November 2017
Beginner
316 pages
6h 40m
English
TimeSeries are often used in places where there is financial data and every second holds its own importance. In Julia, we have the package by the name TimeSeries.jl, which supports all the timeseries operations.
The most significant data structure provided by TimeSeries is the TimeArray data structures, which help in holding the dates as timestamps and not strings.
For understanding it in detail, let's just also install the TimeSeries package as well as the MarketData package, which will help us study some TimeSeries data:
julia> Pkg.add("TimeSeries") julia> Pkg.add("MarketData") julia> using TimeSeries julia> dates = collect(Date(2017,8,1):Date(2017,8,5)) 5-element Array{Date,1}: 2017-08-01 2017-08-02 2017-08-03 2017-08-04 2017-08-05 ...Read now
Unlock full access