long-memory-models/108255)

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**Author:** [@everval](https://discourse.julialang.org/u/everval)\
**Replies:** 3\
**Last updated:** [January 3, 2024, 9:28am UTC](https://discourse.julialang.org/t/ann-announcing-longmemory-jl-a-package-for-generating-estimating-and-forecasting-long-memory-models/108255 "2024-01-03T09:28:16Z")

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Hi All, Long time listener, first time caller… I am happy to announce that after several months of getting to understand the language better, I have finally published my first Julia registered package: LongMemory.jl. …

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## [Are there guidelines or rules of thumb on how to stack hidden layers in a RNN?](https://discourse.julialang.org/t/are-there-guidelines-or-rules-of-thumb-on-how-to-stack-hidden-layers-in-a-rnn/107307)

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**Author:** [@Hugo](https://discourse.julialang.org/u/Hugo)\
**Replies:** 5\
**Last updated:** [December 14, 2023, 10:25pm UTC](https://discourse.julialang.org/t/are-there-guidelines-or-rules-of-thumb-on-how-to-stack-hidden-layers-in-a-rnn/107307 "2023-12-14T22:25:03Z")

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I’m currently working on the prediction of chaotic data and I have decided to see how well would an RNN, namely an LSTM, would do. I am fairly new to the topic of Neural Networks, but I have found a spate of helpful reso…

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## [LSTM Method Error - Time Series](https://discourse.julialang.org/t/lstm-method-error-time-series/73973)

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**Author:** [@sherlock\_holmes](https://discourse.julialang.org/u/sherlock_holmes)\
**Replies:** 3\
**Last updated:** [December 7, 2023, 1:37am UTC](https://discourse.julialang.org/t/lstm-method-error-time-series/73973 "2023-12-07T01:37:28Z")

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I’m trying to train an LSTM model to predict number of real roots of polynomials. x\_train and y\_train include array of arrays such as \[\[-204, 20, 13, 1, 0\]\] which are coefficients of polynomials. x\_test and y\_test includ…

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## [\[ANN\] Stranbo.jl - when time series get strange](https://discourse.julialang.org/t/ann-stranbo-jl-when-time-series-get-strange/104458)

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**Author:** [@gvdr](https://discourse.julialang.org/u/gvdr)\
**Replies:** 4\
**Last updated:** [October 1, 2023, 10:04am UTC](https://discourse.julialang.org/t/ann-stranbo-jl-when-time-series-get-strange/104458 "2023-10-01T10:04:49Z")

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Stranbo.jl I’m writing a little package for time series simulations. It’s one of those packages that does just ONE thing: simulate time series, possibly complicated ones, and possibly with anomalies. It’s still in earl…

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## [Problems with implementing a basic DeepAR algorithm in Julia](https://discourse.julialang.org/t/problems-with-implementing-a-basic-deepar-algorithm-in-julia/104405)

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**Author:** [@josemanuel22](https://discourse.julialang.org/u/josemanuel22)\
**Replies:** 2\
**Last updated:** [September 29, 2023, 9:34pm UTC](https://discourse.julialang.org/t/problems-with-implementing-a-basic-deepar-algorithm-in-julia/104405 "2023-09-29T21:34:59Z")

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I am trying to implement a basic DeepAR that serves as a baseline to compare with other time series forecasting algorithms. However, when testing the following code, it seems that the code does not learn well an example …

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## [Tips for improving performance of NODEs with sparsely sampled time series?](https://discourse.julialang.org/t/tips-for-improving-performance-of-nodes-with-sparsely-sampled-time-series/103828)

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**Author:** [@jarroyoe](https://discourse.julialang.org/u/jarroyoe)\
**Replies:** 1\
**Last updated:** [September 13, 2023, 8:46pm UTC](https://discourse.julialang.org/t/tips-for-improving-performance-of-nodes-with-sparsely-sampled-time-series/103828 "2023-09-13T20:46:41Z")

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I have a synthetic time series coming from a model with a daily time scale. The real dynamics closely follow a sine function, but I’m trying to sample at a monthly time scale (every 30 time steps). A sample time series l…

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## [Probabilistic forecasting for spatio-temporal raster data](https://discourse.julialang.org/t/probabilistic-forecasting-for-spatio-temporal-raster-data/98436)

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**Author:** [@microlifecc](https://discourse.julialang.org/u/microlifecc)\
**Replies:** 2\
**Last updated:** [May 7, 2023, 6:44pm UTC](https://discourse.julialang.org/t/probabilistic-forecasting-for-spatio-temporal-raster-data/98436 "2023-05-07T18:44:19Z")

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We have a time series gridded/ratser panel dataset (spatio-temporal). The dataset is in 3D, where each ((x, y, t), where x and y ranges from 1-25 while t ranges from 1-1800 though we’re trying to predict just the next ti…

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## [AbidesMarkets.jl](https://discourse.julialang.org/t/abidesmarkets-jl/98269)

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**Author:** [@fipelle](https://discourse.julialang.org/u/fipelle)\
**Replies:** 0\
**Last updated:** [May 3, 2023, 6:33pm UTC](https://discourse.julialang.org/t/abidesmarkets-jl/98269 "2023-05-03T18:33:27Z")

