TimeSeries aims to provide a lightweight framework for working with time series data in Julia. Documentation is provided here.
Assuming that you already have Julia correctly installed, it suffices to import TimeSeries.jl in the standard way:
using Pkg
Pkg.add("TimeSeries")using TimeSeries
using Dates
dates = Date(2018, 1, 1):Day(1):Date(2018, 12, 31)
ta = TimeArray(dates, rand(length(dates)))
timestamps = DateTime(2018, 1, 1):Hour(1):DateTime(2018, 12, 31)
ta = TimeArray(timestamps, rand(length(timestamps)))