Chronikis (kroh-NEE-kees) is a special-purpose language for creating time-series models. It comes with a compiler chronikisc and an R package chronikis that contains utilities for calling the compiler as well as estimating and forecasting with the compiled time-series models.

The name “Chronikis” is derived from the phrase χρονική σειρά (chronikí seirá), which means “time series” in Greek.

Resources

• Chronikis Manual.
• Quick-start docker image with Jupyter notebook.
• Powerpoint deck for talk on Chronikis given February 2019.
• Slides for lectures on linear state-space models.
  • Lecture 1: Introduction to SSMs
  • Lecture 2: Local Linear Trend, Regression, Periodicity
  • Lecture 3: Periodicity
  • Lecture 3a: The Formalism