Book Image

Mastering Julia - Second Edition

By : Malcolm Sherrington
Book Image

Mastering Julia - Second Edition

By: Malcolm Sherrington

Overview of this book

Julia is a well-constructed programming language which was designed for fast execution speed by using just-in-time LLVM compilation techniques, thus eliminating the classic problem of performing analysis in one language and translating it for performance in a second. This book is a primer on Julia’s approach to a wide variety of topics such as scientific computing, statistics, machine learning, simulation, graphics, and distributed computing. Starting off with a refresher on installing and running Julia on different platforms, you’ll quickly get to grips with the core concepts and delve into a discussion on how to use Julia with various code editors and interactive development environments (IDEs). As you progress, you’ll see how data works through simple statistics and analytics and discover Julia's speed, its real strength, which makes it particularly useful in highly intensive computing tasks. You’ll also and observe how Julia can cooperate with external processes to enhance graphics and data visualization. Finally, you will explore metaprogramming and learn how it adds great power to the language and establish networking and distributed computing with Julia. By the end of this book, you’ll be confident in using Julia as part of your existing skill set.
Table of Contents (14 chapters)

Time series

In the previous section, we looked at data regarding Apple (AAPL) stock prices. This has a particular format with a date (or timestamp) as the first value in the row, followed by a series of related usually numeric values, and is termed a time series.

Time series are common when analyzing financial data and, in particular, the special discipline of econometrics.

Julia has a special type for time series and a package maintained by the Julia Stats group (https://juliastats.org/TimeSeries.jl/dev/timearray/) called TimeSeries that defines the type for time array and provides several routines to manipulate the data in it.

Note

Be careful not to use the older package from the Julia Quant group (https://github.com/JuliaQuant/Timestamps.jl) as this has fallen somewhat into neglect recently.

We need to install the TimeSeries package in the usual way (that is, with the Pkg manager) and create a time array directly from a CSV file.

This stocks4.csv file contains...