TimeAxisArrays.jl
A convenience wrapper around AxisArrays.jl for working with time series data
TimeAxisArrays.jl augments AxisArrays.jl with functionality for time series analysis. A TimeAxisArray
is simply an AxisArray
with the first axis constrained to be dimensional and labelled :Timestamp
, and all remaining axes categorical. It inherits all AxisArray
functionality such as indexing, merging and joining, and math and logic operations, while gaining additional functionality for common time series operations such as temporal downsampling, differencing, lead, and lag.
This package is currently a work-in-progress and so is unregistered - to install, first install AxisArrays.jl (which is also unregistered) and run:
julia> Pkg.clone("https://github.com/GordStephen/TimeAxisArrays.jl")