Spectral correlation analysis of time series.
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This package allows you to construct correlograms and periodograms for a uniform time series. If necessary, a time series can be generated, a correlogram can be weighted, and a periodogram can be smoothed.
The package is designed exclusively for learning purposes and is not recommended for use in production.
- generation of the uniform time series with custom number of harmonics;
- eliminating a linear trend from time series;
- periodogram and correlogram computations using FFT;
- weighted correlogram computation using Tukey weighting function;
- smoothed periodogram computation using FFT.
ZenHub is being used for agile project management, there is a board on the repository's landing page.
This package is an attempt to rewrite the original project in the Julia programming language.