https://github.com/fipelle/messytimeseries.jl
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
https://github.com/fipelle/messytimeseries.jl
forecast irregular-time-series julia kalman-filter kalman-smoother time-series
Last synced: 20 days ago
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A Julia implementation of basic tools for time series analysis compatible with incomplete data.
- Host: GitHub
- URL: https://github.com/fipelle/messytimeseries.jl
- Owner: fipelle
- License: bsd-3-clause
- Created: 2019-10-30T15:43:14.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2025-01-13T16:52:12.000Z (3 months ago)
- Last Synced: 2025-03-29T09:11:50.624Z (27 days ago)
- Topics: forecast, irregular-time-series, julia, kalman-filter, kalman-smoother, time-series
- Language: Julia
- Homepage:
- Size: 821 KB
- Stars: 121
- Watchers: 4
- Forks: 5
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
| **Documentation** |
|:-------------------------------------------------------------------------------:
| [![][docs-stable-img]][docs-stable-url] [![][docs-dev-img]][docs-dev-url] |
Advanced estimation and validation algorithms are included in [```MessyTimeSeriesOptim```](https://github.com/fipelle/MessyTimeSeriesOptim.jl).
## Installation
The package can be installed with the Julia package manager.
From the Julia REPL, type `]` to enter the Pkg REPL mode and run:
```
pkg> add MessyTimeSeries
```
Or, equivalently, via the `Pkg` API:
```julia
julia> import Pkg; Pkg.add("MessyTimeSeries")
```
[docs-dev-img]: https://img.shields.io/badge/docs-dev-blue.svg
[docs-dev-url]: https://fipelle.github.io/MessyTimeSeries.jl/dev
[docs-stable-img]: https://img.shields.io/badge/docs-stable-blue.svg
[docs-stable-url]: https://fipelle.github.io/MessyTimeSeries.jl/stable