TimeseriesSurrogates.jl

TimeseriesSurrogates is a Julia package for generating surrogate timeseries. It is part of JuliaDynamics, a GitHub organization dedicated to creating high quality scientific software.

To learn how to use the package, please follow the Tutorial page. If you are new to this method of surrogate timeseries, the tutorial also includes a crash-course in timeseries surrogate testing section. To see all available surrogate methods, see the API page.

Please note that timeseries surrogates should not be confused with surrogate models, such as those provided by Surrogates.jl.

Installation

TimeseriesSurrogates.jl is a registered Julia package. To install the latest version, run the following code:

import Pkg; Pkg.add("TimeseriesSurrogates")

Citing

Please use the following BiBTeX entry, or DOI, to cite TimeseriesSurrogates.jl:

DOI: https://doi.org/10.21105/joss.04414

BiBTeX:

@article{TimeseriesSurrogates.jl,
    doi = {10.21105/joss.04414},
    url = {https://doi.org/10.21105/joss.04414},
    year = {2022},
    publisher = {The Open Journal},
    volume = {7},
    number = {77},
    pages = {4414},
    author = {Kristian Agasøster Haaga and George Datseris},
    title = {TimeseriesSurrogates.jl: a Julia package for generating surrogate data},
    journal = {Journal of Open Source Software}
}