TimeSeriesUtils.jl

Purpose

The TimeSeriesUtils.jl package contains general functions and models for time series and spectral analysis.

Index

• TimeSeriesUtils.ARMAacf
• TimeSeriesUtils.Arima
• TimeSeriesUtils.SpecDensARMA
• TimeSeriesUtils.SpecDensARTFIMA
• TimeSeriesUtils.SpecDensMultiSARMA
• TimeSeriesUtils.SpecDensSARMA
• TimeSeriesUtils.arma_reparam
• TimeSeriesUtils.check_stationarity
• TimeSeriesUtils.hardtanh
• TimeSeriesUtils.inv_arma_reparam
• TimeSeriesUtils.mstl
• TimeSeriesUtils.nainterpret
• TimeSeriesUtils.nainterpret!
• TimeSeriesUtils.pGramDistribution
• TimeSeriesUtils.pgram
• TimeSeriesUtils.pspectrum
• TimeSeriesUtils.sarma_reparam
• TimeSeriesUtils.simARMA
• TimeSeriesUtils.simProcessSpectral
• TimeSeriesUtils.sim_uniformAR
• TimeSeriesUtils.spectrum
• TimeSeriesUtils.stl
• TimeSeriesUtils.ts
• TimeSeriesUtils.ℓARMA
• TimeSeriesUtils.ℓwhittle