You've not given much insight into your needs, so the best CRAN page to investigate is the Task View for Time Series Analysis.

• Regular analysis over irregular time series

  I have an irregular time series ( xts in R ) that I want to apply some time-windowing to. For example, given a time series like the following, I want to compute things like how many observations the…

• How to extract longitudinal time-series data from a dataframe in R for time-series analysis and imputation

  Thanks to joran for helping me to group data in my previous question where I wanted to make a data frame in R smaller so that I can do time-series analysis on the data. Now I would like to actual…

• Best practices for efficient multiple time series analysis

  I have a large number of time series (>100) which differ in the sampling frequency and the time period for which they are available. Each time series has to be tested for unit roots and seasonally a…

• C++ Time Series Library (Analysis and Processing)

  I'm looking to get SO'ers advice and suggestion on Time-Series libraries written in C++, some of the constraints and requirements for the library: Performance is very critical Capable of hand…

• Java library to do time series analysis

  I need to do some analysis of an arbitrary amount of time series in Java. Among others i need to be able to use Linear regression, various smoothing techniques, filtering, etc. I'm not very ke…

• Time series in R

  I am tracking my body weight in a spread sheet but I want to improve the experience by using R. I was trying to find some information about time series analysis in R but I was not succesful. The …

• Relative Time Series

  I am looking for a standardized method for arranging data in relative time. Applications include accounting data such as FY1,FY2,etc... and economic data such as the term structure of interest rates…

• time series in R

  here is my question: i have these data summary(data) Date 1990/01: 1 1990/02: 1 1990/03: 1 1990/04: 1 1990/05: 1 1990/06: 1 (…

• Time-Series Data manipulation

  Can anybody suggest resources for time-series data manipulation. I'm not looking for time-series statistical analysis (e.g. ARIMA,Forcasting, etc). Instead, I want to extract a portion of data based…

• Convert a irregular time series to a regular time series

  I am having a problem when converting irregular time series to regular time series. Below a simplified example can be found: require(zoo) t <- as.character(c(1981,1984,1985)) d <- c(1,3,6) …