Updated 9 months ago
https://github.com/lampspuc/statespacemodels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Updated 9 months ago
https://github.com/aarjaneiro/cronoseries
A fork of Cronos with a focus on being a Time Series class library.
Updated 9 months ago
https://github.com/lampspuc/sarimax.jl
Julia Package with SARIMA model implementation using JuMP.