TransitionsInTimeseries.jl is a free and open-source software to easily analyse transitions within timeseries in a reproducible, performant, extensible and reliable way. In contrast to other existing software with similar target application, TransitionsInTimeseries.jl defines a generic interface for how to find transitions and how to test for significance. Within this interface, it is easy to expand the software in three orthogonal ways:
- Provide the analysis pipelines with new indicators, which can be either self-written or imported from other packages. In particular, the latter offers thousands of metrics that can indicate transitions right out of the box.
- Add new analysis pipelines for finding transitions.
- Add new ways for significance testing.
TransitionsInTimeseries is a registered Julia package and can be installed by running:
] add TransitionsInTimeseries
All further information is provided in the documentation, which you can either find online or build locally by running the docs/make.jl file.
Alternative names for this package could have been: Early Warning Signals / Resilience Indicators / Regime-Shift Identifiers / Change-Point Detectors, or however else you want to call them!