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Hi, I am pleased to announce that I have released a wrapper for ABIDES-Markets: a J.P. Morgan Chase’s multi-agent discrete event simulator specialised for financial markets. This is part of a project I am working on wit…

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## [Data Wrangling Best Practices - NYSE TAQ Data](https://discourse.julialang.org/t/data-wrangling-best-practices-nyse-taq-data/62237)

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**Author:** [@skmcgov](https://discourse.julialang.org/u/skmcgov)\
**Replies:** 14\
**Last updated:** [April 10, 2023, 4:32am UTC](https://discourse.julialang.org/t/data-wrangling-best-practices-nyse-taq-data/62237 "2023-04-10T04:32:11Z")

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Greetings Julians, I’m hoping to get some guidance on best practices for handling a large dataset comprised of SPY NYSE TAQ data (times & sales). All comments & suggestions are appreciated. Please be gentle, Julia rooki…

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## [Time Series Plots with percentiles](https://discourse.julialang.org/t/time-series-plots-with-percentiles/95902)

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**Author:** [@gokulbalagopal](https://discourse.julialang.org/u/gokulbalagopal)\
**Replies:** 2\
**Last updated:** [March 14, 2023, 3:13pm UTC](https://discourse.julialang.org/t/time-series-plots-with-percentiles/95902 "2023-03-14T15:13:41Z")

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Hi, I was wondering if there was a way in Julia to create timeseries plots with percentile bands. I have tried it using ribbon option in plot recipies. I do get some bands, but I am not understanding how to adjust the w…

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## [TSFrames.jl v0.2.1: A timeseries data manipulation package based on DataFrames](https://discourse.julialang.org/t/tsframes-jl-v0-2-1-a-timeseries-data-manipulation-package-based-on-dataframes/96006)

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**Author:** [@chiraganand](https://discourse.julialang.org/u/chiraganand)\
**Replies:** 0\
**Last updated:** [March 13, 2023, 2:24pm UTC](https://discourse.julialang.org/t/tsframes-jl-v0-2-1-a-timeseries-data-manipulation-package-based-on-dataframes/96006 "2023-03-13T14:24:56Z")

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TSFrames.jl provides convenient interfaces for performing standard manipulations of timeseries data. Why another package? The package can handle heterogeneous tabular data. Promotes code reuse by using widely used and…

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## [TimeSeries Database](https://discourse.julialang.org/t/timeseries-database/94920)

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**Author:** [@harsh\_kumar](https://discourse.julialang.org/u/harsh_kumar)\
**Replies:** 8\
**Last updated:** [February 21, 2023, 8:24pm UTC](https://discourse.julialang.org/t/timeseries-database/94920 "2023-02-21T20:24:08Z")

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I have a process (websocket) that push data into a channel on realtime (couple of item every second). Each data points has a timestamp, group columns, and additional fields. I want to store this data on continuous basis …

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## [How to calculate correlation and covariance matrix between columns of a TimeArray](https://discourse.julialang.org/t/how-to-calculate-correlation-and-covariance-matrix-between-columns-of-a-timearray/94038)

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**Author:** [@mdogan](https://discourse.julialang.org/u/mdogan)\
**Replies:** 1\
**Last updated:** [February 4, 2023, 8:16pm UTC](https://discourse.julialang.org/t/how-to-calculate-correlation-and-covariance-matrix-between-columns-of-a-timearray/94038 "2023-02-04T20:16:26Z")

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I’m new to Julia. I want to calculate the correlation and covariance matrix of the columns of a TimeArray. To reproduce my example, I copied my code below to construct a TimeArray. using DataFrames using TimeSeries da…

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## [TSFrames.jl v0.2.0: A timeseries data manipulation package based on DataFrames](https://discourse.julialang.org/t/tsframes-jl-v0-2-0-a-timeseries-data-manipulation-package-based-on-dataframes/92492)

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**Author:** [@chiraganand](https://discourse.julialang.org/u/chiraganand)\
**Replies:** 0\
**Last updated:** [January 4, 2023, 9:58am UTC](https://discourse.julialang.org/t/tsframes-jl-v0-2-0-a-timeseries-data-manipulation-package-based-on-dataframes/92492 "2023-01-04T09:58:49Z")

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TSFrames.jl provides convenient interfaces for performing standard manipulations of timeseries data. Why another package? The package can handle heterogeneous tabular data. Promotes code reuse by using widely used and…

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## [Trouble using for loop for SARIMA](https://discourse.julialang.org/t/trouble-using-for-loop-for-sarima/91519)

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**Author:** [@Agnes\_H](https://discourse.julialang.org/u/Agnes_H)\
**Replies:** 1\
**Last updated:** [December 11, 2022, 2:30am UTC](https://discourse.julialang.org/t/trouble-using-for-loop-for-sarima/91519 "2022-12-11T02:30:31Z")

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Hi, I apologize in advance, most of my programming skills are self-taught, if there are any weird errors. My goal with this code was to basically create a for-loop that iterates over every column in my data frame separa…

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