TimeSeries Overview

The TimeSeries package provides convenient methods for working with time series data in Julia.

Contents

• Getting Started
• The TimeArray time series type
• • timestamp
  • values
  • colnames
  • meta
  • Constructors
  • Fields getter functions
• Array indexing
• • Row indexing
  • Column indexing
  • Mixed approach
• Splitting by conditions
• • when
  • from
  • to
  • findwhen
  • findall
  • Splitting by head and tail
  • Splitting by period
• Modify existing TimeArrays
• • rename and rename!
• Mathematical, comparison, and logical operators
• • Mathematical
  • Comparison
  • Logic
• Apply methods
• • lag
  • lead
  • diff
  • percentchange
  • moving
  • upto
  • basecall
• Combine methods
• • merge
  • collapse
  • vcat
  • map
• I/O
• • readtimearray
  • writetimearray
• Tables.jl Interface Integration
• • eachrow and eachcol iterators
  • TimeArray to DataFrame
  • DataFrame to TimeArray
  • Save a TimeArray via CSV.jl
  • Load a TimeArray from csv file via CSV.jl
• Plotting
• • Plotting as multiple series
  • Plotting candlestick
• Retime
• • Using a new time step
  • Using new timestep vector
  • Irregular timestamps
  • Upsampling
  • Downsampling
  • Extrapolation