Spectral correlation analysis of time series.

Code Coverage Repository & License Playground

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.

Project management

ZenHub is being used for agile project management, there is a board on the repository's landing page.

That's a fork!

This package is an attempt to rewrite the original project in the Julia programming language.