#longmemory — Public Fediverse posts

A quotation from Jean Kerr

An actor can remember his briefest notice well into senescence and long after he has forgotten his phone number and where he lives.

Jean Kerr (1922-2003) American author and playwright [b. Bridget Jean Collins]
Essay (1957), “One Half of Two on the Aisle,” Please Don’t Eat the Daisies

More about this quote: wist.info/kerr-jean/83220/

#quote #quotes #quotation #qotd #jeankerr #actor #ego #longmemory #memory #memoryloss #review

In connection with #juliacon2024 (which I sadly could not attend), LongMemory.jl has been updated to v0.1.2. The main addition to the package is the test for change in persistence. It is now possible to test if the long memory parameter changed (decreased or increased) in a given sample. The function uses the fast Fourier transform to speed up computations. https://everval.github.io/LongMemory.jl/dev/#Structural-Changes #julialang #timeseries #longmemory #timeseriesanalysis

Introducing LongMemory.jl: A Julia Package for Long Memory Time Series Analysis 🖥️📚📈📊

I am happy to announce that after several months of getting to understand the language better, I have finally published my first Julia registered package: LongMemory.jl. 🙂 This package is the result of my research on long memory time series analysis, which is a fascinating topic in econometrics and statistics. Long memory models are useful for capturing the persistence and dependence of many real-world phenomena, such as inflation, interest rates, volatility, network traffic, and environmental data.

LongMemory.jl makes it easy to generate, estimate, and forecast long memory models in Julia. It supports various types of models, such as fractional differencing, cross-sectional aggregation, and stochastic duration shocks. It also provides functions for testing the presence of long memory, computing the Hurst exponent, and simulating long memory processes. The package is fully documented and includes classical data examples, such as the Nile River minima. 🌊

The package can be installed easily from the Julia general registry. I have prepared a short video that shows how to install the package and generate long memory diagnostics plots for the Nile River minima dataset. The Nile River minima is a famous example of a long memory time series.

I hope you find LongMemory.jl useful and practical. I welcome any feedback, suggestions, or contributions to improve the package. You can contact me or open an issue on GitHub. Thank you for your interest and feedback!

#julialang #programming #programmingjourney #longmemory #timeseriesanalysis #timeseries #econometrics #statistics @[email protected] @[email protected]